BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,594
COMMITMENTS
1,323 1,368 979 4,253 4,311 6,555 6,658 1,039 936
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 253)
-5 35 51 295 166 340 251 -88 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 18.0 12.9 56.0 56.8 86.3 87.7 13.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 8 7 16 19 25 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,798
COMMITMENTS
15,035 5,857 16,565 17,516 19,838 49,116 42,260 5,682 12,539
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,804)
-45 135 1,204 704 56 1,863 1,396 -59 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 10.7 30.2 32.0 36.2 89.6 77.1 10.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
26 20 34 33 29 77 66
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,182
COMMITMENTS
319 1,405 1,066 4,932 3,905 6,317 6,375 865 807
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 83)
-41 65 41 98 22 98 128 -14 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 19.6 14.8 68.7 54.4 87.9 88.8 12.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 15 13 24 20 38 37
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,333
COMMITMENTS
1,237 88 1,150 2,515 2,801 4,903 4,039 430 1,294
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 86)
-122 -34 90 93 19 61 75 25 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 1.6 21.6 47.2 52.5 91.9 75.7 8.1 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 1 9 9 7 18 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 281,408
COMMITMENTS
88,151 27,164 74,261 98,527 139,500 260,938 240,925 20,469 40,483
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -6,116)
-5,086 5,410 1,465 392 -12,603 -3,229 -5,729 -2,887 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 9.7 26.4 35.0 49.6 92.7 85.6 7.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
101 75 101 95 99 251 230
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 327,904
COMMITMENTS
91,930 55,458 93,754 113,681 134,820 299,366 284,032 28,539 43,873
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 5,801)
1,242 -1,301 8,585 -1,108 1,068 8,719 8,352 -2,918 -2,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 16.9 28.6 34.7 41.1 91.3 86.6 8.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
114 100 124 135 137 304 312
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,587
COMMITMENTS
3,466 1,182 374 368 2,987 4,208 4,543 1,379 1,044
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 384)
221 -24 84 -8 205 297 265 87 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.0 21.2 6.7 6.6 53.5 75.3 81.3 24.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
35 11 8 13 25 53 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,110
COMMITMENTS
16,517 13,096 14,054 17,703 12,434 48,274 39,583 7,836 16,527
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 376)
10 -303 950 -709 115 250 762 126 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 23.3 25.0 31.6 22.2 86.0 70.5 14.0 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
59 58 54 76 68 164 158
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 38,246
COMMITMENTS
1,405 16,057 6,361 29,716 12,996 37,481 35,414 765 2,832
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 844)
2 462 337 472 299 811 1,097 33 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 42.0 16.6 77.7 34.0 98.0 92.6 2.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
7 34 21 28 28 54 64
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,406
COMMITMENTS
20,146 10,688 0 16,177 26,304 36,323 36,992 1,083 414
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -1,379)
-1,277 -864 0 100 -504 -1,177 -1,368 -202 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 28.6 0.0 43.2 70.3 97.1 98.9 2.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 4 0 6 8 14 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,266
COMMITMENTS
44,717 19,915 8,627 50,169 74,607 103,513 103,149 31,754 32,117
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,757)
1,340 546 899 1,187 -3,790 3,425 -2,346 -668 5,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 14.7 6.4 37.1 55.2 76.5 76.3 23.5 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
29 25 20 22 23 63 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,610
COMMITMENTS
27,025 26,387 1,222 19,666 4,985 47,913 32,594 6,697 22,016
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 10,690)
4,024 7,739 191 6,397 4 10,612 7,934 78 2,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 48.3 2.2 36.0 9.1 87.7 59.7 12.3 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 15 6 11 11 26 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 120,301
COMMITMENTS
24,139 70,658 12,659 79,540 29,877 116,338 113,195 3,963 7,106
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 16,185)
-492 6,628 7,622 8,862 1,229 15,993 15,479 192 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 58.7 10.5 66.1 24.8 96.7 94.1 3.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
33 61 18 22 19 69 87
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 267,385
COMMITMENTS
28,233 106,464 28,839 192,056 86,992 249,128 222,295 18,257 45,090
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 7,558)
991 7,121 1,186 6,934 505 9,111 8,811 -1,554 -1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 39.8 10.8 71.8 32.5 93.2 83.1 6.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
29 51 29 24 44 71 106
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 210,597
COMMITMENTS
68,949 35,007 34,079 81,019 105,403 184,048 174,489 26,549 36,107
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -531)
-5,416 -1,506 -1,378 11,514 -651 4,720 -3,534 -5,251 3,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 16.6 16.2 38.5 50.0 87.4 82.9 12.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
27 41 23 29 40 72 88
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 470,462
COMMITMENTS
99,498 221,052 48,221 277,072 131,960 424,790 401,233 45,672 69,228
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 13,121)
-4,106 9,052 -169 15,805 3,654 11,530 12,537 1,591 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 47.0 10.2 58.9 28.0 90.3 85.3 9.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
63 99 57 60 64 148 196
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,147
COMMITMENTS
10,422 5,053 153 9,026 22,172 19,601 27,378 11,546 3,769
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -13)
-16 -311 -5 -757 120 -778 -196 765 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 16.2 0.5 29.0 71.2 62.9 87.9 37.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 4 2 6 7 14 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,189
COMMITMENTS
16,826 5,316 333 7,489 19,831 24,648 25,480 1,541 709
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -10)
-628 -658 82 503 547 -43 -29 33 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 20.3 1.3 28.6 75.7 94.1 97.3 5.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 7 1 4 6 18 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 39,825
COMMITMENTS
26,598 26,383 223 8,610 9,833 35,431 36,439 4,394 3,386
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -1,374)
-2,558 -600 -125 1,581 -1,296 -1,102 -2,021 -272 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.8 66.2 0.6 21.6 24.7 89.0 91.5 11.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
44 15 5 11 11 58 28
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,507,439
COMMITMENTS
1127200 1429156 8118896 8343437 7703500 17589533 17251552 917,906 1255887
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 326,082)
-152,712 -232,309 282,962 196,716 267,343 326,965 317,996 -883 8,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.7 43.9 45.1 41.6 95.0 93.2 5.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
64 93 122 132 141 271 287
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 994,631
COMMITMENTS
130,084 99,855 163,802 593,408 615,801 887,293 879,457 107,338 115,173
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 8,402)
1,759 -5,534 5,591 3,051 10,573 10,400 10,630 -1,998 -2,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 10.0 16.5 59.7 61.9 89.2 88.4 10.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 669)
151 170 165 263 267 502 515
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 250,391
COMMITMENTS
17,026 23,062 63,465 134,369 125,293 214,860 211,820 35,531 38,571
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 5,157)
1,184 -2,634 3,553 1,246 5,797 5,983 6,716 -826 -1,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 9.2 25.3 53.7 50.0 85.8 84.6 14.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 14 26 41 38 73 66
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,721,201
COMMITMENTS
618,962 437,638 448,010 2295193 2452540 3362166 3338188 359,035 383,013
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 16,226)
10,028 -7,345 3,033 9,024 23,881 22,086 19,570 -5,860 -3,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 11.8 12.0 61.7 65.9 90.4 89.7 9.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 646)
142 164 153 252 257 475 493
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 80,811
COMMITMENTS
22,780 2,911 581 45,137 73,883 68,498 77,375 12,313 3,436
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 714)
1,813 391 493 -1,918 157 388 1,041 326 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 3.6 0.7 55.9 91.4 84.8 95.7 15.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
17 8 2 47 39 64 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,968
COMMITMENTS
29,253 5,506 1,840 22,333 46,949 53,426 54,294 5,542 4,673
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 5,219)
4,493 -227 203 473 5,021 5,170 4,997 49 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 9.3 3.1 37.9 79.6 90.6 92.1 9.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
74 50 20 67 78 149 140
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 294,838
COMMITMENTS
146,264 27,529 9,198 111,667 234,744 267,129 271,471 27,708 23,366
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 26,096)
22,465 -1,136 1,017 2,367 25,103 25,849 24,984 247 1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 9.3 3.1 37.9 79.6 90.6 92.1 9.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
74 50 20 67 78 149 140
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,033
COMMITMENTS
56,544 24,134 14,781 16,794 51,237 88,119 90,152 25,913 23,880
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -3,900)
-4,673 -2,736 475 -858 -1,465 -5,056 -3,726 1,155 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 21.2 13.0 14.7 44.9 77.3 79.1 22.7 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
29 31 22 17 18 62 55
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,753
COMMITMENTS
9,954 3,643 60 17,834 28,138 27,848 31,841 7,905 3,912
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -1,665)
-2,748 -629 22 289 888 -2,437 281 772 -1,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 10.2 0.2 49.9 78.7 77.9 89.1 22.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 5 1 15 10 25 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 76,100
COMMITMENTS
21,387 12,855 380 45,852 11,575 67,619 24,810 8,481 51,290
CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: -5,862)
-1,510 -430 -258 -3,126 -2,417 -4,894 -3,105 -968 -2,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 16.9 0.5 60.3 15.2 88.9 32.6 11.1 67.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
29 9 3 35 15 66 25
Updated July 29, 2016