BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,702
COMMITMENTS
590 610 159 3,874 3,886 4,623 4,655 1,079 1,047
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 72)
39 -37 -26 9 -20 22 -83 50 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 10.7 2.8 67.9 68.2 81.1 81.6 18.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 8 6 12 14 20 23
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,897
COMMITMENTS
12,959 7,193 788 12,570 13,505 26,317 21,486 2,580 7,411
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,782)
1,336 707 88 316 411 1,740 1,206 42 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 24.9 2.7 43.5 46.7 91.1 74.4 8.9 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
18 27 23 24 25 54 63
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,769
COMMITMENTS
166 1,178 468 5,506 4,102 6,140 5,748 629 1,021
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 517)
-52 239 79 683 172 710 490 -193 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 17.4 6.9 81.3 60.6 90.7 84.9 9.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 17 11 20 12 32 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 203,242
COMMITMENTS
70,266 58,679 35,045 76,521 81,155 181,832 174,879 21,410 28,363
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 8,071)
1,837 12,173 1,138 2,718 -5,625 5,693 7,686 2,378 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 28.9 17.2 37.7 39.9 89.5 86.0 10.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
89 90 97 62 74 211 215
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,672
COMMITMENTS
63,984 75,210 53,655 119,220 95,652 236,859 224,517 29,813 42,155
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 9,694)
1,592 315 6,319 -753 2,392 7,158 9,026 2,536 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 28.2 20.1 44.7 35.9 88.8 84.2 11.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
92 131 131 104 119 279 318
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,036
COMMITMENTS
1,472 1,846 506 972 753 2,950 3,105 1,086 931
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -447)
-171 -216 -27 -52 -136 -250 -379 -197 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 45.7 12.5 24.1 18.7 73.1 76.9 26.9 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 22 7 18 15 40 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,198
COMMITMENTS
10,851 9,678 3,553 12,535 7,628 26,939 20,859 7,259 13,339
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -115)
102 159 -201 420 121 321 79 -436 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 28.3 10.4 36.7 22.3 78.8 61.0 21.2 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
37 57 41 51 52 118 125
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 3,839
COMMITMENTS
762 2,752 118 1,893 461 2,773 3,331 1,066 508
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 194)
50 277 22 42 -109 114 190 80 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 71.7 3.1 49.3 12.0 72.2 86.8 27.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 9 8 9 4 20 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 25,472
COMMITMENTS
2,273 12,877 946 21,868 8,977 25,087 22,800 385 2,672
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,290)
319 922 40 906 181 1,265 1,143 25 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 50.6 3.7 85.9 35.2 98.5 89.5 1.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
14 25 14 20 18 44 47
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 38,861
COMMITMENTS
3,495 1,442 0 34,564 36,929 38,059 38,371 802 490
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 5,421)
62 99 0 5,253 5,514 5,315 5,613 106 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 3.7 0.0 88.9 95.0 97.9 98.7 2.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 3 0 11 11 16 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 119,629
COMMITMENTS
32,017 51,508 1,972 65,076 32,432 99,065 85,912 20,564 33,717
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -3,256)
-2,117 -1,521 -167 -430 -1,105 -2,714 -2,793 -542 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 43.1 1.6 54.4 27.1 82.8 71.8 17.2 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
24 21 7 20 21 45 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,953
COMMITMENTS
17,792 24,827 244 27,322 4,874 45,358 29,945 6,595 22,008
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 13,500)
3,845 12,379 60 10,551 515 14,456 12,954 -956 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 47.8 0.5 52.6 9.4 87.3 57.6 12.7 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 15 7 13 9 26 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 148,844
COMMITMENTS
52,097 52,832 17,025 75,183 73,159 144,305 143,016 4,539 5,828
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 12,215)
19 671 6,710 4,793 5,011 11,522 12,392 693 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 35.5 11.4 50.5 49.2 97.0 96.1 3.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
35 44 9 14 27 54 76
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 151,194
COMMITMENTS
45,775 45,587 1,441 83,950 76,220 131,166 123,248 20,028 27,946
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -2,259)
-2,211 1,735 -750 -536 -571 -3,497 414 1,238 -2,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 30.2 1.0 55.5 50.4 86.8 81.5 13.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
34 26 11 22 31 61 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 204,271
COMMITMENTS
41,489 85,276 5,007 140,770 75,643 187,266 165,926 17,005 38,345
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 14,799)
5,052 14,928 -921 11,801 1,878 15,932 15,885 -1,133 -1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 41.7 2.5 68.9 37.0 91.7 81.2 8.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
34 51 14 26 32 69 88
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 405,462
COMMITMENTS
72,883 207,217 4,525 288,232 119,288 365,640 331,030 39,822 74,432
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 24,898)
2,532 30,932 -1,824 26,549 -7,945 27,257 21,163 -2,359 3,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 51.1 1.1 71.1 29.4 90.2 81.6 9.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
51 105 31 55 51 122 172
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,277
COMMITMENTS
16,160 14,460 13 3,294 4,216 19,467 18,689 810 1,588
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -3,005)
-2,483 -4,252 -378 -87 1,423 -2,948 -3,207 -57 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.7 71.3 0.1 16.2 20.8 96.0 92.2 4.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 14 2 3 3 8 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,539
COMMITMENTS
21,266 14,648 102 9,013 13,079 30,381 27,829 2,158 4,710
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 796)
927 -102 0 -110 927 817 825 -21 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.4 45.0 0.3 27.7 40.2 93.4 85.5 6.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 26 2 10 14 27 41
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,353
COMMITMENTS
2,319 5,474 23 4,627 560 6,969 6,057 384 1,296
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 74.4 0.3 62.9 7.6 94.8 82.4 5.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 13 1 6 3 9 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,295,409
COMMITMENTS
1639826 1630953 2039968 6838470 6508579 10518264 10179500 777,145 1115909
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 148,057)
-129,635 238,522 89,692 233,645 -165,412 193,702 162,802 -45,645 -14,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 14.4 18.1 60.5 57.6 93.1 90.1 6.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
47 85 96 132 154 242 278
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 671,878
COMMITMENTS
74,884 101,006 20,216 494,388 457,567 589,488 578,788 82,390 93,090
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 3,726)
-3,244 -1,495 1,538 9,960 8,191 8,254 8,233 -4,528 -4,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 15.0 3.0 73.6 68.1 87.7 86.1 12.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
105 131 61 231 253 367 414
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 99,822
COMMITMENTS
9,973 4,576 313 57,083 65,640 67,369 70,529 32,453 29,293
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 848)
-2,234 1,204 99 -453 5,655 -2,588 6,958 3,436 -6,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 4.6 0.3 57.2 65.8 67.5 70.7 32.5 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 6 3 33 31 45 39
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,860,279
COMMITMENTS
333,999 491,592 90,070 2186527 1959633 2610596 2541295 249,683 318,984
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 14,391)
-11,930 -20,376 14,073 52,066 12,678 54,209 6,375 -39,818 8,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 17.2 3.1 76.4 68.5 91.3 88.8 8.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
101 131 56 217 240 346 399
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,298
COMMITMENTS
6,112 3,604 1,742 67,268 75,311 75,122 80,657 10,176 4,641
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,282)
92 -3,676 1,015 1,244 3,105 2,351 444 -1,069 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 4.2 2.0 78.9 88.3 88.1 94.6 11.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 5 2 42 38 55 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,337
COMMITMENTS
19,984 5,956 995 41,855 56,238 62,835 63,190 5,503 5,148
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 3,467)
1,920 -744 263 1,004 4,008 3,187 3,527 279 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 8.7 1.5 61.2 82.3 91.9 92.5 8.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
69 37 13 65 78 137 125
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 341,687
COMMITMENTS
99,922 29,781 4,977 209,274 281,190 314,173 315,948 27,514 25,739
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 17,333)
9,602 -3,722 1,316 5,018 20,039 15,936 17,633 1,397 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 8.7 1.5 61.2 82.3 91.9 92.5 8.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
69 37 13 65 78 137 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 145,861
COMMITMENTS
49,856 88,481 516 84,261 24,766 134,633 113,763 11,228 32,098
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 4,853)
5,021 7,294 24 4,034 -6,316 9,079 1,002 -4,226 3,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 60.7 0.4 57.8 17.0 92.3 78.0 7.7 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
20 43 4 21 20 42 66
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 51,565
COMMITMENTS
19,557 22,138 588 23,131 21,713 43,276 44,439 8,289 7,126
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -981)
-1,259 -1,581 255 -375 1,472 -1,379 146 398 -1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 42.9 1.1 44.9 42.1 83.9 86.2 16.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 14 3 23 11 40 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| 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: 94,069
COMMITMENTS
47,465 16,363 1,055 34,850 26,500 83,370 43,918 10,699 50,151
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 800)
-1,101 2,058 345 1,713 1,141 957 3,544 -157 -2,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.5 17.4 1.1 37.0 28.2 88.6 46.7 11.4 53.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
42 12 6 32 17 78 31
Updated November 6, 2015