BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,564
COMMITMENTS
933 1,142 832 3,598 3,428 5,363 5,401 1,202 1,163
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 583)
136 -130 68 295 461 499 399 83 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 17.4 12.7 54.8 52.2 81.7 82.3 18.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 7 9 15 15 25 26
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,762
COMMITMENTS
19,241 6,476 12,266 16,631 16,510 48,138 35,252 6,625 19,511
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,533)
377 -65 523 420 388 1,320 846 213 687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 11.8 22.4 30.4 30.1 87.9 64.4 12.1 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
15 31 32 31 23 66 66
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,233
COMMITMENTS
320 2,249 2,572 9,441 6,964 12,334 11,785 899 1,448
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,347)
14 176 460 707 567 1,182 1,204 165 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 17.0 19.4 71.4 52.6 93.2 89.1 6.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 18 17 26 20 44 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 237,602
COMMITMENTS
53,175 31,151 85,544 78,927 86,691 217,646 203,386 19,956 34,216
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,524)
2,386 -3,976 -87 729 5,390 3,028 1,327 -504 1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 13.1 36.0 33.2 36.5 91.6 85.6 8.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
91 87 112 76 78 233 220
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 383,390
COMMITMENTS
61,926 46,483 128,846 157,333 150,624 348,105 325,953 35,285 57,437
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -1,416)
-610 2,649 -1,122 -2,493 -1,257 -4,225 271 2,809 -1,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 12.1 33.6 41.0 39.3 90.8 85.0 9.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
110 92 150 148 166 340 353
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,677
COMMITMENTS
1,117 2,694 1,058 1,973 658 4,148 4,410 1,529 1,267
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 863)
47 550 79 474 2 600 631 263 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 47.4 18.6 34.8 11.6 73.1 77.7 26.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
20 24 12 21 14 46 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,319
COMMITMENTS
12,708 6,622 16,300 13,985 9,807 42,993 32,729 8,326 18,590
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -616)
-35 318 112 -263 166 -186 596 -430 -1,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 12.9 31.8 27.3 19.1 83.8 63.8 16.2 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
42 56 56 63 60 139 150
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,543
COMMITMENTS
616 4,696 209 3,573 238 4,398 5,143 1,145 400
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 84.7 3.8 64.5 4.3 79.3 92.8 20.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 3 10 4 18 10
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 45,791
COMMITMENTS
2,435 23,288 5,885 36,451 11,618 44,771 40,790 1,020 5,000
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,422)
282 876 225 961 333 1,468 1,434 -46 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 50.9 12.9 79.6 25.4 97.8 89.1 2.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
8 39 26 25 22 55 65
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,287
COMMITMENTS
4,255 2,124 0 25,051 27,437 29,306 29,561 981 726
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 889)
823 -597 0 -144 1,363 679 766 210 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 7.0 0.0 82.7 90.6 96.8 97.6 3.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 3 0 9 12 21 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 189,623
COMMITMENTS
30,025 101,477 12,866 119,537 33,931 162,428 148,274 27,195 41,349
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,632)
-702 2,943 -583 3,173 1,015 1,888 3,375 -256 -1,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 53.5 6.8 63.0 17.9 85.7 78.2 14.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
19 36 17 28 29 55 74
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,685
COMMITMENTS
24,448 29,409 2,128 26,139 3,454 52,715 34,991 5,970 23,695
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 7,159)
-400 5,193 548 6,886 -678 7,034 5,063 125 2,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 50.1 3.6 44.5 5.9 89.8 59.6 10.2 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 17 10 11 10 24 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 168,614
COMMITMENTS
28,711 105,094 16,969 119,351 38,513 165,030 160,576 3,584 8,038
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -4,043)
-1,828 -1,235 -4,382 2,323 1,617 -3,887 -4,000 -156 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 62.3 10.1 70.8 22.8 97.9 95.2 2.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
31 69 15 17 21 58 100
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 307,215
COMMITMENTS
32,234 77,792 30,643 223,477 153,924 286,354 262,359 20,861 44,855
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 12,990)
-2,102 7,283 -217 15,192 6,789 12,873 13,855 117 -865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 25.3 10.0 72.7 50.1 93.2 85.4 6.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
24 51 25 23 39 60 102
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 281,013
COMMITMENTS
92,268 41,164 20,064 135,020 190,694 247,351 251,922 33,661 29,091
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,991)
8,959 -4,314 804 -4,136 11,082 5,626 7,572 -635 -2,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 14.6 7.1 48.0 67.9 88.0 89.6 12.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
51 42 39 29 39 99 101
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 459,832
COMMITMENTS
71,796 196,853 36,861 290,124 148,051 398,781 381,765 61,052 78,067
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,762)
1,228 -7,170 846 4,556 7,683 6,630 1,358 -1,868 3,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 42.8 8.0 63.1 32.2 86.7 83.0 13.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
52 99 62 54 60 139 189
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,847
COMMITMENTS
7,326 793 0 7,784 26,373 15,110 27,166 16,737 4,681
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 531)
806 -1,152 0 -755 1,526 51 374 480 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 2.5 0.0 24.4 82.8 47.4 85.3 52.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 0 9 8 15 9
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,670
COMMITMENTS
6,761 10,474 1,504 9,775 5,538 18,040 17,516 630 1,154
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 3,876)
677 1,074 1,062 2,173 1,764 3,912 3,900 -36 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 56.1 8.1 52.4 29.7 96.6 93.8 3.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 17 3 3 4 12 21
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,437
COMMITMENTS
15,166 20,566 335 12,538 4,207 28,039 25,108 2,398 5,329
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 2,323)
228 2,674 -9 2,140 -188 2,359 2,477 -36 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 67.6 1.1 41.2 13.8 92.1 82.5 7.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
19 24 5 13 12 33 40
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 5,370
COMMITMENTS
3,147 3,575 23 1,816 552 4,986 4,150 384 1,220
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 66.6 0.4 33.8 10.3 92.8 77.3 7.2 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 11 1 3 2 8 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,895,774
COMMITMENTS
1388149 1137051 8331622 8365449 8231595 18085219 17700268 810,554 1195506
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 265,688)
17,199 -146,028 353,395 -156,577 17,414 214,018 224,781 51,670 40,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.0 44.1 44.3 43.6 95.7 93.7 4.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
57 97 123 144 155 286 293
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 870,811
COMMITMENTS
77,610 98,643 103,199 551,327 536,546 732,137 738,388 138,674 132,423
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -491)
2,751 -6,044 -861 6,934 6,702 8,824 -204 -9,315 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 11.3 11.9 63.3 61.6 84.1 84.8 15.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629)
147 138 149 249 263 472 474
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 161,317
COMMITMENTS
15,082 7,004 19,307 93,338 66,491 127,727 92,802 33,590 68,515
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -6,135)
-2,276 474 -1,840 -2,536 -2,108 -6,652 -3,474 518 -2,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 4.3 12.0 57.9 41.2 79.2 57.5 20.8 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
17 12 21 43 39 70 62
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,547,471
COMMITMENTS
357,347 502,903 374,753 2289947 2350273 3022047 3227929 525,424 319,542
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 28,216)
33,459 -24,267 -3,430 47,350 44,050 77,379 16,354 -49,163 11,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.2 10.6 64.6 66.3 85.2 91.0 14.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
142 134 142 240 256 454 460
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 103,435
COMMITMENTS
8,098 9,756 439 87,538 87,754 96,075 97,949 7,360 5,486
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -1,497)
-2,048 -696 -64 1,651 -1,087 -461 -1,847 -1,036 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 9.4 0.4 84.6 84.8 92.9 94.7 7.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
10 9 3 52 38 64 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,308
COMMITMENTS
14,182 8,159 2,648 36,835 42,940 53,665 53,746 4,644 4,562
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -1,121)
-330 -487 192 -475 -1,323 -612 -1,617 -509 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 14.0 4.5 63.2 73.6 92.0 92.2 8.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
58 41 22 66 62 133 116
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 291,541
COMMITMENTS
70,910 40,793 13,239 184,174 214,700 268,323 268,731 23,219 22,811
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -5,605)
-1,649 -2,433 962 -2,375 -6,613 -3,062 -8,084 -2,543 2,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 14.0 4.5 63.2 73.6 92.0 92.2 8.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
58 41 22 66 62 133 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 141,905
COMMITMENTS
45,964 79,246 8,574 69,339 18,014 123,878 105,834 18,028 36,071
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -8,639)
392 -2,717 -773 -9,912 -715 -10,294 -4,205 1,654 -4,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 55.8 6.0 48.9 12.7 87.3 74.6 12.7 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
23 44 20 22 20 55 74
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,211
COMMITMENTS
11,034 8,952 160 21,709 28,412 32,903 37,524 10,308 5,687
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -752)
-5,359 1,682 160 4,239 -3,599 -960 -1,757 208 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 20.7 0.4 50.2 65.8 76.1 86.8 23.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 11 2 17 12 29 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 102,466
COMMITMENTS
34,055 9,041 500 57,086 19,896 91,641 29,437 10,825 73,029
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 14,697)
5,933 -4,571 -360 9,524 3,249 15,097 -1,682 -400 16,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 8.8 0.5 55.7 19.4 89.4 28.7 10.6 71.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
34 11 4 36 22 71 36
Updated January 29, 2016