BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,920
COMMITMENTS
943 1,231 891 3,988 3,681 5,822 5,803 1,099 1,118
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 356)
10 89 59 390 253 459 401 -103 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 17.8 12.9 57.6 53.2 84.1 83.8 15.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 10 10 15 15 26 27
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,551
COMMITMENTS
19,908 7,181 12,519 16,743 16,493 49,170 36,193 6,382 19,359
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 789)
667 705 253 112 -17 1,032 941 -243 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 12.9 22.5 30.1 29.7 88.5 65.2 11.5 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
14 35 33 31 23 67 69
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 13,743
COMMITMENTS
294 2,494 2,852 9,665 7,170 12,811 12,516 932 1,227
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 510)
-26 245 280 223 207 477 731 33 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 18.1 20.7 70.3 52.2 93.2 91.1 6.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 18 19 26 20 46 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 255,450
COMMITMENTS
59,120 27,776 92,229 83,592 98,932 234,942 218,938 20,508 36,512
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 17,847)
5,945 -3,374 6,685 4,665 12,241 17,296 15,552 552 2,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 10.9 36.1 32.7 38.7 92.0 85.7 8.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
96 109 122 82 85 254 251
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 381,362
COMMITMENTS
66,095 51,901 127,780 152,516 144,443 346,392 324,124 34,971 57,238
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -2,028)
4,169 5,418 -1,065 -4,817 -6,182 -1,714 -1,829 -314 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 13.6 33.5 40.0 37.9 90.8 85.0 9.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
104 104 151 150 157 342 344
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,180
COMMITMENTS
1,202 3,048 1,253 2,281 671 4,735 4,972 1,445 1,209
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 503)
85 354 195 308 13 587 562 -84 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 49.3 20.3 36.9 10.9 76.6 80.4 23.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
16 25 14 23 16 46 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,795
COMMITMENTS
12,724 6,990 13,007 13,914 9,270 39,645 29,267 8,150 18,529
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -3,524)
15 367 -3,292 -71 -537 -3,348 -3,463 -176 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 14.6 27.2 29.1 19.4 82.9 61.2 17.1 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
41 53 56 62 60 136 145
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,634
COMMITMENTS
635 4,782 221 3,487 238 4,343 5,241 1,291 393
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 91)
19 86 12 -86 0 -55 98 147 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 84.9 3.9 61.9 4.2 77.1 93.0 22.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 5 5 9 4 19 10
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 46,320
COMMITMENTS
2,562 23,478 6,026 36,759 11,668 45,347 41,172 973 5,147
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 529)
127 191 142 308 50 577 382 -47 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 50.7 13.0 79.4 25.2 97.9 88.9 2.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
9 39 26 24 21 54 65
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,144
COMMITMENTS
5,391 3,685 0 24,840 26,583 30,231 30,268 913 876
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 857)
1,136 1,561 0 -211 -854 925 707 -68 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 11.8 0.0 79.8 85.4 97.1 97.2 2.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 3 0 9 11 21 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 182,522
COMMITMENTS
27,377 84,170 13,193 117,455 42,496 158,025 139,859 24,498 42,663
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -7,101)
-2,648 -17,307 327 -2,083 8,564 -4,404 -8,415 -2,697 1,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 46.1 7.2 64.4 23.3 86.6 76.6 13.4 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
18 35 19 30 30 56 76
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,621
COMMITMENTS
25,321 30,548 2,355 28,614 5,076 56,289 37,978 6,332 24,643
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 3,936)
873 1,139 226 2,475 1,622 3,574 2,987 361 948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 48.8 3.8 45.7 8.1 89.9 60.6 10.1 39.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 16 8 10 12 24 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 167,224
COMMITMENTS
25,122 103,457 17,286 120,892 37,794 163,299 158,536 3,925 8,687
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,391)
-3,590 -1,637 317 1,542 -720 -1,731 -2,040 341 649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 61.9 10.3 72.3 22.6 97.7 94.8 2.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
33 64 14 18 21 57 95
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 308,316
COMMITMENTS
31,107 74,555 32,514 226,464 156,536 290,085 263,605 18,232 44,712
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,102)
-1,127 -3,237 1,870 2,987 2,611 3,731 1,245 -2,629 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 24.2 10.5 73.5 50.8 94.1 85.5 5.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
26 51 27 25 39 64 104
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 271,193
COMMITMENTS
80,643 40,528 25,137 141,774 171,018 247,554 236,684 23,638 34,509
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -9,820)
-11,625 -636 5,073 6,754 -19,676 203 -15,238 -10,023 5,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 14.9 9.3 52.3 63.1 91.3 87.3 8.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
41 45 32 33 40 94 97
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 465,299
COMMITMENTS
97,245 182,229 38,554 285,312 172,890 421,111 393,673 44,188 71,626
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 5,467)
25,450 -14,623 1,693 -4,812 24,838 22,330 11,908 -16,863 -6,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 39.2 8.3 61.3 37.2 90.5 84.6 9.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
60 96 65 55 61 148 189
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,847
COMMITMENTS
14,179 1,348 193 8,331 29,127 22,703 30,668 12,144 4,179
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 3,000)
6,853 555 193 547 2,754 7,593 3,502 -4,593 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 3.9 0.6 23.9 83.6 65.2 88.0 34.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 2 1 9 8 16 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 14,279
COMMITMENTS
4,205 7,343 0 9,377 5,730 13,582 13,073 697 1,206
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -4,391)
-2,556 -3,131 -1,504 -398 192 -4,458 -4,443 67 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 51.4 0.0 65.7 40.1 95.1 91.6 4.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 15 0 3 3 9 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,979
COMMITMENTS
13,492 21,928 392 14,585 4,046 28,469 26,366 2,510 4,613
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 542)
-1,674 1,362 57 2,047 -161 430 1,258 112 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 70.8 1.3 47.1 13.1 91.9 85.1 8.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 29 5 13 13 34 45
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,728,045
COMMITMENTS
1343099 1126708 9094649 8468962 8300176 18906710 18521534 821,335 1206512
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 832,272)
-45,050 -10,342 763,028 103,513 68,581 821,491 821,266 10,781 11,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 5.7 46.1 42.9 42.1 95.8 93.9 4.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
57 101 122 141 153 281 299
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 902,242
COMMITMENTS
72,156 118,894 102,394 584,374 534,055 758,924 755,344 143,318 146,898
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 31,431)
-5,455 20,251 -805 33,046 -2,490 26,787 16,956 4,644 14,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 13.2 11.3 64.8 59.2 84.1 83.7 15.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650)
143 157 160 257 269 486 500
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 177,351
COMMITMENTS
14,201 10,513 20,296 110,920 68,310 145,417 99,119 31,934 78,232
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 16,034)
-881 3,509 989 17,582 1,819 17,689 6,317 -1,656 9,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 5.9 11.4 62.5 38.5 82.0 55.9 18.0 44.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
17 13 22 46 41 75 64
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,624,457
COMMITMENTS
323,446 575,575 376,822 2367267 2328729 3067535 3281125 556,922 343,332
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 76,986)
-33,901 72,672 2,069 77,321 -21,545 45,489 53,196 31,498 23,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 15.9 10.4 65.3 64.3 84.6 90.5 15.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 631)
137 152 151 247 261 464 484
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,247
COMMITMENTS
7,483 9,735 500 87,869 85,463 95,852 95,698 6,395 6,549
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,188)
-615 -21 61 331 -2,291 -223 -2,251 -965 1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 9.5 0.5 85.9 83.6 93.7 93.6 6.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
9 8 4 56 38 68 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,682
COMMITMENTS
14,244 9,921 2,842 37,367 40,915 54,452 53,678 4,229 5,004
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 374)
62 1,763 194 532 -2,025 788 -68 -414 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 16.9 4.8 63.7 69.7 92.8 91.5 7.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
52 41 23 68 64 130 118
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 293,409
COMMITMENTS
71,220 49,607 14,209 186,833 204,576 272,262 268,391 21,147 25,018
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,868)
310 8,815 970 2,659 -10,124 3,939 -339 -2,072 2,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 16.9 4.8 63.7 69.7 92.8 91.5 7.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
52 41 23 68 64 130 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 136,856
COMMITMENTS
50,741 77,116 8,875 59,515 17,392 119,132 103,383 17,724 33,473
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -5,049)
4,777 -2,130 301 -9,824 -622 -4,746 -2,451 -303 -2,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 56.3 6.5 43.5 12.7 87.0 75.5 13.0 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
18 44 21 22 20 52 73
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,282
COMMITMENTS
13,236 8,589 13 21,372 28,570 34,621 37,172 7,661 5,110
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -929)
2,202 -363 -147 -337 158 1,718 -352 -2,647 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 20.3 0.0 50.5 67.6 81.9 87.9 18.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 10 1 17 12 31 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 94,529
COMMITMENTS
33,881 9,574 1,318 48,468 18,377 83,667 29,269 10,862 65,260
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -7,937)
-174 533 818 -8,618 -1,519 -7,974 -168 37 -7,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 10.1 1.4 51.3 19.4 88.5 31.0 11.5 69.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 13 5 33 22 66 39
Updated February 5, 2016