BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,488
COMMITMENTS
783 483 292 4,422 5,005 5,497 5,780 991 708
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 140)
-23 11 11 118 86 106 108 34 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 7.4 4.5 68.2 77.1 84.7 89.1 15.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 8 8 15 16 25 27
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,635
COMMITMENTS
11,443 4,906 497 12,131 14,176 24,071 19,579 2,564 7,056
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 1,097)
679 679 4 435 41 1,118 724 -21 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 18.4 1.9 45.5 53.2 90.4 73.5 9.6 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
12 22 16 22 25 43 54
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,776
COMMITMENTS
500 954 372 4,049 3,350 4,921 4,676 855 1,100
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 75)
-50 -35 55 74 96 79 116 -4 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 16.5 6.4 70.1 58.0 85.2 81.0 14.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 10 9 19 12 30 26
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 2,565
COMMITMENTS
107 986 119 2,118 717 2,344 1,822 221 743
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 14)
1 -42 10 1 12 12 -20 2 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 38.4 4.6 82.6 28.0 91.4 71.0 8.6 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 4 5 8 7 16 12
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 194,998
COMMITMENTS
70,806 64,684 33,997 70,315 68,613 175,118 167,294 19,880 27,704
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -1,280)
-18 -3,161 2,393 -3,686 -1,199 -1,311 -1,967 31 687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 33.2 17.4 36.1 35.2 89.8 85.8 10.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
101 87 96 57 72 223 201
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 259,861
COMMITMENTS
71,504 76,870 51,464 106,204 91,165 229,172 219,499 30,689 40,362
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 6,858)
3,074 5,288 545 3,559 -1,667 7,178 4,166 -320 2,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 29.6 19.8 40.9 35.1 88.2 84.5 11.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
103 103 139 103 120 298 307
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,589
COMMITMENTS
1,962 3,292 633 1,812 336 4,407 4,261 1,182 1,328
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -945)
-80 -569 -58 -646 -116 -784 -743 -161 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 58.9 11.3 32.4 6.0 78.9 76.2 21.1 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
16 28 7 24 12 47 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,558
COMMITMENTS
10,175 9,652 6,353 12,098 6,759 28,626 22,764 7,932 13,794
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 714)
-757 -246 1,179 636 215 1,058 1,148 -344 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 26.4 17.4 33.1 18.5 78.3 62.3 21.7 37.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
43 53 48 46 49 121 127
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,895
COMMITMENTS
687 2,445 123 1,813 750 2,623 3,318 1,272 577
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 75)
-115 51 -3 50 -19 -68 29 143 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 62.8 3.2 46.5 19.3 67.3 85.2 32.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 7 5 8 6 15 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,490
COMMITMENTS
2,088 11,655 657 20,205 8,938 22,950 21,250 540 2,240
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 374)
3 247 1 314 1 318 249 56 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 49.6 2.8 86.0 38.1 97.7 90.5 2.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
12 26 13 18 18 40 47
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,238
COMMITMENTS
2,761 3,290 950 49,854 49,455 53,565 53,695 673 543
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -163)
29 -249 415 -612 -426 -168 -260 5 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 6.1 1.8 91.9 91.2 98.8 99.0 1.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 2 2 14 12 20 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 188,043
COMMITMENTS
28,509 75,592 20,524 118,341 49,009 167,374 145,125 20,669 42,918
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 28,551)
-997 -2,554 11,328 19,917 19,165 30,248 27,939 -1,697 612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 40.2 10.9 62.9 26.1 89.0 77.2 11.0 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 28 9 24 19 51 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,846
COMMITMENTS
19,039 15,257 141 11,602 3,994 30,782 19,392 7,064 18,454
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -3,091)
13,454 2,776 -3,037 -12,748 -1,956 -2,331 -2,217 -760 -874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 40.3 0.4 30.7 10.6 81.3 51.2 18.7 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 10 4 9 9 19 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,555
COMMITMENTS
21,749 77,034 1,514 104,727 44,500 127,990 123,048 2,565 7,507
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -57,682)
-1,131 -16,797 -18,091 -38,186 -22,702 -57,408 -57,590 -274 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 59.0 1.2 80.2 34.1 98.0 94.2 2.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
19 69 7 12 26 36 99
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 145,704
COMMITMENTS
43,206 46,825 1,398 82,581 68,882 127,185 117,105 18,519 28,599
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -41,290)
-303 -14,322 -7,925 -32,347 -15,138 -40,575 -37,385 -715 -3,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 32.1 1.0 56.7 47.3 87.3 80.4 12.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
29 30 6 19 28 50 62
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 166,081
COMMITMENTS
36,449 63,263 3,611 107,374 67,815 147,434 134,689 18,647 31,392
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -113,631)
-26,672 -6,520 -4,368 -78,490 -97,037 -109,530 -107,925 -4,101 -5,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 38.1 2.2 64.7 40.8 88.8 81.1 11.2 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
32 43 11 20 30 60 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 311,366
COMMITMENTS
63,416 147,618 6,744 201,476 99,066 271,636 253,428 39,730 57,938
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -71,821)
-12,299 -9,338 -6,449 -53,368 -47,333 -72,116 -63,120 295 -8,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 47.4 2.2 64.7 31.8 87.2 81.4 12.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
47 87 30 49 59 111 162
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,115
COMMITMENTS
12,219 17,979 298 8,574 1,751 21,091 20,028 1,024 2,087
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 2,898)
2,047 1,962 -2 950 724 2,995 2,684 -97 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.3 81.3 1.3 38.8 7.9 95.4 90.6 4.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 14 2 4 2 13 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,352
COMMITMENTS
22,462 24,556 223 9,043 3,282 31,728 28,061 1,624 5,291
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -4,973)
10,785 1,059 -2,062 -13,209 -3,290 -4,486 -4,293 -487 -680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.3 73.6 0.7 27.1 9.8 95.1 84.1 4.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
14 37 3 10 9 25 48
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,274
COMMITMENTS
4,376 5,401 24 2,548 576 6,948 6,001 326 1,273
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.2 74.3 0.3 35.0 7.9 95.5 82.5 4.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 11 2 3 3 8 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,112,223
COMMITMENTS
1672637 1257342 2179380 6422622 6533434 10274639 9970156 837,584 1142067
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -1,094,055)
45,422 -314,014 -206,072 -975,835 -482,914 -1136485 -1003000 42,430 -91,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 11.3 19.6 57.8 58.8 92.5 89.7 7.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
55 80 98 120 141 233 268
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 921,243
COMMITMENTS
79,327 114,527 28,265 638,357 599,209 745,950 742,001 175,294 179,242
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 73,074)
-5,735 -1,493 7,861 70,114 71,447 72,240 77,815 833 -4,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 12.4 3.1 69.3 65.0 81.0 80.5 19.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 595)
99 147 82 248 266 396 447
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 213,617
COMMITMENTS
18,452 1,872 1,432 159,686 90,649 179,570 93,953 34,047 119,664
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 21,937)
1,107 -1,046 1,191 15,523 26,802 17,821 26,947 4,116 -5,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 0.9 0.7 74.8 42.4 84.1 44.0 15.9 56.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 7 9 49 34 65 47
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,538,131
COMMITMENTS
346,836 605,736 91,706 2393356 2542800 2831898 3240242 706,233 297,889
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 255,683)
-29,244 2,730 28,386 272,955 223,225 272,097 254,341 -16,414 1,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 17.1 2.6 67.6 71.9 80.0 91.6 20.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
95 147 79 236 258 380 436
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,719
COMMITMENTS
8,009 3,662 835 71,018 79,609 79,862 84,106 8,857 4,613
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 1,010)
931 87 549 -603 168 877 804 133 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 4.1 0.9 80.0 89.7 90.0 94.8 10.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
10 6 3 46 43 57 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,703
COMMITMENTS
10,479 10,603 1,488 48,533 47,798 60,500 59,888 4,203 4,815
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 5,482)
1,354 321 40 3,946 5,210 5,341 5,571 141 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 16.4 2.3 75.0 73.9 93.5 92.6 6.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
42 55 17 72 77 125 139
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 323,515
COMMITMENTS
52,397 53,013 7,438 242,663 238,988 302,498 299,439 21,017 24,076
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 27,408)
6,772 1,605 202 19,731 26,049 26,705 27,856 703 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 16.4 2.3 75.0 73.9 93.5 92.6 6.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
42 55 17 72 77 125 139
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,879
COMMITMENTS
59,117 99,846 635 84,540 18,072 144,292 118,553 12,587 38,326
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -33,882)
9,045 -3,542 -8,817 -32,843 -14,627 -32,615 -26,986 -1,267 -6,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 63.6 0.4 53.9 11.5 92.0 75.6 8.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
21 40 6 19 12 42 56
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,086
COMMITMENTS
16,386 18,260 520 21,249 19,600 38,155 38,380 7,931 7,706
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -10,880)
-1,595 7,178 -1,925 -5,908 -19,000 -9,428 -13,747 -1,452 2,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 39.6 1.1 46.1 42.5 82.8 83.3 17.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 16 1 19 8 33 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 93,114
COMMITMENTS
39,676 6,312 1,050 43,352 24,477 84,078 31,839 9,036 61,275
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -31,923)
1,475 -5,393 -2,496 -30,151 -3,487 -31,172 -11,376 -751 -20,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 6.8 1.1 46.6 26.3 90.3 34.2 9.7 65.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
31 6 3 30 19 61 28
Updated September 18, 2015