BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,266
COMMITMENTS
1,286 1,340 883 3,974 4,119 6,143 6,343 1,123 923
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 92)
96 59 -23 109 38 182 73 -89 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 18.4 12.2 54.7 56.7 84.5 87.3 15.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 8 7 15 18 24 27
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,133
COMMITMENTS
14,648 5,268 14,864 15,813 18,560 45,326 38,692 5,807 12,441
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 536)
251 185 17 293 276 561 478 -25 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 10.3 29.1 30.9 36.3 88.6 75.7 11.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 22 32 32 27 72 62
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,126
COMMITMENTS
466 1,252 1,047 4,730 3,933 6,242 6,231 883 895
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -166)
78 116 -140 -110 -199 -171 -222 5 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 17.6 14.7 66.4 55.2 87.6 87.4 12.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 13 11 23 20 37 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 292,292
COMMITMENTS
97,020 18,629 74,216 100,032 158,560 271,268 251,405 21,024 40,887
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -18,867)
-12,274 -204 3,399 -7,771 -20,730 -16,645 -17,535 -2,221 -1,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 6.4 25.4 34.2 54.2 92.8 86.0 7.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
126 65 108 89 96 266 227
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 328,057
COMMITMENTS
90,939 62,837 88,450 117,822 130,497 297,211 281,784 30,845 46,273
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 11,462)
2,680 6,666 4,231 3,094 -1,001 10,005 9,896 1,457 1,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 19.2 27.0 35.9 39.8 90.6 85.9 9.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
107 110 123 139 136 312 315
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,520
COMMITMENTS
2,535 1,068 135 510 2,454 3,180 3,658 1,340 862
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 275)
523 90 -7 -304 152 211 234 65 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 23.6 3.0 11.3 54.3 70.4 80.9 29.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
29 8 4 12 20 43 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,537
COMMITMENTS
16,497 13,411 13,469 18,262 12,152 48,228 39,033 7,309 16,504
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,752)
427 169 992 378 94 1,797 1,254 -45 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 24.1 24.3 32.9 21.9 86.8 70.3 13.2 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
62 58 54 84 72 174 162
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,823
COMMITMENTS
1,413 15,341 5,598 29,076 12,724 36,088 33,663 736 3,161
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 333)
-68 844 46 368 -281 346 609 -13 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 41.7 15.2 79.0 34.6 98.0 91.4 2.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
6 34 21 26 26 52 61
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 38,581
COMMITMENTS
18,937 11,205 0 18,522 26,928 37,459 38,133 1,122 448
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 2,313)
1,865 -189 0 255 2,586 2,120 2,397 193 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 29.0 0.0 48.0 69.8 97.1 98.8 2.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 4 0 6 9 13 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,957
COMMITMENTS
40,496 21,252 8,041 49,431 73,799 97,968 103,092 30,988 25,865
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -3,963)
-1,405 -6,104 -568 -895 2,327 -2,868 -4,345 -1,095 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 16.5 6.2 38.3 57.2 76.0 79.9 24.0 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
29 25 20 24 25 65 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,116
COMMITMENTS
22,965 16,769 1,244 10,758 5,120 34,967 23,133 6,149 17,983
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 3,742)
1,130 2,864 -412 2,923 -1,245 3,642 1,207 100 2,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.9 40.8 3.0 26.2 12.5 85.0 56.3 15.0 43.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 13 5 10 11 24 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 97,750
COMMITMENTS
28,568 65,894 2,335 62,581 23,761 93,483 91,990 4,266 5,760
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -5,990)
4,301 -3,219 920 -11,634 -3,628 -6,413 -5,927 423 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 67.4 2.4 64.0 24.3 95.6 94.1 4.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
32 51 12 20 19 63 72
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 265,994
COMMITMENTS
39,489 98,945 24,309 182,386 98,877 246,184 222,131 19,810 43,862
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -19,893)
-5,197 6,991 -17,234 8,013 -13,606 -14,417 -23,848 -5,476 3,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 37.2 9.1 68.6 37.2 92.6 83.5 7.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
24 52 24 26 42 67 101
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 208,220
COMMITMENTS
80,651 35,665 31,017 67,558 106,073 179,226 172,755 28,994 35,465
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 6,961)
3,548 13,343 -5,749 9,992 -5,966 7,791 1,628 -829 5,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 17.1 14.9 32.4 50.9 86.1 83.0 13.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
35 36 20 28 37 74 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 433,770
COMMITMENTS
102,367 196,360 43,959 243,351 128,338 389,677 368,657 44,093 65,114
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -17,230)
-2,971 9,349 -13,994 -201 -14,755 -17,166 -19,399 -65 2,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 45.3 10.1 56.1 29.6 89.8 85.0 10.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
62 82 57 56 63 140 182
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,858
COMMITMENTS
9,824 4,731 166 10,054 21,710 20,044 26,607 10,814 4,251
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,611)
892 1,395 -3 364 382 1,253 1,774 358 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 15.3 0.5 32.6 70.4 65.0 86.2 35.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 2 8 7 15 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,973
COMMITMENTS
18,012 5,888 247 7,037 20,100 25,296 26,235 1,677 738
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 778)
935 1,201 53 -168 -365 820 889 -42 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.8 21.8 0.9 26.1 74.5 93.8 97.3 6.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 9 2 4 5 16 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 44,750
COMMITMENTS
31,694 30,683 49 7,455 11,110 39,198 41,842 5,552 2,908
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 516)
1,088 -1,326 -370 -881 2,145 -163 449 679 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.8 68.6 0.1 16.7 24.8 87.6 93.5 12.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
49 18 3 9 12 60 31
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,941,726
COMMITMENTS
1336293 1448934 8539977 8195428 7746502 18071699 17735413 870,027 1206312
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 794,338)
62,839 219,696 333,224 411,124 226,551 807,187 779,471 -12,849 14,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 7.6 45.1 43.3 40.9 95.4 93.6 4.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
76 87 127 128 146 271 298
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,020,681
COMMITMENTS
114,773 111,868 170,476 621,330 616,025 906,580 898,369 114,102 122,312
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 131,282)
6,881 17,816 57,133 64,109 58,001 128,123 132,950 3,160 -1,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 11.0 16.7 60.9 60.4 88.8 88.0 11.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 664)
138 176 160 262 274 493 518
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 258,427
COMMITMENTS
17,205 28,466 63,134 141,087 123,013 221,427 214,614 37,000 43,813
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 93,541)
6,944 21,052 30,686 53,238 45,787 90,868 97,524 2,673 -3,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 11.0 24.4 54.6 47.6 85.7 83.0 14.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
23 15 28 39 37 75 68
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,811,270
COMMITMENTS
547,809 476,975 476,741 2401214 2465060 3425764 3418776 385,506 392,494
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 188,707)
33,242 17,378 98,678 54,355 61,071 186,276 177,128 2,431 11,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 12.5 12.5 63.0 64.7 89.9 89.7 10.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640)
127 171 149 253 263 467 496
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 81,177
COMMITMENTS
19,779 2,779 84 49,790 74,723 69,653 77,586 11,524 3,591
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: -1)
1,666 214 -68 -1,850 -513 -252 -367 251 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 3.4 0.1 61.3 92.0 85.8 95.6 14.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
18 7 1 48 38 66 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,188
COMMITMENTS
20,679 6,366 1,955 22,390 36,799 45,024 45,120 5,163 5,067
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 7,239)
4,954 -389 415 659 7,240 6,028 7,266 1,212 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 12.7 3.9 44.6 73.3 89.7 89.9 10.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
62 51 18 55 74 128 132
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 250,938
COMMITMENTS
103,396 31,829 9,777 111,949 183,996 225,122 225,601 25,817 25,337
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 36,197)
24,770 -1,944 2,074 3,295 36,198 30,139 36,329 6,058 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 12.7 3.9 44.6 73.3 89.7 89.9 10.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
62 51 18 55 74 128 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 107,046
COMMITMENTS
46,981 29,046 12,799 17,788 43,001 77,568 84,846 29,478 22,200
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 12,572)
15,005 2,638 -5,541 -1,724 13,993 7,740 11,090 4,832 1,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 27.1 12.0 16.6 40.2 72.5 79.3 27.5 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
31 32 20 17 18 61 57
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,637
COMMITMENTS
13,609 4,373 38 16,305 26,304 29,952 30,715 6,685 5,922
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 1,461)
1,554 -471 38 -195 2,327 1,397 1,894 64 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 11.9 0.1 44.5 71.8 81.8 83.8 18.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 6 1 13 11 27 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 81,590
COMMITMENTS
21,632 13,025 665 50,268 16,523 72,565 30,213 9,025 51,377
CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST: 6,487)
1,044 7,498 18 7,499 -2,592 8,561 4,924 -2,074 1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 16.0 0.8 61.6 20.3 88.9 37.0 11.1 63.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 11 3 39 20 67 34
Updated July 15, 2016