BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,798
COMMITMENTS
561 1,118 280 3,037 2,511 3,878 3,909 920 889
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 351)
88 320 49 272 -22 409 347 -58 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 23.3 5.8 63.3 52.3 80.8 81.5 19.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 10 9 14 13 27 25
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,508
COMMITMENTS
15,409 8,937 488 10,967 11,148 26,864 20,573 2,644 8,935
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,115)
1,636 754 2 319 300 1,957 1,056 158 1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.2 30.3 1.7 37.2 37.8 91.0 69.7 9.0 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
19 26 15 24 18 49 53
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,052
COMMITMENTS
206 1,784 514 5,852 3,631 6,572 5,929 480 1,123
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 265)
68 54 40 407 77 515 171 -250 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 25.3 7.3 83.0 51.5 93.2 84.1 6.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 15 13 21 16 35 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 2,333
COMMITMENTS
487 196 229 1,370 1,230 2,086 1,655 247 678
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 8.4 9.8 58.7 52.7 89.4 70.9 10.6 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 4 6 8 13 12
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 177,113
COMMITMENTS
62,663 70,928 29,989 68,540 53,998 161,192 154,915 15,921 22,198
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -1,890)
321 1,043 343 -2,132 -1,446 -1,468 -60 -422 -1,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 40.0 16.9 38.7 30.5 91.0 87.5 9.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
86 93 84 62 67 201 204
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 248,936
COMMITMENTS
69,351 78,141 39,811 114,907 93,581 224,069 211,533 24,867 37,403
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -2,125)
339 -2,494 -204 -2,666 1,504 -2,531 -1,194 406 -931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 31.4 16.0 46.2 37.6 90.0 85.0 10.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
81 117 91 95 119 236 283
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,087
COMMITMENTS
1,234 1,635 776 896 744 2,906 3,155 1,181 932
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -280)
-25 -202 -63 -71 67 -159 -198 -121 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 40.0 19.0 21.9 18.2 71.1 77.2 28.9 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 18 12 14 16 40 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,640
COMMITMENTS
13,764 11,507 4,663 9,349 6,615 27,776 22,785 7,864 12,855
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,005)
663 223 317 -571 215 409 755 596 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 32.3 13.1 26.2 18.6 77.9 63.9 22.1 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
34 61 31 44 47 104 124
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,282
COMMITMENTS
620 3,737 100 2,662 160 3,382 3,997 900 285
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 393)
154 457 4 282 -57 440 404 -47 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 87.3 2.3 62.2 3.7 79.0 93.3 21.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 5 11 3 19 12
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,160
COMMITMENTS
3,011 16,440 614 24,202 8,667 27,827 25,721 333 2,439
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,504)
508 1,781 -13 1,990 450 2,485 2,218 19 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 58.4 2.2 85.9 30.8 98.8 91.3 1.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 31 13 20 19 42 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 45,112
COMMITMENTS
3,252 2,416 1,949 39,152 40,204 44,353 44,569 759 543
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,171)
788 75 1,949 -1,443 -766 1,294 1,258 -123 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 5.4 4.3 86.8 89.1 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 2 1 11 9 18 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 189,775
COMMITMENTS
44,262 95,271 4,779 118,379 46,407 167,420 146,457 22,355 43,318
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 26,918)
-4,514 6,357 204 31,681 21,686 27,371 28,247 -453 -1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 50.2 2.5 62.4 24.5 88.2 77.2 11.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 35 5 23 25 47 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,468
COMMITMENTS
29,710 27,759 186 16,596 4,812 46,492 32,757 5,976 19,711
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -24,790)
18,172 -9,319 -7,236 -35,765 -4,296 -24,829 -20,851 39 -3,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.6 52.9 0.4 31.6 9.2 88.6 62.4 11.4 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 12 6 9 10 19 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 144,451
COMMITMENTS
34,779 95,151 641 105,676 41,221 141,096 137,013 3,355 7,438
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -55,439)
-10,447 25,544 -32,101 -13,133 -49,754 -55,681 -56,311 242 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 65.9 0.4 73.2 28.5 97.7 94.9 2.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
23 62 4 17 20 44 82
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 165,845
COMMITMENTS
39,121 56,041 964 110,007 76,000 150,092 133,005 15,753 32,840
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -34,400)
-2,512 -9,494 -6,936 -24,637 -14,054 -34,085 -30,484 -315 -3,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 33.8 0.6 66.3 45.8 90.5 80.2 9.5 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
22 35 6 20 31 44 70
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 194,196
COMMITMENTS
37,301 63,881 3,311 134,622 92,036 175,234 159,228 18,962 34,968
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -51,859)
10,901 -30,569 -9,963 -55,160 811 -54,222 -39,721 2,363 -12,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 32.9 1.7 69.3 47.4 90.2 82.0 9.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
30 42 14 22 32 58 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 404,837
COMMITMENTS
71,295 231,256 4,695 275,052 89,741 351,042 325,692 53,795 79,145
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -70,084)
-9,083 -21,453 -21,188 -34,628 -22,831 -64,899 -65,472 -5,185 -4,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 57.1 1.2 67.9 22.2 86.7 80.5 13.3 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
50 100 29 52 57 114 174
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,707
COMMITMENTS
9,537 5,389 419 8,913 12,443 18,869 18,251 838 1,456
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -1,662)
-2,953 -1,717 15 1,293 -4 -1,645 -1,706 -17 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 27.3 2.1 45.2 63.1 95.7 92.6 4.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 10 2 4 3 9 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,626
COMMITMENTS
16,346 15,227 102 4,713 4,255 21,161 19,584 2,465 4,042
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -14,799)
-8,106 -344 -901 -5,538 -13,102 -14,545 -14,347 -254 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.2 64.5 0.4 19.9 18.0 89.6 82.9 10.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 20 2 9 9 29 30
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,232,911
COMMITMENTS
1496152 1614156 1668334 6373626 5926294 9538112 9208784 694,799 1024127
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -1,162,170)
-188,461 -321,614 -318,052 -717,968 -499,776 -1224481 -1139442 62,311 -22,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 15.8 16.3 62.3 57.9 93.2 90.0 6.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
40 84 93 114 137 220 255
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 757,425
COMMITMENTS
75,053 80,083 40,529 523,356 524,722 638,938 645,334 118,487 112,091
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 67,847)
3,131 -1,314 10,280 18,350 23,625 31,762 32,591 36,085 35,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 10.6 5.4 69.1 69.3 84.4 85.2 15.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
121 119 80 244 251 406 411
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 128,457
COMMITMENTS
15,035 4,995 3,473 63,753 79,654 82,261 88,122 46,196 40,335
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 25,526)
4,590 1,244 885 3,963 1,581 9,438 3,710 16,088 21,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 3.9 2.7 49.6 62.0 64.0 68.6 36.0 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 5 9 33 30 48 43
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,144,839
COMMITMENTS
339,645 414,993 145,727 2298013 2225341 2783385 2786061 361,454 358,778
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 211,607)
18,403 12,906 21,281 71,936 110,218 111,620 144,405 99,987 67,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 13.2 4.6 73.1 70.8 88.5 88.6 11.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564)
117 120 76 236 244 393 401
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,064
COMMITMENTS
9,484 2,805 410 73,126 85,613 83,020 88,828 10,044 4,236
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 5,572)
-1,712 -129 -50 7,980 5,070 6,218 4,891 -646 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 3.0 0.4 78.6 92.0 89.2 95.4 10.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 4 2 50 40 62 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 77,044
COMMITMENTS
19,540 7,236 1,579 51,677 65,965 72,796 74,780 4,248 2,264
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 9,599)
428 -1,075 96 10,573 12,325 11,098 11,346 -1,498 -1,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 9.4 2.0 67.1 85.6 94.5 97.1 5.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
66 37 17 84 72 158 118
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 385,220
COMMITMENTS
97,699 36,182 7,896 258,383 329,823 363,978 373,901 21,242 11,319
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 47,996)
2,142 -5,377 482 52,864 61,626 55,488 56,731 -7,492 -8,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 9.4 2.0 67.1 85.6 94.5 97.1 5.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
66 37 17 84 72 158 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,538
COMMITMENTS
61,956 72,408 322 31,733 10,352 94,011 83,082 16,527 27,456
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -51,601)
14,260 -8,867 -7,744 -56,437 -33,700 -49,921 -50,311 -1,680 -1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 65.5 0.3 28.7 9.4 85.0 75.2 15.0 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 39 5 17 15 38 56
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,828
COMMITMENTS
19,024 7,803 139 20,064 37,358 39,227 45,300 9,601 3,528
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -16,887)
-1,616 -10,648 -1,718 -10,452 441 -13,786 -11,925 -3,101 -4,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 16.0 0.3 41.1 76.5 80.3 92.8 19.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 10 1 15 12 35 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 67,593
COMMITMENTS
21,002 9,370 155 37,090 11,933 58,247 21,458 9,346 46,135
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -39,136)
-21,797 -2,098 -2,659 -5,187 -19,296 -29,643 -24,053 -9,493 -15,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 13.9 0.2 54.9 17.7 86.2 31.7 13.8 68.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
28 5 3 30 15 59 22
Updated December 18, 2015