BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,630
COMMITMENTS
551 647 185 3,865 3,906 4,601 4,738 1,029 892
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -16)
8 -22 1 35 -58 44 -79 -60 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 11.5 3.3 68.7 69.4 81.7 84.2 18.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 9 7 12 13 21 23
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,115
COMMITMENTS
11,623 6,486 700 12,254 13,094 24,577 20,280 2,538 6,835
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 496)
221 201 72 172 7 465 280 31 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 23.9 2.6 45.2 48.3 90.6 74.8 9.4 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 23 22 24 25 53 58
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,252
COMMITMENTS
218 939 389 4,823 3,930 5,430 5,258 822 994
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 93)
35 -45 22 38 178 95 155 -2 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 15.0 6.2 77.1 62.9 86.9 84.1 13.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 16 12 19 13 32 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 195,171
COMMITMENTS
68,429 46,506 33,907 73,803 86,780 176,139 167,193 19,032 27,978
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -3,816)
-5,662 -1,567 2,178 2,090 -2,737 -1,394 -2,126 -2,422 -1,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 23.8 17.4 37.8 44.5 90.2 85.7 9.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
90 82 95 68 77 218 211
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 256,978
COMMITMENTS
62,392 74,895 47,336 119,973 93,260 229,701 215,491 27,277 41,487
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,569)
1,459 -5,893 2,041 -1,280 3,698 2,220 -154 349 2,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 29.1 18.4 46.7 36.3 89.4 83.9 10.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
92 133 133 103 117 279 318
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,483
COMMITMENTS
1,643 2,062 533 1,024 889 3,200 3,484 1,283 999
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -510)
115 -366 -237 -382 77 -504 -526 -6 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 46.0 11.9 22.8 19.8 71.4 77.7 28.6 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
16 21 6 19 16 41 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,313
COMMITMENTS
10,749 9,519 3,754 12,115 7,507 26,618 20,780 7,695 13,533
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 547)
1,098 -597 -528 24 608 594 -517 -47 1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 27.7 10.9 35.3 21.9 77.6 60.6 22.4 39.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
42 56 44 52 56 121 133
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,645
COMMITMENTS
712 2,475 96 1,851 570 2,659 3,141 986 504
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 29)
0 34 -1 11 -57 10 -24 19 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 67.9 2.6 50.8 15.6 72.9 86.2 27.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 9 7 9 6 19 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,182
COMMITMENTS
1,954 11,955 906 20,962 8,796 23,822 21,657 360 2,525
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 463)
108 555 10 378 -156 496 409 -33 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 49.4 3.7 86.7 36.4 98.5 89.6 1.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
13 27 15 19 18 43 49
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,440
COMMITMENTS
3,433 1,343 0 29,311 31,415 32,744 32,758 696 682
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -155)
-369 -385 0 127 -39 -242 -424 87 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 4.0 0.0 87.7 93.9 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 3 0 11 8 16 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,885
COMMITMENTS
34,134 53,029 2,139 65,506 33,537 101,779 88,705 21,106 34,180
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,737)
2,766 -5,451 429 2,192 4,773 5,387 -249 -3,650 1,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 43.2 1.7 53.3 27.3 82.8 72.2 17.2 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
22 21 7 19 23 43 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,453
COMMITMENTS
13,947 12,448 184 16,771 4,359 30,902 16,991 7,551 21,462
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 2,825)
1,950 1,076 45 2,242 -3,435 4,237 -2,314 -1,412 5,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 32.4 0.5 43.6 11.3 80.4 44.2 19.6 55.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 11 5 9 7 21 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 136,629
COMMITMENTS
52,078 52,161 10,315 70,390 68,148 132,783 130,624 3,846 6,005
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 16,674)
1,451 918 5,698 9,390 10,273 16,539 16,889 135 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 38.2 7.5 51.5 49.9 97.2 95.6 2.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
31 46 11 14 28 54 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 153,453
COMMITMENTS
47,986 43,852 2,191 84,486 76,791 134,663 122,834 18,790 30,619
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -4,590)
-5,491 -2,088 878 1,713 -6,327 -2,900 -7,537 -1,690 2,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 28.6 1.4 55.1 50.0 87.8 80.0 12.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 27 10 23 30 55 64
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 189,472
COMMITMENTS
36,437 70,348 5,928 128,969 73,765 171,334 150,041 18,138 39,431
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 5,191)
-12,310 17,962 2,413 19,968 -22,169 10,071 -1,794 -4,880 6,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 37.1 3.1 68.1 38.9 90.4 79.2 9.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
33 49 11 24 32 64 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 380,564
COMMITMENTS
70,351 176,285 6,349 261,683 127,233 338,383 309,867 42,181 70,697
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 23,431)
-5,940 37,428 -741 32,061 -23,060 25,380 13,627 -1,949 9,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 46.3 1.7 68.8 33.4 88.9 81.4 11.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
51 100 30 52 51 116 169
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,282
COMMITMENTS
18,643 18,712 391 3,381 2,793 22,415 21,896 867 1,386
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -352)
-4 7 74 -420 -279 -350 -198 -2 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.1 80.4 1.7 14.5 12.0 96.3 94.0 3.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 18 4 2 4 10 22
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,743
COMMITMENTS
20,339 14,750 102 9,123 12,152 29,564 27,004 2,179 4,739
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,601)
892 -938 35 907 2,518 1,834 1,615 -233 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.1 46.5 0.3 28.7 38.3 93.1 85.1 6.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 33 2 10 12 27 46
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,147,352
COMMITMENTS
1769461 1392431 1950276 6604825 6673991 10324562 10016698 822,790 1130654
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 164,784)
67,340 233,128 -35,383 131,755 -43,058 163,712 154,687 1,072 10,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 12.5 17.5 59.3 59.9 92.6 89.9 7.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
53 80 101 129 150 246 278
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 668,152
COMMITMENTS
78,128 102,501 18,678 484,428 449,376 581,234 570,555 86,917 97,597
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -31,873)
4,358 -12,250 -401 -15,830 -1,663 -11,873 -14,313 -20,000 -17,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 15.3 2.8 72.5 67.3 87.0 85.4 13.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582)
110 123 56 236 253 378 400
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 98,974
COMMITMENTS
12,207 3,372 214 57,536 59,985 69,957 63,571 29,017 35,403
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -5,320)
-1,579 501 -128 -2,026 12,633 -3,733 13,006 -1,587 -18,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 3.4 0.2 58.1 60.6 70.7 64.2 29.3 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
15 2 3 34 29 50 33
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,845,888
COMMITMENTS
345,929 511,968 75,997 2134461 1946955 2556387 2534920 289,501 310,968
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -132,765)
25,175 -68,262 3,144 -69,021 -71,478 -40,702 -136,596 -92,063 3,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 18.0 2.7 75.0 68.4 89.8 89.1 10.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
104 126 52 222 242 357 389
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,016
COMMITMENTS
6,020 7,280 727 66,024 72,206 72,771 80,213 11,245 3,803
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 689)
-354 876 441 -1,204 -665 -1,117 652 1,806 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 8.7 0.9 78.6 85.9 86.6 95.5 13.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
11 10 3 40 37 53 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,871
COMMITMENTS
18,064 6,701 732 40,851 52,230 59,647 59,663 5,223 5,208
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 7,198)
2,867 -2,486 457 3,573 8,790 6,897 6,761 300 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 10.3 1.1 63.0 80.5 91.9 92.0 8.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
58 39 12 68 74 131 120
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 324,354
COMMITMENTS
90,320 33,503 3,661 204,256 261,151 298,237 298,315 26,117 26,039
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 35,989)
14,336 -12,431 2,286 17,865 43,951 34,487 33,806 1,502 2,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 10.3 1.1 63.0 80.5 91.9 92.0 8.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
58 39 12 68 74 131 120
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 141,008
COMMITMENTS
44,835 81,187 492 80,227 31,082 125,554 112,761 15,454 28,247
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 641)
1,540 -520 -106 -692 799 742 173 -101 468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 57.6 0.3 56.9 22.0 89.0 80.0 11.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 40 2 16 20 33 62
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,546
COMMITMENTS
20,816 23,719 333 23,506 20,241 44,655 44,293 7,891 8,253
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 3,060)
-15 2,279 -127 2,874 1,281 2,732 3,433 328 -373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 45.1 0.6 44.7 38.5 85.0 84.3 15.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 18 3 22 12 41 32
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 93,269
COMMITMENTS
48,566 14,305 710 33,137 25,359 82,413 40,374 10,856 52,895
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 5,471)
2,093 2,385 -356 3,758 2,524 5,495 4,553 -24 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 15.3 0.8 35.5 27.2 88.4 43.3 11.6 56.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
41 7 5 34 18 78 27
Updated October 30, 2015