BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,014
COMMITMENTS
893 1,364 873 5,157 4,646 6,923 6,882 1,091 1,132
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 349)
52 -96 63 172 348 287 316 62 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 17.0 10.9 64.4 58.0 86.4 85.9 13.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 9 8 18 18 28 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,788
COMMITMENTS
19,022 7,483 13,424 17,079 16,847 49,524 37,753 6,264 18,035
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -15)
-92 618 -11 399 -94 296 513 -311 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 13.4 24.1 30.6 30.2 88.8 67.7 11.2 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 29 29 30 24 64 64
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,030
COMMITMENTS
335 1,406 2,103 6,594 5,381 9,033 8,890 998 1,140
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -131)
10 9 26 -58 -88 -22 -54 -109 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 14.0 21.0 65.7 53.6 90.1 88.6 9.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 14 19 23 21 43 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,079
COMMITMENTS
96,236 25,719 73,508 90,798 140,980 260,542 240,207 22,537 42,872
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 8,933)
4,796 -271 3,608 1,422 7,005 9,826 10,342 -893 -1,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 9.1 26.0 32.1 49.8 92.0 84.9 8.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
119 71 120 81 98 270 239
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 377,528
COMMITMENTS
92,909 35,808 116,954 131,236 164,070 341,099 316,832 36,429 60,696
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 4,761)
2,846 2,091 967 602 -29 4,415 3,029 346 1,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 9.5 31.0 34.8 43.5 90.4 83.9 9.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
122 80 137 160 171 357 337
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,881
COMMITMENTS
2,042 1,127 779 559 1,853 3,379 3,759 1,502 1,122
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 248)
56 -256 -84 -9 357 -38 16 286 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 23.1 16.0 11.5 38.0 69.2 77.0 30.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
31 10 10 14 17 49 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,833
COMMITMENTS
15,689 7,892 15,542 15,081 11,203 46,311 34,637 8,522 20,195
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 414)
-341 194 5 542 315 205 514 209 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 14.4 28.3 27.5 20.4 84.5 63.2 15.5 36.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
55 56 65 70 80 165 169
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 47,661
COMMITMENTS
2,839 23,766 5,618 38,042 12,878 46,499 42,261 1,162 5,400
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 95)
230 -82 -67 -58 161 105 12 -10 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 49.9 11.8 79.8 27.0 97.6 88.7 2.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
10 35 25 24 25 53 66
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,079
COMMITMENTS
6,746 2,792 0 20,696 24,636 27,442 27,428 637 651
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -5,784)
167 1,995 -1,956 -4,005 -5,903 -5,794 -5,864 10 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 9.9 0.0 73.7 87.7 97.7 97.7 2.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 2 0 7 13 16 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,663
COMMITMENTS
18,831 34,900 13,203 58,558 47,001 90,592 95,103 31,071 26,560
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -65,862)
-12,056 -12,973 1,429 -58,237 -52,143 -68,864 -63,687 3,002 -2,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 28.7 10.9 48.1 38.6 74.5 78.2 25.5 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 25 16 25 26 53 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,290
COMMITMENTS
19,332 14,882 1,666 10,875 5,924 31,873 22,473 8,416 17,817
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -2,331)
-3,287 -2,362 449 -900 1,070 -3,737 -842 1,406 -1,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 36.9 4.1 27.0 14.7 79.1 55.8 20.9 44.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 13 9 11 9 26 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 105,958
COMMITMENTS
28,425 74,222 1,102 71,964 25,901 101,491 101,225 4,468 4,734
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 8,127)
5,424 6,108 -254 1,935 2,954 7,105 8,808 1,022 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 70.0 1.0 67.9 24.4 95.8 95.5 4.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
36 45 11 15 21 60 68
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 275,925
COMMITMENTS
38,199 74,076 21,449 200,436 142,982 260,084 238,508 15,842 37,418
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -3,462)
-24,671 -387 2,646 17,490 -3,194 -4,534 -935 1,072 -2,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 26.8 7.8 72.6 51.8 94.3 86.4 5.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
24 36 22 29 42 63 90
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 175,678
COMMITMENTS
79,458 28,375 19,780 46,036 100,145 145,273 148,300 30,405 27,379
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 6,122)
3,693 -3,235 -1,026 72 9,841 2,739 5,580 3,383 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 16.2 11.3 26.2 57.0 82.7 84.4 17.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
42 36 28 29 40 85 90
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 383,958
COMMITMENTS
87,292 149,261 45,716 199,151 127,878 332,159 322,855 51,798 61,103
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 6,827)
-66 -13,544 4,725 -1,855 14,915 2,804 6,096 4,023 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 38.9 11.9 51.9 33.3 86.5 84.1 13.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
53 94 59 59 63 149 180
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,657
COMMITMENTS
13,741 2,868 206 7,668 24,448 21,615 27,522 10,042 4,135
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 9.1 0.7 24.2 77.2 68.3 86.9 31.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 3 1 8 9 17 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 29,616
COMMITMENTS
22,781 14,524 409 5,353 13,572 28,543 28,505 1,073 1,111
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 5,039)
4,779 1,580 169 117 3,309 5,065 5,058 -26 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.9 49.0 1.4 18.1 45.8 96.4 96.2 3.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 13 2 3 4 11 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,163
COMMITMENTS
19,375 18,358 148 4,040 5,493 23,563 23,999 3,600 3,164
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -1,288)
-1,149 -876 -404 -1,042 696 -2,595 -584 1,307 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.3 67.6 0.5 14.9 20.2 86.7 88.4 13.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
23 23 1 7 13 30 37
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,627,735
COMMITMENTS
951,050 1019531 8387863 7585562 7098629 16924475 16506023 703,260 1121712
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -705,209)
-165,379 -211,894 -353,135 -149,631 -106,130 -668,145 -671,158 -37,063 -34,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.8 47.6 43.0 40.3 96.0 93.6 4.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
61 86 114 129 141 256 281
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 806,381
COMMITMENTS
80,237 113,515 97,361 539,693 491,030 717,290 701,906 89,091 104,475
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -247,021)
2,037 -4,834 -24,896 -140,337 -139,822 -163,196 -169,552 -83,825 -77,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 14.1 12.1 66.9 60.9 89.0 87.0 11.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 630)
117 173 154 245 249 455 483
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 131,979
COMMITMENTS
11,889 13,114 28,759 56,850 59,333 97,498 101,206 34,482 30,773
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -100,217)
-2,527 -126 -485 -85,754 -26,576 -88,765 -27,186 -11,452 -73,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 9.9 21.8 43.1 45.0 73.9 76.7 26.1 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 13 22 35 35 64 58
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,372,010
COMMITMENTS
355,378 515,643 329,372 2414215 2158487 3098964 3003501 273,045 368,508
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -734,017)
11,368 -34,997 -110,604 -272,918 -566,230 -372,154 -711,831 -361,863 -22,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 15.3 9.8 71.6 64.0 91.9 89.1 8.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608)
110 166 146 239 240 436 465
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,557
COMMITMENTS
4,703 9,744 399 70,239 70,566 75,341 80,709 9,216 3,848
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -17,485)
-398 125 -366 -17,665 -16,265 -18,429 -16,506 944 -980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 11.5 0.5 83.1 83.5 89.1 95.4 10.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
6 10 3 50 35 58 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,503
COMMITMENTS
11,783 10,283 2,028 26,274 27,263 40,085 39,574 4,418 4,928
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -15,194)
1,478 -886 -1,296 -15,133 -12,534 -14,951 -14,716 -243 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 23.1 4.6 59.0 61.3 90.1 88.9 9.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
46 57 23 65 66 125 133
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 222,514
COMMITMENTS
58,916 51,416 10,141 131,369 136,315 200,426 197,872 22,088 24,642
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -75,971)
7,388 -4,429 -6,480 -75,663 -62,671 -74,755 -73,581 -1,216 -2,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 23.1 4.6 59.0 61.3 90.1 88.9 9.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
46 57 23 65 66 125 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,931
COMMITMENTS
67,158 50,137 11,663 20,403 49,545 99,224 111,345 32,707 20,586
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 13,965)
5,646 1,706 1,011 4,857 11,606 11,514 14,324 2,451 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 38.0 8.8 15.5 37.6 75.2 84.4 24.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 37 19 21 20 64 61
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,399
COMMITMENTS
7,441 5,337 0 17,305 19,427 24,746 24,764 5,653 5,635
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,117)
659 658 -400 693 1,705 952 1,963 165 -846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 17.6 0.0 56.9 63.9 81.4 81.5 18.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 14 0 13 13 20 27
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,470
COMMITMENTS
20,995 4,839 38 30,844 15,458 51,877 20,335 9,593 41,135
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 2,973)
1,146 -1,158 -281 1,352 3,877 2,217 2,438 756 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 7.9 0.1 50.2 25.1 84.4 33.1 15.6 66.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
29 7 1 27 19 56 27
Updated March 25, 2016