BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,262
COMMITMENTS
985 1,768 945 5,282 4,490 7,212 7,203 1,050 1,059
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 656)
9 332 -23 518 476 504 785 152 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 21.4 11.4 63.9 54.4 87.3 87.2 12.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 9 10 18 17 29 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 59,107
COMMITMENTS
21,324 7,079 13,513 17,277 18,296 52,114 38,887 6,993 20,220
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,498)
498 27 1,134 449 618 2,082 1,779 416 719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 12.0 22.9 29.2 31.0 88.2 65.8 11.8 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
17 30 31 33 24 67 68
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,268
COMMITMENTS
300 1,694 2,593 8,353 6,857 11,246 11,144 1,023 1,124
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 202)
56 -128 137 24 192 217 201 -15 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 13.8 21.1 68.1 55.9 91.7 90.8 8.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 11 17 24 22 42 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 249,760
COMMITMENTS
74,110 22,978 65,125 89,027 119,584 228,262 207,687 21,499 42,074
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 3,411)
2,560 -165 -3,688 2,638 4,434 1,509 581 1,901 2,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 9.2 26.1 35.6 47.9 91.4 83.2 8.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
110 70 108 84 93 249 227
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 358,898
COMMITMENTS
80,401 45,316 107,176 136,459 147,567 324,036 300,059 34,862 58,839
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 12,400)
7,370 -3,091 5,311 109 6,774 12,790 8,994 -391 3,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 12.6 29.9 38.0 41.1 90.3 83.6 9.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
106 100 149 155 156 354 341
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,496
COMMITMENTS
1,298 1,790 961 1,148 604 3,408 3,355 1,088 1,141
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -497)
-42 -145 -276 -265 -101 -582 -523 85 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 39.8 21.4 25.5 13.4 75.8 74.6 24.2 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 16 10 16 14 39 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 52,396
COMMITMENTS
13,703 6,924 15,187 14,783 9,817 43,673 31,928 8,722 20,468
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 871)
349 -878 87 530 777 965 -14 -94 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 13.2 29.0 28.2 18.7 83.4 60.9 16.6 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
48 57 60 73 71 161 157
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,961
COMMITMENTS
889 5,163 245 3,634 164 4,768 5,572 1,193 389
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 115)
51 102 -10 36 -1 78 91 37 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 86.6 4.1 61.0 2.8 80.0 93.5 20.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 6 5 9 4 19 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 50,102
COMMITMENTS
2,696 25,166 6,402 39,919 13,033 49,018 44,601 1,084 5,501
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 3,489)
126 1,413 623 2,707 1,126 3,456 3,161 33 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 50.2 12.8 79.7 26.0 97.8 89.0 2.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
9 34 23 26 25 53 64
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,521
COMMITMENTS
5,653 3,273 394 23,172 26,003 29,219 29,670 1,302 851
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 132)
134 -720 353 -502 439 -15 72 147 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 10.7 1.3 75.9 85.2 95.7 97.2 4.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 2 1 9 12 21 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 184,469
COMMITMENTS
27,255 61,293 14,902 116,766 74,946 158,924 151,142 25,546 33,328
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 7,035)
-2,807 -6,859 3,635 6,044 9,128 6,872 5,904 163 1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 33.2 8.1 63.3 40.6 86.2 81.9 13.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 34 18 27 24 54 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,499
COMMITMENTS
19,719 21,189 2,692 21,101 6,601 43,511 30,482 6,987 20,017
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -710)
-451 -955 -763 1,136 179 -78 -1,538 -632 828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 42.0 5.3 41.8 13.1 86.2 60.4 13.8 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 12 7 13 14 22 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,201
COMMITMENTS
25,434 81,825 16,634 96,619 36,821 138,687 135,279 3,515 6,922
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -4,366)
-4,860 -1,164 -2,733 3,164 570 -4,429 -3,326 63 -1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 57.5 11.7 67.9 25.9 97.5 95.1 2.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
32 51 22 20 21 67 81
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 321,242
COMMITMENTS
37,677 69,233 36,045 226,462 173,115 300,184 278,393 21,059 42,849
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 22,757)
875 7,190 5,472 17,015 7,072 23,362 19,734 -605 3,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 21.6 11.2 70.5 53.9 93.4 86.7 6.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
27 42 23 28 44 65 99
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 312,646
COMMITMENTS
90,933 31,218 36,288 155,714 213,683 282,936 281,190 29,710 31,456
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,647)
5,693 -4,877 2,764 -2,544 3,092 5,914 979 -3,267 1,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 10.0 11.6 49.8 68.3 90.5 89.9 9.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
49 40 35 31 41 96 100
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 503,904
COMMITMENTS
105,765 165,932 57,339 291,418 212,752 454,522 436,023 49,383 67,882
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 6,180)
-3,445 20,704 5,100 7,472 -27,696 9,126 -1,892 -2,946 8,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 32.9 11.4 57.8 42.2 90.2 86.5 9.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
65 96 69 57 60 159 188
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,144
COMMITMENTS
14,810 793 196 8,030 29,320 23,036 30,309 11,108 3,835
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -369)
83 0 -104 72 233 51 129 -420 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 2.3 0.6 23.5 85.9 67.5 88.8 32.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 1 3 10 10 17 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 14,911
COMMITMENTS
6,839 5,370 535 6,471 7,530 13,845 13,435 1,066 1,476
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,975)
1,224 950 342 412 532 1,978 1,824 -3 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 36.0 3.6 43.4 50.5 92.9 90.1 7.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 15 2 3 5 9 21
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,473
COMMITMENTS
16,593 20,750 196 12,386 6,500 29,175 27,446 2,298 4,027
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -1,145)
625 -1,833 25 -1,240 469 -590 -1,339 -555 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.7 65.9 0.6 39.4 20.7 92.7 87.2 7.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
19 22 4 13 13 34 37
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,818,553
COMMITMENTS
1179343 1209303 10223220 8571506 8177063 19974070 19609586 844,483 1208966
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 540,720)
4,524 111,438 372,694 215,459 108,710 592,677 592,842 -51,957 -52,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.8 49.1 41.2 39.3 95.9 94.2 4.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
58 100 122 144 156 281 304
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 955,017
COMMITMENTS
80,041 117,583 101,721 594,374 545,002 776,136 764,306 178,881 190,710
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 34,353)
35 -3,011 10,320 14,329 17,720 24,685 25,029 9,668 9,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 12.3 10.7 62.2 57.1 81.3 80.0 18.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
109 182 154 249 266 464 497
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 209,099
COMMITMENTS
13,152 14,294 24,613 129,005 69,182 166,770 108,089 42,329 101,010
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 16,348)
1,513 2,545 4,176 6,069 4,854 11,759 11,576 4,590 4,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 6.8 11.8 61.7 33.1 79.8 51.7 20.2 48.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
12 18 22 45 42 73 66
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,729,589
COMMITMENTS
368,479 550,484 351,503 2326846 2379100 3046827 3281087 682,761 448,502
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 90,025)
2,756 -17,634 20,572 41,303 64,330 64,632 67,268 25,393 22,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 14.8 9.4 62.4 63.8 81.7 88.0 18.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616)
107 174 145 240 256 443 480
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 95,249
COMMITMENTS
5,965 9,463 415 81,416 80,656 87,796 90,534 7,453 4,715
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -2,884)
-483 850 100 -2,850 -2,848 -3,233 -1,898 349 -986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 9.9 0.4 85.5 84.7 92.2 95.0 7.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
9 10 4 48 39 60 50
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,202
COMMITMENTS
12,683 9,800 2,905 35,223 37,025 50,811 49,730 4,391 5,472
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 22)
1,019 -1,192 426 -1,890 1,142 -444 376 466 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 17.8 5.3 63.8 67.1 92.0 90.1 8.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
53 55 26 59 74 124 143
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 276,008
COMMITMENTS
63,414 48,999 14,527 176,114 185,124 254,055 248,650 21,953 27,358
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 110)
5,097 -5,960 2,130 -9,449 5,711 -2,222 1,881 2,331 -1,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 17.8 5.3 63.8 67.1 92.0 90.1 8.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
53 55 26 59 74 124 143
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,118
COMMITMENTS
76,381 59,099 10,684 33,953 44,831 121,017 114,614 19,101 25,504
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,957)
3,663 -3,256 -561 1,242 7,180 4,345 3,363 -1,387 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.5 42.2 7.6 24.2 32.0 86.4 81.8 13.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
22 40 23 21 20 58 68
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,667
COMMITMENTS
11,271 6,073 240 22,002 29,708 33,513 36,021 7,154 4,646
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 574)
-150 -412 -264 1,251 1,218 837 542 -263 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 14.9 0.6 54.1 73.1 82.4 88.6 17.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 13 5 15 13 31 27
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X JPY 500) OPEN INTEREST: 100,816
COMMITMENTS
32,534 9,268 1,073 56,599 24,071 90,206 34,412 10,610 66,404
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -119)
719 -1,560 160 -493 2,663 386 1,263 -505 -1,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 9.2 1.1 56.1 23.9 89.5 34.1 10.5 65.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 13 8 35 24 69 42
Updated March 4, 2016