BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,605
COMMITMENTS
976 1,436 968 4,764 4,014 6,708 6,418 898 1,187
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 593)
34 -37 130 385 368 549 461 43 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 18.9 12.7 62.6 52.8 88.2 84.4 11.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 9 10 18 17 29 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,609
COMMITMENTS
20,825 7,052 12,378 16,828 17,678 50,032 37,108 6,577 19,501
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 3,499)
822 107 946 1,114 1,263 2,883 2,315 616 1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 12.5 21.9 29.7 31.2 88.4 65.6 11.6 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
16 29 31 33 25 66 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,066
COMMITMENTS
244 1,822 2,456 8,329 6,665 11,029 10,943 1,038 1,123
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 183)
17 6 51 110 85 178 142 5 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 15.1 20.4 69.0 55.2 91.4 90.7 8.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 16 17 24 22 42 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 246,350
COMMITMENTS
71,550 23,143 68,813 86,389 115,150 226,752 207,106 19,598 39,244
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -33,947)
731 -4,346 -32,038 -802 3,609 -32,109 -32,775 -1,837 -1,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 9.4 27.9 35.1 46.7 92.0 84.1 8.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
101 75 106 84 92 246 224
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 346,499
COMMITMENTS
73,031 48,408 101,864 136,350 140,793 311,246 291,065 35,253 55,434
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 16)
1,131 -3,740 1,821 -3,942 2,284 -990 365 1,005 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 14.0 29.4 39.4 40.6 89.8 84.0 10.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
109 95 137 155 151 342 327
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,993
COMMITMENTS
1,340 1,936 1,237 1,413 705 3,990 3,878 1,003 1,115
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -831)
255 -652 -97 -677 20 -519 -729 -312 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 38.8 24.8 28.3 14.1 79.9 77.7 20.1 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 19 14 20 16 48 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,524
COMMITMENTS
13,354 7,802 15,100 14,253 9,040 42,708 31,942 8,816 19,582
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 590)
123 -164 310 12 -166 446 -19 144 609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 15.1 29.3 27.7 17.5 82.9 62.0 17.1 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
46 56 55 68 64 151 148
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,846
COMMITMENTS
838 5,061 255 3,597 165 4,690 5,481 1,157 365
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 448)
186 458 -27 206 0 365 431 83 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 86.6 4.4 61.5 2.8 80.2 93.7 19.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 5 7 9 4 20 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 46,613
COMMITMENTS
2,570 23,753 5,779 37,212 11,907 45,562 41,440 1,051 5,173
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 3,261)
53 1,460 423 2,645 890 3,120 2,773 141 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 51.0 12.4 79.8 25.5 97.7 88.9 2.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
8 35 23 26 25 53 64
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,389
COMMITMENTS
5,519 3,993 41 23,674 25,564 29,234 29,598 1,155 791
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,662)
-485 -707 17 -1,109 -988 -1,577 -1,678 -85 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 13.1 0.1 77.9 84.1 96.2 97.4 3.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 3 1 10 12 22 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 177,435
COMMITMENTS
30,062 68,152 11,267 110,722 65,818 152,052 145,238 25,383 32,197
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -533)
1,002 -6,854 1,329 -2,793 5,854 -462 328 -71 -862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 38.4 6.4 62.4 37.1 85.7 81.9 14.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
19 35 18 27 26 54 71
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,209
COMMITMENTS
20,170 22,144 3,454 19,965 6,422 43,589 32,020 7,619 19,189
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -704)
44 -2,014 135 1,330 -401 1,509 -2,280 -2,213 1,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 43.2 6.7 39.0 12.5 85.1 62.5 14.9 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 12 10 11 11 24 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 146,568
COMMITMENTS
30,295 82,988 19,366 93,455 36,251 143,116 138,606 3,452 7,962
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -15,595)
8,643 -15,842 1,915 -26,269 -1,085 -15,711 -15,012 115 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 56.6 13.2 63.8 24.7 97.6 94.6 2.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
29 56 19 20 20 62 84
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 298,486
COMMITMENTS
36,802 62,043 30,573 209,447 166,044 276,822 258,659 21,664 39,826
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 7,365)
-363 -8,454 8,121 -4,352 5,841 3,406 5,507 3,959 1,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 20.8 10.2 70.2 55.6 92.7 86.7 7.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
32 37 23 25 41 66 92
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 309,999
COMMITMENTS
85,240 36,096 33,524 158,258 210,591 277,022 280,211 32,977 29,788
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 13,670)
4,657 1,685 5,321 3,081 6,691 13,060 13,698 610 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 11.6 10.8 51.1 67.9 89.4 90.4 10.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
48 42 34 29 40 94 99
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 497,724
COMMITMENTS
109,210 145,228 52,239 283,946 240,448 445,395 437,915 52,329 59,809
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -3,887)
-4,594 -7,029 194 1,016 2,950 -3,384 -3,885 -503 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 29.2 10.5 57.0 48.3 89.5 88.0 10.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
69 85 62 55 62 151 182
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,513
COMMITMENTS
14,727 793 300 7,958 29,087 22,985 30,180 11,528 4,333
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -305)
127 0 117 -593 -274 -349 -157 44 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 2.3 0.9 23.1 84.3 66.6 87.4 33.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 1 2 10 9 18 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 12,936
COMMITMENTS
5,615 4,420 193 6,059 6,998 11,867 11,611 1,069 1,325
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -777)
1,073 -1,459 193 -2,168 338 -902 -928 125 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 34.2 1.5 46.8 54.1 91.7 89.8 8.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 13 3 2 4 10 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,618
COMMITMENTS
15,968 22,583 171 13,626 6,031 29,765 28,785 2,853 3,833
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -978)
1,503 -199 -193 -2,535 -264 -1,225 -656 247 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 69.2 0.5 41.8 18.5 91.3 88.2 8.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
19 19 2 12 12 31 33
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,277,832
COMMITMENTS
1174819 1097865 9850526 8356047 8068353 19381392 19016745 896,440 1261088
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -12,319)
-31,663 27,851 50,415 -45,844 -165,772 -27,092 -87,505 14,772 75,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.4 48.6 41.2 39.8 95.6 93.8 4.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
54 98 120 145 155 283 295
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 920,663
COMMITMENTS
80,005 120,594 91,401 580,045 527,282 751,451 739,277 169,213 181,386
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -49,960)
-1,894 8,235 -20,944 -40,100 -59,117 -62,938 -71,825 12,978 21,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 13.1 9.9 63.0 57.3 81.6 80.3 18.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 648)
125 175 162 248 267 468 509
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 192,751
COMMITMENTS
11,639 11,749 20,436 122,936 64,328 155,012 96,513 37,739 96,237
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -9,345)
-3,214 -516 -3,385 -4,955 -14,038 -11,554 -17,938 2,209 8,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 6.1 10.6 63.8 33.4 80.4 50.1 19.6 49.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
11 19 22 45 41 73 65
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,639,563
COMMITMENTS
365,723 568,118 330,930 2285542 2314770 2982195 3213819 657,368 425,744
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -203,074)
6,508 43,660 -87,700 -175,728 -225,396 -256,920 -269,436 53,847 66,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 15.6 9.1 62.8 63.6 81.9 88.3 18.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632)
124 167 154 240 259 450 494
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,133
COMMITMENTS
6,448 8,613 315 84,266 83,504 91,029 92,432 7,104 5,701
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -3,651)
-331 563 -569 -2,202 -3,967 -3,102 -3,973 -549 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 8.8 0.3 85.9 85.1 92.8 94.2 7.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
10 8 4 51 38 64 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,180
COMMITMENTS
11,663 10,992 2,479 37,113 35,883 51,255 49,354 3,924 5,826
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -3,986)
-226 -898 -919 -2,295 -1,975 -3,440 -3,793 -546 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 19.9 4.5 67.3 65.0 92.9 89.4 7.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
43 63 24 55 70 111 144
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 275,898
COMMITMENTS
58,317 54,959 12,397 185,563 179,413 256,276 246,769 19,622 29,129
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -19,932)
-1,130 -4,492 -4,597 -11,474 -9,875 -17,202 -18,964 -2,730 -968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 19.9 4.5 67.3 65.0 92.9 89.4 7.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
43 63 24 55 70 111 144
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 137,161
COMMITMENTS
72,718 62,355 11,245 32,710 37,652 116,673 111,251 20,488 25,910
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 9,628)
6,249 -801 1,252 57 9,915 7,559 10,366 2,070 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 45.5 8.2 23.8 27.5 85.1 81.1 14.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 42 19 20 20 53 68
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,093
COMMITMENTS
11,421 6,485 504 20,751 28,490 32,676 35,479 7,417 4,614
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,091)
-1,171 -734 -20 243 -321 -948 -1,075 -143 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 16.2 1.3 51.8 71.1 81.5 88.5 18.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 8 2 15 12 29 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 100,935
COMMITMENTS
31,815 10,828 913 57,092 21,408 89,820 33,149 11,115 67,786
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -4,372)
-2,333 -805 116 -1,123 -343 -3,340 -1,032 -1,032 -3,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 10.7 0.9 56.6 21.2 89.0 32.8 11.0 67.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 12 9 34 21 63 39
Updated February 26, 2016