BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,389
COMMITMENTS
884 1,474 808 5,564 5,091 7,257 7,373 1,133 1,016
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 421)
-4 82 -68 545 383 473 398 -51 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 17.6 9.6 66.3 60.7 86.5 87.9 13.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 7 7 19 20 28 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,370
COMMITMENTS
17,177 4,587 15,596 18,287 23,505 51,059 43,687 5,311 12,683
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,301)
1,505 -718 595 309 2,129 2,409 2,006 -108 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 8.1 27.7 32.4 41.7 90.6 77.5 9.4 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
28 18 33 34 30 76 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,275
COMMITMENTS
345 1,493 1,305 4,718 3,687 6,369 6,486 906 789
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 312)
46 79 176 142 117 363 372 -51 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 20.5 17.9 64.9 50.7 87.5 89.2 12.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 15 14 24 21 39 39
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,879
COMMITMENTS
797 142 1,663 2,685 2,652 5,144 4,456 735 1,423
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 252)
-146 32 141 24 30 19 203 234 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.4 28.3 45.7 45.1 87.5 75.8 12.5 24.2
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 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 262,042
COMMITMENTS
82,041 39,186 78,502 83,223 105,493 243,766 223,181 18,276 38,862
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,577)
-1,985 -120 7,115 -2,579 -6,132 2,552 863 26 1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 15.0 30.0 31.8 40.3 93.0 85.2 7.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
90 91 101 83 86 229 227
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 330,287
COMMITMENTS
99,264 60,912 98,250 100,861 125,087 298,374 284,248 31,912 46,038
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 16,024)
1,872 12,917 11,796 300 -8,282 13,968 16,432 2,055 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 18.4 29.7 30.5 37.9 90.3 86.1 9.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
123 99 135 141 135 321 321
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,604
COMMITMENTS
2,814 1,003 427 346 2,050 3,587 3,480 1,018 1,125
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -851)
-616 -112 -7 31 -794 -592 -914 -259 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.1 21.8 9.3 7.5 44.5 77.9 75.6 22.1 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
33 10 11 12 21 50 39
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,217
COMMITMENTS
16,672 10,725 13,432 12,711 11,007 42,816 35,164 7,401 15,053
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -5,258)
-845 1,357 -2,824 -1,579 -1,674 -5,248 -3,141 -10 -2,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 21.4 26.7 25.3 21.9 85.3 70.0 14.7 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
47 63 61 56 51 149 139
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,592
COMMITMENTS
1,288 16,216 5,784 28,689 12,394 35,762 34,394 830 2,198
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,111)
-6 1,366 -240 1,327 103 1,081 1,229 29 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 44.3 15.8 78.4 33.9 97.7 94.0 2.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 30 24 26 27 54 64
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,075
COMMITMENTS
21,442 10,744 0 16,406 27,773 37,848 38,517 1,227 558
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,419)
1,148 -606 0 10 1,984 1,158 1,378 261 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.9 27.5 0.0 42.0 71.1 96.9 98.6 3.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 2 0 8 9 15 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,722
COMMITMENTS
47,254 24,604 7,597 52,528 86,711 107,378 118,912 36,344 24,810
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -5,239)
-1,543 -7,124 -1,617 445 3,056 -2,715 -5,684 -2,525 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 17.1 5.3 36.5 60.3 74.7 82.7 25.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
27 18 14 24 25 59 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,488
COMMITMENTS
24,355 16,591 916 11,838 6,653 37,109 24,161 7,379 20,328
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,838)
3,479 -2,903 223 2,956 -716 6,657 -3,396 -3,820 6,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 37.3 2.1 26.6 15.0 83.4 54.3 16.6 45.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 13 7 10 11 24 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 114,776
COMMITMENTS
19,888 53,246 11,285 78,914 44,282 110,088 108,814 4,688 5,963
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 304)
-6,879 -2,239 1,184 6,749 283 1,053 -773 -749 1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 46.4 9.8 68.8 38.6 95.9 94.8 4.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
42 55 19 19 24 75 86
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 280,292
COMMITMENTS
38,878 128,814 22,024 199,306 86,845 260,208 237,683 20,084 42,609
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 140)
3,151 -88 -2,738 2,825 4,406 3,237 1,579 -3,097 -1,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 46.0 7.9 71.1 31.0 92.8 84.8 7.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
27 53 25 28 46 72 107
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 211,370
COMMITMENTS
89,044 26,823 25,440 68,407 122,496 182,890 174,759 28,480 36,611
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,699)
3,603 -1,647 -4,615 4,316 7,405 3,305 1,143 -1,606 557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 12.7 12.0 32.4 58.0 86.5 82.7 13.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
37 35 24 33 37 82 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 439,005
COMMITMENTS
98,473 191,576 42,556 247,976 136,036 389,005 370,168 50,000 68,837
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 327)
5,198 8,877 -6,722 4,230 -3,141 2,707 -986 -2,380 1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 43.6 9.7 56.5 31.0 88.6 84.3 11.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
61 82 52 64 60 145 175
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,988
COMMITMENTS
9,793 3,391 227 12,012 24,463 22,032 28,081 9,956 3,907
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 10.6 0.7 37.6 76.5 68.9 87.8 31.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 1 2 9 8 16 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,489
COMMITMENTS
16,084 15,284 265 15,337 16,815 31,686 32,364 1,803 1,125
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 8,307)
-897 -1,446 175 9,007 9,287 8,285 8,016 22 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 45.6 0.8 45.8 50.2 94.6 96.6 5.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 7 2 6 6 21 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,496
COMMITMENTS
31,747 29,854 333 8,751 12,285 40,831 42,472 5,665 4,024
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 2,103)
1,821 -950 216 -390 2,527 1,647 1,793 456 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 64.2 0.7 18.8 26.4 87.8 91.3 12.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
44 21 7 12 13 62 35
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,469,095
COMMITMENTS
1055322 1603257 8164799 9432038 8479617 18652158 18247672 816,937 1221423
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 293,872)
-16,481 4,505 143,855 170,020 93,321 297,394 241,681 -3,522 52,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 8.2 41.9 48.4 43.6 95.8 93.7 4.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
53 109 129 141 148 286 301
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 949,111
COMMITMENTS
135,533 83,661 161,760 554,538 598,505 851,831 843,925 97,280 105,186
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -9,644)
4,025 -9,810 -5,461 -9,915 4,371 -11,351 -10,899 1,707 1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 8.8 17.0 58.4 63.1 89.8 88.9 10.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 675)
163 165 161 266 267 511 513
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 197,734
COMMITMENTS
20,559 12,541 45,793 90,896 117,531 157,247 175,865 40,486 21,868
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -20,633)
4,696 -7,016 -9,989 -19,502 -2,020 -24,795 -19,026 4,162 -1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 6.3 23.2 46.0 59.4 79.5 88.9 20.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 16 24 38 37 71 64
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,756,888
COMMITMENTS
669,837 450,564 484,868 2318213 2404866 3472918 3340299 283,970 416,590
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 54,945)
9,017 -1,596 10,270 47,934 31,959 67,221 40,633 -12,276 14,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 12.0 12.9 61.7 64.0 92.4 88.9 7.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 655)
157 158 149 258 259 489 493
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,946
COMMITMENTS
26,373 2,393 179 47,301 79,720 73,853 82,292 12,093 3,654
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,924)
925 637 -351 1,897 1,827 2,471 2,113 -547 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 2.8 0.2 55.0 92.8 85.9 95.7 14.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
17 7 2 48 39 66 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,527
COMMITMENTS
36,142 6,659 2,754 20,529 50,609 59,426 60,022 6,101 5,505
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,348)
3,903 29 -215 -2,150 1,560 1,538 1,373 -189 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.2 10.2 4.2 31.3 77.2 90.7 91.6 9.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
86 64 25 75 76 173 153
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 327,635
COMMITMENTS
180,711 33,294 13,770 102,647 253,044 297,129 300,108 30,507 27,527
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 6,742)
19,517 143 -1,077 -10,751 7,799 7,689 6,866 -947 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.2 10.2 4.2 31.3 77.2 90.7 91.6 9.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
86 64 25 75 76 173 153
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,250
COMMITMENTS
70,236 26,402 16,430 15,599 64,400 102,265 107,232 28,985 24,018
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: -3,112)
-406 -221 778 -564 -2,870 -192 -2,313 -2,920 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.5 20.1 12.5 11.9 49.1 77.9 81.7 22.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
34 28 21 21 20 72 52
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,796
COMMITMENTS
10,872 2,644 18 17,978 28,509 28,868 31,171 7,928 5,625
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 1,392)
1,716 380 -100 -53 -88 1,563 192 -171 1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 7.2 0.0 48.9 77.5 78.5 84.7 21.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 6 1 15 12 28 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,588
COMMITMENTS
19,788 6,760 758 37,245 27,831 57,791 35,349 8,797 31,239
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 272)
-216 207 481 742 3,460 1,007 4,148 -735 -3,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 10.2 1.1 55.9 41.8 86.8 53.1 13.2 46.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 16 9 31 24 61 47
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,635
COMMITMENTS
8,087 5,800 56 4,538 7,581 12,681 13,437 954 198
CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST: 355)
305 290 9 -25 0 289 299 66 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.3 42.5 0.4 33.3 55.6 93.0 98.5 7.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 7 1 5 1 12 9
Updated September 2, 2016