BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,817
COMMITMENTS
1,214 1,416 998 4,542 4,371 6,755 6,785 1,062 1,031
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 223)
-109 48 19 290 61 200 128 23 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 18.1 12.8 58.1 55.9 86.4 86.8 13.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 8 8 18 19 29 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,846
COMMITMENTS
15,352 5,843 16,912 17,904 20,310 50,167 43,065 5,679 12,781
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,048)
317 -13 347 388 472 1,051 805 -3 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 10.5 30.3 32.1 36.4 89.8 77.1 10.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
27 19 34 34 28 77 66
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,324
COMMITMENTS
343 1,419 1,041 5,056 4,012 6,439 6,471 885 853
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 142)
23 14 -25 124 107 122 96 20 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 19.4 14.2 69.0 54.8 87.9 88.4 12.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 12 13 24 21 38 37
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,635
COMMITMENTS
1,257 104 1,265 2,649 2,878 5,171 4,246 465 1,389
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 302)
20 16 115 134 77 268 207 34 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 1.8 22.4 47.0 51.1 91.8 75.4 8.2 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 10 9 7 19 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 291,455
COMMITMENTS
88,328 34,634 87,728 95,037 127,286 271,092 249,648 20,363 41,807
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 10,047)
177 7,470 13,467 -3,490 -12,214 10,154 8,723 -107 1,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 11.9 30.1 32.6 43.7 93.0 85.7 7.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
96 85 104 88 87 245 225
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 327,275
COMMITMENTS
97,072 49,073 91,715 110,248 140,348 299,035 281,136 28,240 46,139
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -629)
5,141 -6,385 -2,038 -3,433 5,528 -330 -2,896 -299 2,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 15.0 28.0 33.7 42.9 91.4 85.9 8.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
117 95 132 139 142 317 316
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,572
COMMITMENTS
3,224 1,302 531 491 2,618 4,246 4,451 1,325 1,121
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -15)
-242 120 157 123 -369 38 -92 -54 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 23.4 9.5 8.8 47.0 76.2 79.9 23.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
32 13 9 15 24 55 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,560
COMMITMENTS
17,010 12,363 15,368 17,392 13,073 49,771 40,804 7,790 16,756
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,450)
493 -733 1,315 -311 639 1,497 1,221 -46 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 21.5 26.7 30.2 22.7 86.5 70.9 13.5 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
57 56 59 80 75 171 164
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 39,020
COMMITMENTS
1,439 16,494 6,578 30,245 13,184 38,262 36,256 758 2,764
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 774)
34 437 217 530 188 780 842 -7 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 42.3 16.9 77.5 33.8 98.1 92.9 1.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
7 35 22 28 29 55 66
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,300
COMMITMENTS
15,822 7,557 0 16,491 25,389 32,313 32,946 987 354
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -4,106)
-4,324 -3,131 0 314 -915 -4,010 -4,046 -96 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 22.7 0.0 49.5 76.2 97.0 98.9 3.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 2 0 7 8 17 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 132,412
COMMITMENTS
42,309 23,072 8,459 49,099 72,355 99,868 103,886 32,545 28,527
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -2,854)
-2,408 3,157 -168 -1,069 -2,252 -3,645 737 791 -3,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 17.4 6.4 37.1 54.6 75.4 78.5 24.6 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
29 25 18 22 23 59 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,164
COMMITMENTS
20,941 23,345 1,288 16,894 5,754 39,123 30,386 8,041 16,778
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -7,445)
-6,084 -3,043 66 -2,772 769 -8,790 -2,208 1,345 -5,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 49.5 2.7 35.8 12.2 83.0 64.4 17.0 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 14 5 11 12 22 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 128,629
COMMITMENTS
23,967 76,007 12,530 88,034 32,478 124,531 121,014 4,098 7,614
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 8,328)
-172 5,349 -130 8,494 2,600 8,193 7,820 135 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 59.1 9.7 68.4 25.2 96.8 94.1 3.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
35 62 18 22 18 70 87
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 269,797
COMMITMENTS
30,793 112,944 27,007 193,864 85,170 251,664 225,121 18,133 44,676
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 2,412)
2,560 6,480 -1,832 1,808 -1,821 2,536 2,826 -124 -414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 41.9 10.0 71.9 31.6 93.3 83.4 6.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
27 51 25 25 44 68 104
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 210,925
COMMITMENTS
70,636 33,483 35,170 76,384 105,993 182,190 174,646 28,735 36,279
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 328)
1,686 -1,524 1,091 -4,635 590 -1,858 157 2,186 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 15.9 16.7 36.2 50.3 86.4 82.8 13.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
33 40 25 30 39 76 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 449,286
COMMITMENTS
93,901 210,166 48,898 257,392 124,539 400,191 383,602 49,096 65,684
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -21,175)
-5,597 -10,887 677 -19,680 -7,422 -24,599 -17,631 3,424 -3,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 46.8 10.9 57.3 27.7 89.1 85.4 10.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
68 87 59 60 67 154 189
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 32,986
COMMITMENTS
10,663 5,298 159 10,467 23,959 21,289 29,416 11,697 3,570
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,839)
241 245 6 1,441 1,787 1,688 2,038 151 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 16.1 0.5 31.7 72.6 64.5 89.2 35.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 2 7 8 15 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,861
COMMITMENTS
16,343 16,440 23 6,061 6,867 22,427 23,330 1,434 531
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -2,328)
-483 11,124 -310 -1,428 -12,964 -2,221 -2,150 -107 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.5 68.9 0.1 25.4 28.8 94.0 97.8 6.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
12 9 1 4 5 16 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,392
COMMITMENTS
27,049 26,832 327 7,911 9,898 35,287 37,057 5,105 3,335
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 567)
451 449 104 -699 65 -144 618 711 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 66.4 0.8 19.6 24.5 87.4 91.7 12.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
45 16 6 9 11 57 30
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 5,103
COMMITMENTS
1,962 3,477 23 2,233 731 4,218 4,231 885 872
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 68.1 0.5 43.8 14.3 82.7 82.9 17.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 10 1 5 2 11 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,349,032
COMMITMENTS
1012909 1338892 7781074 8699863 8009698 17493846 17129663 855,186 1219369
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -158,407)
-114,291 -90,265 -337,823 356,426 306,198 -95,688 -121,889 -62,720 -36,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.3 42.4 47.4 43.7 95.3 93.4 4.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
66 95 122 132 141 270 291
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 934,483
COMMITMENTS
124,616 97,807 138,899 568,190 589,593 831,705 826,299 102,779 108,185
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -60,147)
-5,468 -2,047 -24,903 -25,218 -26,209 -55,588 -53,159 -4,559 -6,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 10.5 14.9 60.8 63.1 89.0 88.4 11.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 671)
155 171 166 261 266 503 517
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 206,218
COMMITMENTS
16,020 15,680 47,175 108,834 112,579 172,029 175,433 34,189 30,784
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -44,173)
-1,006 -7,382 -16,290 -25,535 -12,714 -42,831 -36,386 -1,342 -7,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 7.6 22.9 52.8 54.6 83.4 85.1 16.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 14 26 42 38 75 69
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,641,330
COMMITMENTS
598,656 466,314 402,944 2296781 2385067 3298381 3254325 342,949 387,004
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -79,872)
-20,306 28,677 -45,067 1,587 -67,473 -63,785 -83,863 -16,086 3,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 12.8 11.1 63.1 65.5 90.6 89.4 9.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 646)
145 164 153 251 257 476 494
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 81,991
COMMITMENTS
24,260 2,688 331 45,010 75,657 69,601 78,676 12,390 3,315
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 1,180)
1,480 -223 -250 -127 1,774 1,103 1,301 77 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 3.3 0.4 54.9 92.3 84.9 96.0 15.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
19 7 3 46 38 66 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,188
COMMITMENTS
32,014 6,000 2,031 21,517 48,069 55,562 56,100 5,626 5,088
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 2,221)
2,761 494 191 -816 1,121 2,136 1,806 85 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 9.8 3.3 35.2 78.6 90.8 91.7 9.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
83 51 25 71 81 163 148
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 305,942
COMMITMENTS
160,071 30,000 10,153 107,586 240,347 277,810 280,500 28,132 25,442
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 11,104)
13,807 2,471 954 -4,081 5,604 10,680 9,028 424 2,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 9.8 3.3 35.2 78.6 90.8 91.7 9.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
83 51 25 71 81 163 148
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,938
COMMITMENTS
59,449 26,912 13,500 16,102 52,876 89,051 93,288 28,887 24,650
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 3,905)
2,905 2,777 -1,280 -692 1,639 932 3,136 2,973 769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 22.8 11.4 13.7 44.8 75.5 79.1 24.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
35 29 23 18 21 68 58
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,017
COMMITMENTS
9,438 2,678 54 18,014 28,713 27,506 31,445 8,511 4,572
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: 264)
-516 -965 -6 180 575 -342 -396 606 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 7.4 0.1 50.0 79.7 76.4 87.3 23.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 4 1 15 11 26 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 71,526
COMMITMENTS
15,831 10,064 127 45,904 18,216 61,862 28,407 9,664 43,119
CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST: -4,574)
-5,556 -2,791 -253 52 6,641 -5,757 3,597 1,183 -8,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 14.1 0.2 64.2 25.5 86.5 39.7 13.5 60.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
23 18 4 34 21 60 40
Updated August 5, 2016