BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,252
COMMITMENTS
975 1,269 900 4,308 4,177 6,184 6,346 1,068 906
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 406)
4 108 -8 307 287 304 388 102 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 17.5 12.4 59.4 57.6 85.3 87.5 14.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 5 7 16 18 26 26
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,989
COMMITMENTS
13,527 4,879 13,585 17,349 19,339 44,461 37,803 5,528 12,186
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,967)
507 514 661 785 712 1,953 1,887 14 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 9.8 27.2 34.7 38.7 88.9 75.6 11.1 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 21 29 34 28 71 63
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,788
COMMITMENTS
262 1,372 1,087 4,517 3,564 5,867 6,023 922 765
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 303)
-16 193 46 246 31 276 270 28 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 20.2 16.0 66.5 52.5 86.4 88.7 13.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 13 10 24 21 35 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,164
COMMITMENTS
1,125 119 1,230 2,388 2,559 4,744 3,908 420 1,256
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 11)
26 -3 -10 0 21 17 7 -6 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 2.3 23.8 46.3 49.6 91.9 75.7 8.1 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 2 10 9 7 19 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,906
COMMITMENTS
83,131 40,726 67,497 91,206 115,756 241,834 223,979 19,072 36,927
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -31,505)
-5,023 1,687 -23,569 -243 -2,204 -28,835 -24,085 -2,670 -7,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 15.6 25.9 35.0 44.4 92.7 85.8 7.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
92 95 95 83 89 226 232
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 302,238
COMMITMENTS
95,585 44,377 76,149 102,864 133,629 274,598 254,155 27,639 48,083
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 5,120)
-33 1,526 5,078 -138 -1,751 4,907 4,852 212 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 14.7 25.2 34.0 44.2 90.9 84.1 9.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
112 90 118 133 135 299 297
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,616
COMMITMENTS
3,200 1,159 485 521 2,873 4,207 4,517 1,410 1,099
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -104)
73 -111 -84 -112 100 -123 -95 20 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.0 20.6 8.6 9.3 51.2 74.9 80.4 25.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
34 10 9 17 25 55 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,113
COMMITMENTS
16,576 9,287 17,110 15,879 12,689 49,565 39,086 7,547 18,027
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -1,279)
-1,046 -1,421 83 -568 -143 -1,530 -1,481 251 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 16.3 30.0 27.8 22.2 86.8 68.4 13.2 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
66 50 65 69 69 172 158
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,852
COMMITMENTS
1,240 13,672 5,688 26,205 12,053 33,134 31,414 718 2,438
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 329)
2 317 28 294 24 324 368 4 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 40.4 16.8 77.4 35.6 97.9 92.8 2.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 27 21 27 28 53 60
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,309
COMMITMENTS
15,892 7,943 0 16,396 25,000 32,288 32,943 1,021 366
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 2,122)
2,351 1,460 0 -319 706 2,032 2,166 90 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 23.8 0.0 49.2 75.1 96.9 98.9 3.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 3 0 7 9 16 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 142,052
COMMITMENTS
44,885 32,098 9,397 51,716 74,333 105,998 115,829 36,054 26,223
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 12,167)
1,014 4,296 2,669 2,626 9,312 6,310 16,278 5,857 -4,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 22.6 6.6 36.4 52.3 74.6 81.5 25.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
30 21 14 21 25 58 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,859
COMMITMENTS
19,950 21,976 1,226 14,045 5,143 35,221 28,345 9,638 16,514
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -395)
-426 1,368 82 -2,198 217 -2,542 1,667 2,147 -2,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 49.0 2.7 31.3 11.5 78.5 63.2 21.5 36.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 14 7 9 10 22 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 121,934
COMMITMENTS
24,588 70,489 12,499 79,032 33,484 116,119 116,472 5,815 5,462
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -6,210)
4,715 -3,792 -431 -10,798 -1,617 -6,514 -5,841 304 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 57.8 10.3 64.8 27.5 95.2 95.5 4.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
41 56 20 21 24 78 87
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 280,622
COMMITMENTS
35,086 128,137 22,542 199,840 83,589 257,467 234,268 23,155 46,354
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 9,145)
947 5,790 900 7,072 -686 8,919 6,004 226 3,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 45.7 8.0 71.2 29.8 91.7 83.5 8.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
28 51 22 26 45 68 104
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 209,915
COMMITMENTS
84,494 31,623 28,698 66,223 114,004 179,416 174,326 30,499 35,589
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 2,796)
1,432 -5,220 2,985 -1,985 4,151 2,432 1,915 364 880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 15.1 13.7 31.5 54.3 85.5 83.0 14.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
28 39 20 31 36 71 83
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 438,077
COMMITMENTS
91,471 197,208 47,686 248,833 126,324 387,991 371,218 50,087 66,859
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 5,107)
2,143 -2,931 4,219 -6,566 3,233 -204 4,520 5,311 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 45.0 10.9 56.8 28.8 88.6 84.7 11.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
62 89 52 59 63 146 181
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,599
COMMITMENTS
10,220 5,336 192 11,871 24,543 22,283 30,071 11,316 3,528
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 106)
-594 109 7 826 305 239 421 -133 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 15.9 0.6 35.3 73.0 66.3 89.5 33.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 4 4 9 8 18 15
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,895
COMMITMENTS
18,252 17,886 23 6,741 8,165 25,016 26,074 1,879 821
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,054)
1,106 604 -24 -23 354 1,059 934 -5 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.9 66.5 0.1 25.1 30.4 93.0 96.9 7.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 10 1 5 5 20 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,268
COMMITMENTS
28,980 29,675 127 8,865 9,909 37,972 39,711 5,296 3,557
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,793)
666 748 -253 1,000 864 1,413 1,359 380 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 68.6 0.3 20.5 22.9 87.8 91.8 12.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
44 19 7 11 12 61 32
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,848,005
COMMITMENTS
1032053 1619443 7808474 9127606 8182259 17968133 17610176 879,871 1237829
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -525,658)
-68,562 -23,863 -379,497 -105,077 -120,147 -553,136 -523,507 27,478 -2,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.6 41.4 48.4 43.4 95.3 93.4 4.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
59 100 121 136 145 272 294
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 974,464
COMMITMENTS
125,426 94,629 178,057 573,706 597,503 877,189 870,189 97,275 104,275
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 11,635)
4,511 -6,325 21,319 -13,839 -5,333 11,991 9,661 -356 1,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 9.7 18.3 58.9 61.3 90.0 89.3 10.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 684)
162 174 168 263 267 512 523
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 228,935
COMMITMENTS
16,022 20,559 61,761 116,283 119,360 194,066 201,681 34,869 27,254
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -503)
-1,117 -612 4,111 -3,508 -2,512 -514 986 11 -1,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 9.0 27.0 50.8 52.1 84.8 88.1 15.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
17 21 29 39 38 75 70
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,727,645
COMMITMENTS
616,049 439,377 512,449 2287117 2390715 3415615 3342541 312,030 385,103
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 60,689)
41,236 -15,467 72,943 -51,654 -14,101 62,525 43,374 -1,836 17,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 11.8 13.7 61.4 64.1 91.6 89.7 8.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 660)
155 165 156 254 257 487 500
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 82,632
COMMITMENTS
24,874 1,825 95 45,299 76,554 70,268 78,474 12,364 4,158
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -567)
-214 -774 -101 -72 -562 -387 -1,437 -180 870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 2.2 0.1 54.8 92.6 85.0 95.0 15.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
17 4 2 46 38 63 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,268
COMMITMENTS
32,346 6,927 3,129 22,073 48,228 57,548 58,283 6,720 5,985
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,573)
429 968 761 -387 -1,152 803 577 770 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 10.8 4.9 34.3 75.0 89.5 90.7 10.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
86 52 22 73 76 168 141
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 321,341
COMMITMENTS
161,732 34,634 15,643 110,365 241,138 287,740 291,415 33,600 29,926
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 7,863)
2,146 4,840 3,803 -1,935 -5,759 4,014 2,884 3,848 4,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 10.8 4.9 34.3 75.0 89.5 90.7 10.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
86 52 22 73 76 168 141
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 132,368
COMMITMENTS
69,194 26,569 14,967 15,379 67,110 99,540 108,646 32,828 23,722
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 12,911)
9,007 2,684 1,933 141 9,499 11,081 14,116 1,830 -1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 20.1 11.3 11.6 50.7 75.2 82.1 24.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
32 31 20 17 20 65 55
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,532
COMMITMENTS
9,493 2,393 18 18,022 28,599 27,533 31,010 8,999 5,522
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,191)
275 -38 0 369 27 644 -11 547 1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 6.6 0.0 49.3 78.3 75.4 84.9 24.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 5 1 14 12 23 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,703
COMMITMENTS
22,107 6,899 296 38,612 23,784 61,015 30,979 9,688 39,724
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 2,422)
2,247 -1,970 109 -287 3,868 2,069 2,007 353 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 9.8 0.4 54.6 33.6 86.3 43.8 13.7 56.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
26 13 5 32 23 60 39
Updated August 19, 2016