BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,208
COMMITMENTS
910 1,411 862 5,331 4,824 7,102 7,097 1,106 1,112
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 194)
17 48 -11 173 178 179 214 15 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 17.2 10.5 64.9 58.8 86.5 86.5 13.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 9 9 19 19 30 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,277
COMMITMENTS
18,995 7,407 13,750 17,183 16,865 49,928 38,022 6,349 18,255
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 489)
-27 -76 326 104 18 403 269 85 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 13.2 24.4 30.5 30.0 88.7 67.6 11.3 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 34 30 30 24 65 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,583
COMMITMENTS
319 1,472 2,380 6,868 5,601 9,567 9,454 1,016 1,129
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 553)
-17 67 277 274 220 535 564 18 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 13.9 22.5 64.9 52.9 90.4 89.3 9.6 10.7
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 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 286,253
COMMITMENTS
96,058 24,541 74,274 93,070 143,573 263,402 242,389 22,851 43,865
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,175)
-178 -1,178 766 2,272 2,593 2,860 2,182 315 993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 8.6 25.9 32.5 50.2 92.0 84.7 8.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
113 73 117 81 98 268 230
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 373,319
COMMITMENTS
87,062 41,384 116,875 133,532 158,669 337,469 316,928 35,850 56,391
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -4,209)
-5,848 5,576 -79 2,296 -5,401 -3,630 96 -579 -4,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 11.1 31.3 35.8 42.5 90.4 84.9 9.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
111 88 138 157 169 349 336
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,280
COMMITMENTS
2,231 1,029 897 632 2,395 3,760 4,320 1,520 960
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 399)
189 -98 118 73 541 380 561 19 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 19.5 17.0 12.0 45.4 71.2 81.8 28.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
33 8 12 14 24 52 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,932
COMMITMENTS
13,738 8,006 12,692 13,531 8,879 39,961 29,577 7,971 18,355
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -6,901)
-1,950 114 -2,850 -1,550 -2,324 -6,350 -5,060 -551 -1,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 16.7 26.5 28.2 18.5 83.4 61.7 16.6 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
49 54 63 65 71 153 158
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 48,073
COMMITMENTS
3,005 23,953 5,562 38,337 13,195 46,903 42,710 1,169 5,363
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 411)
166 187 -56 295 318 405 449 7 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 49.8 11.6 79.7 27.4 97.6 88.8 2.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
10 38 24 24 25 53 68
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,923
COMMITMENTS
6,697 2,903 0 20,546 24,563 27,243 27,466 680 457
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -156)
-49 111 0 -150 -73 -199 38 43 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 10.4 0.0 73.6 88.0 97.6 98.4 2.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 3 0 7 13 15 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,332
COMMITMENTS
25,725 32,730 12,746 57,746 52,161 96,217 97,638 28,115 26,694
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 2,668)
6,893 -2,169 -456 -812 5,160 5,625 2,535 -2,957 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 26.3 10.3 46.4 42.0 77.4 78.5 22.6 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 26 16 25 27 56 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,386
COMMITMENTS
17,644 12,892 2,040 9,701 6,633 29,386 21,565 9,000 16,821
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -1,904)
-1,688 -1,990 374 -1,174 708 -2,488 -908 584 -996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 33.6 5.3 25.3 17.3 76.6 56.2 23.4 43.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 12 8 12 10 27 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 109,637
COMMITMENTS
32,903 73,779 1,059 71,414 29,497 105,376 104,336 4,261 5,301
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,679)
4,478 -442 -42 -550 3,595 3,886 3,111 -207 568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 67.3 1.0 65.1 26.9 96.1 95.2 3.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
39 39 10 15 21 62 62
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 279,917
COMMITMENTS
37,200 76,923 23,521 203,593 143,001 264,314 243,445 15,603 36,472
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,992)
-998 2,847 2,071 3,157 19 4,230 4,938 -238 -946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 27.5 8.4 72.7 51.1 94.4 87.0 5.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
25 43 25 28 43 66 98
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 179,216
COMMITMENTS
81,081 28,474 21,149 46,341 103,294 148,571 152,916 30,646 26,300
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,538)
1,623 98 1,369 305 3,149 3,297 4,616 241 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 15.9 11.8 25.9 57.6 82.9 85.3 17.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
35 40 25 30 41 83 88
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 393,068
COMMITMENTS
91,450 152,731 43,845 203,357 135,607 338,652 332,183 54,416 60,885
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 9,110)
4,158 3,470 -1,871 4,206 7,729 6,493 9,328 2,617 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 38.9 11.2 51.7 34.5 86.2 84.5 13.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
58 90 58 57 60 150 174
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,644
COMMITMENTS
13,819 2,734 177 7,553 24,969 21,549 27,880 10,095 3,764
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -13)
78 -134 -29 -115 521 -66 358 53 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 8.6 0.6 23.9 78.9 68.1 88.1 31.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 3 1 8 10 17 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 45,047
COMMITMENTS
22,921 13,493 2,137 18,803 28,232 43,861 43,862 1,186 1,185
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 15,431)
140 -1,031 1,728 13,450 14,660 15,318 15,357 113 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 30.0 4.7 41.7 62.7 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 13 3 5 5 15 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,248
COMMITMENTS
20,255 18,381 218 4,700 6,357 25,173 24,956 3,075 3,292
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,085)
880 23 70 660 864 1,610 957 -525 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.7 65.1 0.8 16.6 22.5 89.1 88.3 10.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 23 2 9 13 35 38
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,392,324
COMMITMENTS
962,702 1128451 8103222 7551162 7001490 16617086 16233163 775,238 1159161
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -235,411)
11,652 108,920 -284,641 -34,400 -97,139 -307,389 -272,860 71,978 37,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.5 46.6 43.4 40.3 95.5 93.3 4.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
57 91 112 133 144 258 284
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 815,102
COMMITMENTS
83,220 109,506 97,104 540,413 503,278 720,738 709,888 94,364 105,213
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 8,721)
2,983 -4,009 -256 720 12,248 3,447 7,982 5,273 738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 13.4 11.9 66.3 61.7 88.4 87.1 11.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636)
119 176 154 252 253 465 489
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 131,893
COMMITMENTS
13,182 12,826 27,749 55,823 59,957 96,754 100,532 35,139 31,360
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -86)
1,293 -288 -1,010 -1,027 625 -744 -673 657 587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 9.7 21.0 42.3 45.5 73.4 76.2 26.6 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 13 23 35 34 65 58
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,416,045
COMMITMENTS
367,695 500,901 329,275 2422950 2216604 3119920 3046780 296,125 369,265
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 44,036)
12,317 -14,742 -97 8,736 58,118 20,956 43,279 23,080 757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 14.7 9.6 70.9 64.9 91.3 89.2 8.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617)
111 171 145 246 245 446 472
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,727
COMMITMENTS
5,222 9,090 868 72,579 74,456 78,669 84,414 10,058 4,313
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 4,170)
519 -654 469 2,340 3,890 3,328 3,705 842 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 10.2 1.0 81.8 83.9 88.7 95.1 11.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
6 11 4 53 35 62 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,305
COMMITMENTS
14,515 10,404 1,859 24,853 29,425 41,226 41,688 5,079 4,617
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,802)
2,732 121 -169 -1,421 2,162 1,141 2,114 661 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 22.5 4.0 53.7 63.5 89.0 90.0 11.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
54 60 21 66 61 132 130
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 231,526
COMMITMENTS
72,574 52,020 9,295 124,264 147,127 206,132 208,442 25,394 23,084
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 9,012)
13,658 605 -846 -7,106 10,811 5,706 10,570 3,306 -1,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 22.5 4.0 53.7 63.5 89.0 90.0 11.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
54 60 21 66 61 132 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,992
COMMITMENTS
76,488 54,287 11,786 21,124 54,447 109,398 120,520 31,594 20,472
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 9,061)
9,330 4,150 123 721 4,902 10,174 9,176 -1,112 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.2 38.5 8.4 15.0 38.6 77.6 85.5 22.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
33 37 19 19 18 65 61
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,701
COMMITMENTS
7,159 5,293 0 17,006 19,398 24,165 24,691 5,536 5,010
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -698)
-282 -44 0 -299 -29 -581 -73 -117 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 17.8 0.0 57.3 65.3 81.4 83.1 18.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 14 0 12 13 18 27
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,669
COMMITMENTS
19,545 3,622 145 30,786 16,285 50,476 20,052 8,193 38,617
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -2,801)
-1,450 -1,217 107 -58 827 -1,401 -283 -1,400 -2,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 6.2 0.2 52.5 27.8 86.0 34.2 14.0 65.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 7 3 28 19 57 28
Updated April 1, 2016