BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,942
COMMITMENTS
1,028 1,247 981 4,933 4,754 6,943 6,983 999 959
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 178)
8 41 2 147 139 157 182 21 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 15.7 12.4 62.1 59.9 87.4 87.9 12.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 7 8 21 20 31 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 60,555
COMMITMENTS
17,459 8,948 16,491 19,015 18,151 52,965 43,590 7,590 16,965
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 739)
356 225 85 220 308 661 618 78 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 14.8 27.2 31.4 30.0 87.5 72.0 12.5 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
17 37 39 34 25 80 75
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,237
COMMITMENTS
687 1,430 1,768 5,807 5,028 8,262 8,225 975 1,012
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 77)
14 47 -20 27 36 20 62 57 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 15.5 19.1 62.9 54.4 89.4 89.0 10.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 15 17 23 21 41 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 279,938
COMMITMENTS
80,544 23,405 77,126 98,690 140,008 256,360 240,539 23,578 39,399
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -1,555)
-1,210 843 871 -1,920 -3,115 -2,259 -1,401 704 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 8.4 27.6 35.3 50.0 91.6 85.9 8.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
111 58 122 89 92 262 232
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 346,003
COMMITMENTS
89,194 44,401 101,882 122,214 151,355 313,289 297,637 32,714 48,366
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -14,196)
-2,335 -886 -7,723 -3,560 -1,973 -13,618 -10,581 -579 -3,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 12.8 29.4 35.3 43.7 90.5 86.0 9.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
131 91 143 141 142 337 323
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,674
COMMITMENTS
2,696 931 690 866 2,901 4,252 4,522 1,423 1,153
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 14)
-132 46 7 203 -132 78 -80 -64 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 16.4 12.2 15.3 51.1 74.9 79.7 25.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
39 9 13 14 22 62 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,426
COMMITMENTS
14,842 13,487 9,564 15,031 9,399 39,437 32,450 6,988 13,976
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -6,357)
49 -58 -4,085 -1,514 -1,301 -5,550 -5,445 -807 -913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 29.1 20.6 32.4 20.2 84.9 69.9 15.1 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
58 49 48 76 68 156 152
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 46,601
COMMITMENTS
2,596 20,522 7,168 35,621 13,720 45,385 41,410 1,215 5,191
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 1,026)
30 467 213 806 238 1,050 918 -24 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 44.0 15.4 76.4 29.4 97.4 88.9 2.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
8 38 25 25 28 55 69
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,944
COMMITMENTS
8,257 2,918 150 19,745 25,008 28,152 28,076 792 868
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 282)
682 381 -344 -6 194 332 231 -50 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 10.1 0.5 68.2 86.4 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 4 1 7 13 15 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 151,708
COMMITMENTS
37,208 11,045 15,111 64,353 94,264 116,672 120,421 35,036 31,287
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 3,314)
5,573 -326 343 -2,122 2,353 3,794 2,369 -480 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 7.3 10.0 42.4 62.1 76.9 79.4 23.1 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 15 20 26 24 65 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 60,778
COMMITMENTS
23,345 24,461 2,142 28,115 13,069 53,602 39,672 7,176 21,107
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 5,032)
-473 3,225 -87 4,558 2,369 3,999 5,507 1,033 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 40.2 3.5 46.3 21.5 88.2 65.3 11.8 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 18 5 13 13 25 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 144,044
COMMITMENTS
20,272 75,700 11,236 107,926 50,059 139,434 136,995 4,610 7,049
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 5,469)
-6,812 1,329 3,890 8,301 392 5,379 5,611 91 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 52.6 7.8 74.9 34.8 96.8 95.1 3.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
28 71 12 21 19 56 97
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 274,013
COMMITMENTS
35,271 67,214 27,459 191,586 140,601 254,316 235,274 19,697 38,739
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -1,665)
-2,825 -3,799 -735 1,099 5,537 -2,461 1,003 796 -2,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 24.5 10.0 69.9 51.3 92.8 85.9 7.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
27 35 27 28 38 69 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 200,306
COMMITMENTS
42,550 25,801 32,442 95,217 109,855 170,210 168,098 30,096 32,208
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 937)
-8,486 -2,975 2,520 6,899 -924 933 -1,379 3 2,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 12.9 16.2 47.5 54.8 85.0 83.9 15.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
32 41 28 34 38 85 88
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 439,127
COMMITMENTS
94,609 127,145 57,813 232,772 186,741 385,195 371,700 53,932 67,427
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 8,290)
4,081 4,350 -2,585 9,303 6,467 10,799 8,232 -2,509 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 29.0 13.2 53.0 42.5 87.7 84.6 12.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
58 91 60 60 59 148 182
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,056
COMMITMENTS
9,544 1,906 741 8,164 20,873 18,449 23,520 9,607 4,536
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 6.8 2.6 29.1 74.4 65.8 83.8 34.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 4 10 7 17 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 42,712
COMMITMENTS
19,699 19,981 709 21,228 20,922 41,636 41,612 1,076 1,100
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 13,844)
-525 106 -696 14,992 14,382 13,771 13,792 73 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 46.8 1.7 49.7 49.0 97.5 97.4 2.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 8 2 7 5 16 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,604
COMMITMENTS
31,919 26,415 129 9,061 14,500 41,109 41,044 3,495 3,560
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,415)
1,505 577 -135 1,021 2,276 2,391 2,718 24 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.6 59.2 0.3 20.3 32.5 92.2 92.0 7.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
31 21 6 13 14 47 38
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,222,127
COMMITMENTS
871,781 1387661 9585690 8946435 7948769 19403906 18922120 818,221 1300008
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -8,736)
-68,487 16,406 -43,602 127,794 33,557 15,706 6,361 -24,441 -15,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 6.9 47.4 44.2 39.3 96.0 93.6 4.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
58 105 126 141 154 284 305
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 906,440
COMMITMENTS
110,194 98,166 121,914 579,545 575,926 811,653 796,006 94,786 110,434
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 28,623)
-3,805 8,956 10,434 20,786 3,777 27,415 23,166 1,208 5,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 10.8 13.4 63.9 63.5 89.5 87.8 10.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 656)
140 174 153 250 256 478 496
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 180,178
COMMITMENTS
12,672 11,657 39,372 94,713 96,763 146,758 147,793 33,420 32,385
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 22,440)
-218 5,940 5,650 18,523 7,514 23,955 19,103 -1,515 3,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 6.5 21.9 52.6 53.7 81.5 82.0 18.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 15 23 42 41 75 66
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,631,309
COMMITMENTS
519,041 463,975 381,277 2424160 2395814 3324478 3241065 306,831 390,244
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 30,916)
-1,507 31,507 7,495 11,313 -18,686 17,302 20,316 13,615 10,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 12.8 10.5 66.8 66.0 91.6 89.3 8.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632)
133 165 143 242 247 454 476
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,544
COMMITMENTS
9,936 4,434 464 63,958 76,936 74,358 81,834 10,186 2,710
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 3,914)
288 -747 166 2,988 5,103 3,442 4,522 472 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 5.2 0.5 75.7 91.0 88.0 96.8 12.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
13 8 4 54 38 69 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,535
COMMITMENTS
19,459 8,559 1,566 23,437 33,785 44,463 43,909 5,072 5,625
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,770)
5,129 250 -230 -2,153 2,761 2,746 2,781 24 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 17.3 3.2 47.3 68.2 89.8 88.6 10.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
63 70 29 66 68 146 151
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 247,674
COMMITMENTS
97,295 42,793 7,832 117,187 168,923 222,314 219,547 25,360 28,127
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 13,851)
25,647 1,248 -1,150 -10,767 13,807 13,729 13,905 122 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 17.3 3.2 47.3 68.2 89.8 88.6 10.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
63 70 29 66 68 146 151
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 138,989
COMMITMENTS
42,589 47,405 17,365 54,232 45,704 114,186 110,474 24,804 28,515
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: -1,212)
-7,397 -2,570 -503 8,614 -755 714 -3,828 -1,926 2,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 34.1 12.5 39.0 32.9 82.2 79.5 17.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 31 17 17 24 53 62
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,516
COMMITMENTS
12,260 4,677 78 15,604 23,318 27,942 28,073 7,574 7,443
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 2,294)
317 1,704 71 -43 -144 345 1,631 1,949 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 13.2 0.2 43.9 65.7 78.7 79.0 21.3 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 13 3 13 15 27 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 92,507
COMMITMENTS
19,174 7,957 897 63,519 19,474 83,590 28,328 8,917 64,179
CHANGES FROM 05/24/16 (CHANGE IN OPEN INTEREST: 4,671)
2,886 817 206 3,109 375 6,201 1,398 -1,530 3,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 8.6 1.0 68.7 21.1 90.4 30.6 9.6 69.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
29 9 8 36 17 66 33
Updated June 3, 2016