BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,079
COMMITMENTS
1,283 1,459 959 4,758 4,718 7,000 7,136 1,079 943
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 167)
25 42 7 117 151 148 200 18 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 18.1 11.9 58.9 58.4 86.6 88.3 13.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 9 7 16 19 25 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,615
COMMITMENTS
15,868 6,411 17,369 17,883 20,258 51,120 44,039 6,494 13,576
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 945)
-207 281 597 647 -230 1,036 648 -91 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 11.1 30.1 31.0 35.2 88.7 76.4 11.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 21 36 32 28 75 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,619
COMMITMENTS
453 1,349 1,474 5,626 4,948 7,553 7,771 1,066 849
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 99)
30 64 -72 82 135 40 127 58 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 15.6 17.1 65.3 57.4 87.6 90.2 12.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 15 12 23 21 37 39
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 307,342
COMMITMENTS
106,857 19,869 71,285 104,405 173,996 282,547 265,150 24,796 42,192
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -7,990)
-6,593 -2,927 -3,289 2,140 180 -7,742 -6,035 -249 -1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 6.5 23.2 34.0 56.6 91.9 86.3 8.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
120 66 114 90 100 271 230
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 314,402
COMMITMENTS
85,907 55,568 81,870 115,624 132,838 283,401 270,276 31,000 44,125
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -3,652)
-1,438 2,065 -1,066 -1 -3,718 -2,506 -2,719 -1,147 -933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 17.7 26.0 36.8 42.3 90.1 86.0 9.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
107 108 118 134 132 303 304
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,302
COMMITMENTS
1,624 883 198 1,174 2,217 2,996 3,298 1,306 1,004
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -692)
-329 -103 -384 94 -213 -619 -700 -73 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 20.5 4.6 27.3 51.5 69.6 76.7 30.4 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
27 6 7 14 18 44 28
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,212
COMMITMENTS
15,867 13,779 12,362 17,576 11,284 45,806 37,425 7,406 15,787
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 574)
-188 -1,459 713 421 337 946 -409 -373 982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 25.9 23.2 33.0 21.2 86.1 70.3 13.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
58 54 49 80 71 160 158
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 42,000
COMMITMENTS
1,666 17,529 6,686 32,746 14,040 41,099 38,256 902 3,745
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 43)
-165 348 21 186 141 41 509 2 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 41.7 15.9 78.0 33.4 97.9 91.1 2.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
7 34 26 25 28 55 65
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,343
COMMITMENTS
16,470 10,530 0 17,917 24,221 34,387 34,751 956 592
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -464)
-83 -635 0 -362 52 -445 -583 -19 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 29.8 0.0 50.7 68.5 97.3 98.3 2.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 0 6 9 12 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 132,671
COMMITMENTS
39,440 28,454 10,693 52,181 70,520 102,314 109,667 30,357 23,004
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -2,992)
-962 -6,988 616 60 2,413 -286 -3,958 -2,706 966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 21.4 8.1 39.3 53.2 77.1 82.7 22.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
29 23 20 24 26 62 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,225
COMMITMENTS
22,263 12,199 1,674 7,996 8,723 31,933 22,596 6,293 15,629
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -2,668)
-1,122 -5,430 85 471 2,654 -566 -2,691 -2,103 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.2 31.9 4.4 20.9 22.8 83.5 59.1 16.5 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 11 5 10 12 23 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 109,971
COMMITMENTS
13,443 78,737 2,320 91,031 22,139 106,794 103,196 3,177 6,775
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -1,531)
-136 -3,652 384 -1,513 2,712 -1,265 -556 -266 -975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 71.6 2.1 82.8 20.1 97.1 93.8 2.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
28 60 13 18 18 56 81
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 255,041
COMMITMENTS
42,504 83,754 33,904 154,559 100,429 230,967 218,087 24,074 36,954
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 29,248)
282 -9,233 15,098 9,365 22,919 24,745 28,784 4,503 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 32.8 13.3 60.6 39.4 90.6 85.5 9.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
30 40 24 27 35 70 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 190,761
COMMITMENTS
76,764 24,261 34,283 52,810 101,953 163,857 160,497 26,904 30,264
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 5,886)
4,022 -1,027 5,485 3,085 1,796 12,592 6,253 -6,706 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 12.7 18.0 27.7 53.4 85.9 84.1 14.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
36 37 22 26 35 75 81
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 428,876
COMMITMENTS
103,257 169,323 59,273 220,948 140,005 383,478 368,601 45,397 60,275
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 39,519)
17,897 21,633 10,881 12,967 6,976 41,745 39,490 -2,225 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 39.5 13.8 51.5 32.6 89.4 85.9 10.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
59 96 63 55 61 150 186
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 28,264
COMMITMENTS
8,971 3,337 160 9,159 21,107 18,290 24,604 9,974 3,660
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,868)
-171 -247 -67 2,163 3,101 1,925 2,787 -57 -919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 11.8 0.6 32.4 74.7 64.7 87.1 35.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 3 9 9 16 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,326
COMMITMENTS
18,513 5,797 1,165 9,215 22,213 28,893 29,175 1,433 1,151
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,241)
151 407 170 1,713 1,304 2,034 1,881 207 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.0 19.1 3.8 30.4 73.2 95.3 96.2 4.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 11 2 6 6 18 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,462
COMMITMENTS
29,798 32,624 24 8,594 8,316 38,416 40,964 5,046 2,498
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -100)
-215 -434 -94 362 898 53 370 -153 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 75.1 0.1 19.8 19.1 88.4 94.3 11.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
43 20 1 7 11 51 31
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,761,526
COMMITMENTS
1218536 1147440 8023627 7692550 7459469 16934714 16630536 826,812 1130990
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -29,632)
18,281 -25,568 87,227 -107,582 -38,726 -2,074 22,934 -27,558 -52,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 6.5 45.2 43.3 42.0 95.3 93.6 4.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
59 96 117 131 147 264 291
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 871,185
COMMITMENTS
105,277 89,319 105,689 550,270 557,029 761,236 752,037 109,950 119,148
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 41,076)
-2,237 -4,548 -4,565 40,159 31,288 33,357 22,176 7,719 18,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 10.3 12.1 63.2 63.9 87.4 86.3 12.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 647)
145 168 154 248 251 478 489
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 143,562
COMMITMENTS
10,767 7,471 23,433 75,827 67,781 110,027 98,684 33,535 44,878
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -4,949)
1,238 720 -11,991 7,757 -5,666 -2,995 -16,937 -1,954 11,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 5.2 16.3 52.8 47.2 76.6 68.7 23.4 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 18 26 40 32 74 61
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,638,117
COMMITMENTS
497,185 433,881 386,642 2372216 2446242 3256044 3266765 382,073 371,351
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 230,124)
-5,550 -14,512 25,304 162,007 184,770 181,761 195,562 48,363 34,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 11.9 10.6 65.2 67.2 89.5 89.8 10.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 624)
137 160 142 241 243 454 469
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 79,650
COMMITMENTS
19,222 2,569 171 49,517 73,914 68,910 76,654 10,740 2,996
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -3,676)
-1,235 -989 -156 -1,682 -2,743 -3,073 -3,888 -603 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 3.2 0.2 62.2 92.8 86.5 96.2 13.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
14 6 2 47 36 62 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,018
COMMITMENTS
16,118 6,781 1,700 22,311 30,584 40,129 39,065 3,889 4,953
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -1,766)
-4,787 1,253 260 3,687 -4,090 -840 -2,577 -926 811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 15.4 3.9 50.7 69.5 91.2 88.7 8.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
53 53 17 57 70 120 130
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 220,090
COMMITMENTS
80,590 33,904 8,500 111,556 152,921 200,647 195,325 19,443 24,765
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -8,831)
-23,934 6,264 1,298 18,434 -20,449 -4,202 -12,887 -4,629 4,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 15.4 3.9 50.7 69.5 91.2 88.7 8.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
53 53 17 57 70 120 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 90,622
COMMITMENTS
31,985 32,658 15,351 19,580 22,934 66,917 70,943 23,705 19,678
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -7,529)
-6,473 -12,077 1,817 -3,364 5,587 -8,020 -4,673 491 -2,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 36.0 16.9 21.6 25.3 73.8 78.3 26.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
30 29 19 18 18 56 58
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,020
COMMITMENTS
11,415 4,704 0 16,462 22,845 27,877 27,549 6,143 6,471
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,541)
730 1,242 0 672 18 1,402 1,260 139 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 13.8 0.0 48.4 67.2 81.9 81.0 18.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 5 0 14 12 27 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 75,447
COMMITMENTS
18,537 6,630 361 44,000 15,327 62,898 22,318 12,549 53,129
CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 10,379)
5,710 3,157 -133 68 3,488 5,645 6,512 4,734 3,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 8.8 0.5 58.3 20.3 83.4 29.6 16.6 70.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
20 10 3 35 19 56 31
Updated July 1, 2016