BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,585
COMMITMENTS
934 1,205 983 4,762 4,447 6,679 6,634 906 951
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 179)
37 46 57 118 130 212 233 -33 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 15.9 13.0 62.8 58.6 88.1 87.5 11.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 9 8 21 20 31 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 59,159
COMMITMENTS
17,167 8,245 16,084 18,411 17,726 51,663 42,055 7,496 17,104
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,608)
-475 1 1,131 599 329 1,255 1,462 353 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 13.9 27.2 31.1 30.0 87.3 71.1 12.7 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
16 38 39 33 24 78 75
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,892
COMMITMENTS
665 1,251 1,715 5,586 4,992 7,966 7,959 926 933
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 147)
184 48 -55 25 156 154 149 -7 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 14.1 19.3 62.8 56.1 89.6 89.5 10.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 15 17 22 21 40 42
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,615
COMMITMENTS
95,936 22,541 76,779 96,690 152,725 269,406 252,046 25,209 42,569
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 19,589)
6,812 -2,535 8,326 2,705 14,374 17,843 20,164 1,746 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 7.7 26.1 32.8 51.8 91.4 85.6 8.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
115 64 115 88 94 269 224
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 348,062
COMMITMENTS
95,718 45,245 98,357 120,699 153,069 314,774 296,671 33,289 51,391
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -4,534)
6,693 -13,095 -2,804 -5,615 9,504 -1,726 -6,394 -2,809 1,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 13.0 28.3 34.7 44.0 90.4 85.2 9.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
116 102 144 138 141 329 326
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,857
COMMITMENTS
3,105 959 641 580 3,201 4,326 4,800 1,532 1,057
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 747)
436 117 184 143 406 763 707 -16 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 16.4 10.9 9.9 54.6 73.9 82.0 26.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
43 10 12 15 26 67 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,733
COMMITMENTS
15,374 12,854 13,250 15,349 10,689 43,973 36,793 7,760 14,940
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -1,150)
-391 -805 -1 -169 195 -561 -611 -589 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 24.8 25.6 29.7 20.7 85.0 71.1 15.0 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
67 54 59 83 75 178 169
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 45,265
COMMITMENTS
2,525 19,729 6,838 34,630 13,699 43,993 40,266 1,272 4,998
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 1,804)
-41 12 767 1,011 1,100 1,736 1,879 69 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 43.6 15.1 76.5 30.3 97.2 89.0 2.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
9 39 24 25 28 54 71
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,234
COMMITMENTS
7,603 2,747 0 19,755 24,964 27,358 27,711 876 523
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 293)
284 262 0 0 28 284 290 9 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 9.7 0.0 70.0 88.4 96.9 98.1 3.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 2 0 7 13 14 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,842
COMMITMENTS
35,224 14,739 12,513 61,045 91,604 108,782 118,856 37,060 26,986
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 282)
-4,097 -1,252 747 1,834 1,752 -1,516 1,247 1,798 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 10.1 8.6 41.9 62.8 74.6 81.5 25.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 21 17 23 23 56 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,562
COMMITMENTS
21,564 18,433 2,029 16,115 10,632 39,708 31,094 7,854 16,469
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 2,026)
-422 2,538 176 3,214 -2,396 2,969 318 -943 1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 38.8 4.3 33.9 22.4 83.5 65.4 16.5 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 15 7 11 9 27 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 135,179
COMMITMENTS
25,218 70,742 9,716 96,068 47,292 131,002 127,750 4,177 7,429
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 5,964)
9,080 9,456 939 -3,624 -4,588 6,395 5,806 -431 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 52.3 7.2 71.1 35.0 96.9 94.5 3.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
33 65 14 18 16 62 87
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 268,045
COMMITMENTS
36,880 74,285 24,116 190,421 130,201 251,417 228,602 16,628 39,443
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 3,528)
-297 4,059 1,929 1,795 -5,054 3,427 935 101 2,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 27.7 9.0 71.0 48.6 93.8 85.3 6.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
27 44 25 28 41 69 96
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 196,356
COMMITMENTS
83,155 24,775 27,727 56,230 117,276 167,111 169,778 29,245 26,578
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -5,324)
-4,146 -2,808 2,520 -478 -2,816 -2,103 -3,103 -3,221 -2,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 12.6 14.1 28.6 59.7 85.1 86.5 14.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
42 36 32 33 41 91 93
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 415,886
COMMITMENTS
99,647 119,069 50,957 211,235 178,775 361,838 348,801 54,047 67,085
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 8,937)
-1,077 734 7,098 4,990 -637 11,011 7,195 -2,074 1,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 28.6 12.3 50.8 43.0 87.0 83.9 13.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
59 89 61 63 56 154 176
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,378
COMMITMENTS
10,444 2,028 195 7,491 21,816 18,130 24,039 10,248 4,339
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -1,335)
-748 -20 -2 -304 -1,226 -1,054 -1,248 -281 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 7.1 0.7 26.4 76.9 63.9 84.7 36.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 2 9 8 15 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,453
COMMITMENTS
20,304 19,981 52 6,019 6,479 26,375 26,512 1,078 941
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -90)
-219 -350 0 50 193 -169 -157 79 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.0 72.8 0.2 21.9 23.6 96.1 96.6 3.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 10 1 4 4 12 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,986
COMMITMENTS
32,545 25,857 303 7,388 14,213 40,236 40,373 3,750 3,613
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -1,433)
-1,028 1,636 23 -563 -3,427 -1,568 -1,768 135 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.0 58.8 0.7 16.8 32.3 91.5 91.8 8.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
30 23 5 9 12 42 37
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 4,480
COMMITMENTS
1,917 3,027 23 2,085 392 4,025 3,442 455 1,038
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 67.6 0.5 46.5 8.8 89.8 76.8 10.2 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 8 1 5 3 11 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,801,925
COMMITMENTS
1119384 1192638 9323471 8498823 8055004 18941678 18571113 860,248 1230812
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 311,325)
37,320 37,081 263,012 70,843 51,744 371,175 351,837 -59,850 -40,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.0 47.1 42.9 40.7 95.7 93.8 4.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
73 95 131 142 159 290 319
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 850,485
COMMITMENTS
93,780 85,094 114,891 552,258 553,113 760,929 753,098 89,556 97,386
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -12,790)
-3,568 -3,432 -4,323 1,770 -1,543 -6,121 -9,299 -6,670 -3,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 10.0 13.5 64.9 65.0 89.5 88.5 10.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 664)
158 158 163 252 266 489 509
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 140,655
COMMITMENTS
13,416 4,966 27,322 65,489 86,131 106,227 118,418 34,429 22,237
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -15,068)
-387 -4,619 -5,012 -3,766 -6,523 -9,164 -16,154 -5,903 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.5 19.4 46.6 61.2 75.5 84.2 24.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 11 28 41 42 75 72
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,549,147
COMMITMENTS
426,297 425,117 413,371 2433845 2334914 3273512 3173402 275,635 375,745
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: 11,386)
-18,042 3,795 5,581 27,681 24,899 15,220 34,275 -3,834 -22,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 12.0 11.6 68.6 65.8 92.2 89.4 7.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 641)
149 152 152 246 258 468 489
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 79,837
COMMITMENTS
8,303 5,056 677 61,359 70,712 70,339 76,445 9,498 3,392
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -82)
286 550 -46 916 -1,278 1,156 -774 -1,238 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 6.3 0.8 76.9 88.6 88.1 95.8 11.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
12 9 3 50 37 64 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,636
COMMITMENTS
9,150 10,688 1,960 32,294 29,571 43,404 42,218 4,232 5,418
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -1,535)
-1,875 -2,288 22 789 243 -1,065 -2,024 -470 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 22.4 4.1 67.8 62.1 91.1 88.6 8.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
50 66 25 75 71 140 148
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 238,178
COMMITMENTS
45,752 53,438 9,798 161,469 147,854 217,018 211,090 21,160 27,088
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -7,674)
-9,375 -11,442 108 3,943 1,213 -5,325 -10,122 -2,350 2,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 22.4 4.1 67.8 62.1 91.1 88.6 8.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
50 66 25 75 71 140 148
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 136,309
COMMITMENTS
70,299 45,384 15,551 24,634 50,982 110,485 111,918 25,825 24,392
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -11,878)
-11,085 1,850 1,369 -813 -17,032 -10,528 -13,813 -1,349 1,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 33.3 11.4 18.1 37.4 81.1 82.1 18.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
34 32 21 16 19 62 60
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,156
COMMITMENTS
11,198 2,095 0 15,601 24,021 26,799 26,116 5,357 6,040
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -1,937)
-948 -828 0 -56 -490 -1,004 -1,318 -933 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 6.5 0.0 48.5 74.7 83.3 81.2 16.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 6 0 14 15 27 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 87,200
COMMITMENTS
17,718 6,690 481 60,782 21,171 78,981 28,342 8,219 58,858
CHANGES FROM 05/10/16 (CHANGE IN OPEN INTEREST: -5,958)
-2,133 -1,241 197 -4,000 967 -5,936 -77 -22 -5,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 7.7 0.6 69.7 24.3 90.6 32.5 9.4 67.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 14 3 36 20 60 35
Updated May 20, 2016