BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,249
COMMITMENTS
505 1,154 628 2,933 2,467 4,066 4,250 1,183 999
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 175)
15 -77 26 142 105 183 54 -8 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 22.0 12.0 55.9 47.0 77.5 81.0 22.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 9 9 13 12 23 23
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,490
COMMITMENTS
18,812 6,613 11,395 15,901 15,459 46,108 33,468 6,382 19,022
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,536)
709 655 253 747 439 1,708 1,347 -173 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 12.6 21.7 30.3 29.5 87.8 63.8 12.2 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 30 29 31 22 63 66
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,529
COMMITMENTS
305 1,990 2,024 8,491 6,382 10,820 10,397 709 1,132
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,380)
15 197 316 987 762 1,317 1,274 63 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 17.3 17.6 73.7 55.4 93.9 90.2 6.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 18 18 26 21 45 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,442
COMMITMENTS
49,407 37,045 82,374 77,034 77,768 208,815 197,187 20,628 32,255
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,795)
-4,211 -8,259 4,411 -1,520 3,395 -1,321 -454 3,115 2,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 16.1 35.9 33.6 33.9 91.0 85.9 9.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
85 79 110 76 74 216 217
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 380,249
COMMITMENTS
63,032 43,466 126,483 158,301 151,716 347,816 321,665 32,434 58,585
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 15,248)
3,189 -1,619 5,653 2,838 7,042 11,680 11,075 3,568 4,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 11.4 33.3 41.6 39.9 91.5 84.6 8.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
101 107 151 147 164 338 355
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,575
COMMITMENTS
1,061 1,970 940 1,401 703 3,402 3,612 1,173 962
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 570)
-89 498 240 449 -236 600 502 -31 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 43.1 20.5 30.6 15.4 74.4 79.0 25.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
24 19 13 21 13 49 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,305
COMMITMENTS
12,967 6,356 15,411 14,124 10,083 42,503 31,851 8,802 19,454
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 3,088)
315 -328 1,744 548 790 2,608 2,206 481 882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 12.4 30.0 27.5 19.7 82.8 62.1 17.2 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
45 54 58 65 64 147 152
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 43,680
COMMITMENTS
2,120 21,884 5,563 34,958 11,161 42,641 38,608 1,039 5,072
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,705)
7 599 229 1,466 813 1,702 1,641 3 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 50.1 12.7 80.0 25.6 97.6 88.4 2.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
7 33 24 24 21 51 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,535
COMMITMENTS
3,156 3,737 0 25,592 25,174 28,748 28,911 787 624
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -27)
160 359 0 -74 -430 86 -71 -113 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 12.7 0.0 86.6 85.2 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 5 0 9 11 18 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 183,908
COMMITMENTS
36,030 98,033 10,165 112,109 31,208 158,304 139,407 25,604 44,501
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -2,420)
-134 -330 -3,902 1,293 2,161 -2,743 -2,071 323 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 53.3 5.5 61.0 17.0 86.1 75.8 13.9 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
21 45 16 25 29 55 81
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,502
COMMITMENTS
24,294 21,158 1,409 16,909 3,785 42,612 26,351 5,890 22,150
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,386)
-1,692 -1,644 -466 -2,764 -216 -4,921 -2,326 536 -2,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 43.6 2.9 34.9 7.8 87.9 54.3 12.1 45.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 12 7 11 11 23 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 149,209
COMMITMENTS
29,555 103,404 5,191 111,021 32,345 145,766 140,940 3,443 8,268
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 5,365)
-4,383 7,715 4,193 5,182 -7,439 4,992 4,469 373 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 69.3 3.5 74.4 21.7 97.7 94.5 2.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
28 68 13 19 18 55 92
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 267,052
COMMITMENTS
31,982 63,776 21,514 193,190 134,216 246,685 219,505 20,367 47,547
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 10,300)
-8,615 -5,929 -6,167 23,623 16,274 8,840 4,177 1,460 6,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 23.9 8.1 72.3 50.3 92.4 82.2 7.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
24 43 19 25 39 60 90
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 266,593
COMMITMENTS
77,818 52,102 15,992 141,053 165,059 234,863 233,154 31,730 33,439
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 15,572)
14,780 -12,566 -5,599 -858 33,600 8,322 15,434 7,250 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 19.5 6.0 52.9 61.9 88.1 87.5 11.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
40 39 23 27 40 80 89
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 452,544
COMMITMENTS
64,036 206,977 36,004 290,897 131,728 390,936 374,709 61,608 77,835
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -25,382)
-588 -13,493 -11,994 -10,030 6,117 -22,612 -19,370 -2,770 -6,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 45.7 8.0 64.3 29.1 86.4 82.8 13.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
53 91 59 57 61 141 180
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,332
COMMITMENTS
5,496 2,219 485 8,682 22,809 14,663 25,513 15,669 4,819
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 7.3 1.6 28.6 75.2 48.3 84.1 51.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 1 8 8 14 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 14,588
COMMITMENTS
5,737 9,281 403 7,698 3,507 13,838 13,191 750 1,397
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 268)
-623 851 3 949 -547 329 307 -61 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 63.6 2.8 52.8 24.0 94.9 90.4 5.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 15 2 3 4 11 19
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,434
COMMITMENTS
17,149 15,608 197 5,297 4,977 22,643 20,782 2,791 4,652
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 506)
307 345 86 155 -101 548 330 -42 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 61.4 0.8 20.8 19.6 89.0 81.7 11.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
24 24 3 10 10 35 36
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,906,196
COMMITMENTS
1216023 1264266 7448716 8495775 8051201 17160514 16764183 745,683 1142013
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 721,761)
102,111 -151,282 383,543 181,794 459,763 667,448 692,024 54,313 29,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 7.1 41.6 47.4 45.0 95.8 93.6 4.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
52 101 124 136 146 274 288
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 847,449
COMMITMENTS
68,329 90,264 107,223 534,083 521,185 709,635 718,672 137,814 128,776
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 102,563)
5,632 10,158 21,911 60,268 59,161 87,811 91,231 14,752 11,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 10.7 12.7 63.0 61.5 83.7 84.8 16.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608)
145 123 152 249 258 465 463
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 164,974
COMMITMENTS
15,095 6,103 22,844 95,435 70,393 133,374 99,340 31,600 65,634
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 27,266)
2,168 -72 5,412 19,615 12,457 27,196 17,797 71 9,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 3.7 13.8 57.8 42.7 80.8 60.2 19.2 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 13 25 45 40 76 67
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,412,374
COMMITMENTS
297,366 452,004 390,700 2193240 2253959 2881306 3096663 531,068 315,711
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 376,482)
17,107 50,942 82,704 203,262 233,522 303,073 367,169 73,409 9,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 13.2 11.4 64.3 66.1 84.4 90.7 15.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588)
135 121 142 239 252 442 447
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 96,298
COMMITMENTS
9,043 6,232 688 77,933 84,627 87,664 91,547 8,634 4,751
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 9,748)
-318 2,781 138 10,636 6,907 10,456 9,826 -708 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 6.5 0.7 80.9 87.9 91.0 95.1 9.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
10 8 3 51 34 63 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,706
COMMITMENTS
17,073 10,428 3,008 38,938 47,154 59,019 60,590 5,688 4,117
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,583)
219 772 546 341 132 1,106 1,449 477 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 16.1 4.6 60.2 72.9 91.2 93.6 8.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
61 39 22 67 59 133 115
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 323,532
COMMITMENTS
85,366 52,140 15,039 194,689 235,770 295,094 302,949 28,438 20,583
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 7,913)
1,093 3,858 2,731 1,706 658 5,531 7,247 2,383 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 16.1 4.6 60.2 72.9 91.2 93.6 8.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
61 39 22 67 59 133 115
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 135,964
COMMITMENTS
48,420 71,797 6,814 63,220 15,869 118,455 94,480 17,510 41,485
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 24,462)
2,484 11,342 857 22,132 1,748 25,473 13,947 -1,011 10,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 52.8 5.0 46.5 11.7 87.1 69.5 12.9 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
21 45 16 19 21 51 71
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,178
COMMITMENTS
18,873 7,149 0 20,321 37,316 39,194 44,465 8,984 3,713
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,117)
-1,248 1,281 -139 404 -225 -983 917 2,100 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 14.8 0.0 42.2 77.5 81.4 92.3 18.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
19 7 0 17 11 36 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 81,591
COMMITMENTS
24,299 11,881 562 47,347 13,551 72,208 25,994 9,383 55,597
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 7,887)
4,926 4,866 -170 4,949 1,004 9,705 5,700 -1,818 2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 14.6 0.7 58.0 16.6 88.5 31.9 11.5 68.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 19 3 33 20 59 40
Updated January 15, 2016