BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,030
COMMITMENTS
928 814 1,013 5,825 6,188 7,766 8,015 1,264 1,015
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 505)
175 -37 95 90 337 361 395 144 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 9.0 11.2 64.5 68.5 86.0 88.8 14.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 8 10 18 18 30 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,236
COMMITMENTS
13,685 3,361 9,202 20,028 21,031 42,915 33,593 4,321 13,643
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 3,337)
1,506 363 597 932 1,758 3,035 2,718 302 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 7.1 19.5 42.4 44.5 90.9 71.1 9.1 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
18 21 30 38 32 73 66
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,760
COMMITMENTS
330 1,173 2,102 7,140 6,201 9,572 9,476 1,189 1,285
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 1,385)
223 152 405 681 848 1,309 1,406 76 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 10.9 19.5 66.4 57.6 89.0 88.1 11.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 15 9 22 14 33 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,174
COMMITMENTS
115 955 590 2,870 1,278 3,575 2,823 599 1,351
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 593)
-9 409 40 471 111 503 561 90 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 22.9 14.1 68.8 30.6 85.6 67.6 14.4 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 7 7 10 8 17 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,727
COMMITMENTS
69,043 54,227 87,990 90,463 88,552 247,496 230,769 19,231 35,959
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -23,440)
-1,244 -3,010 -14,211 -6,542 -6,048 -21,997 -23,269 -1,443 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 20.3 33.0 33.9 33.2 92.8 86.5 7.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
97 92 113 79 80 243 226
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 307,792
COMMITMENTS
76,444 31,948 86,819 110,261 140,228 273,525 258,995 34,267 48,797
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 7,099)
-7,749 8,873 6,050 6,139 -9,020 4,439 5,903 2,660 1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 10.4 28.2 35.8 45.6 88.9 84.1 11.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
133 74 136 129 139 325 304
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,754
COMMITMENTS
1,439 1,726 908 1,360 1,087 3,707 3,721 1,047 1,033
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 375)
-21 177 61 217 -22 256 216 119 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 36.3 19.1 28.6 22.9 78.0 78.3 22.0 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
21 19 11 22 17 47 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,833
COMMITMENTS
15,303 6,908 15,041 15,849 15,208 46,194 37,157 10,639 19,676
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 1,292)
924 613 60 245 548 1,229 1,221 63 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 12.2 26.5 27.9 26.8 81.3 65.4 18.7 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
80 45 75 74 86 187 178
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,203
COMMITMENTS
691 3,319 271 3,001 1,044 3,963 4,635 1,240 568
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 227)
53 311 -19 120 -89 154 204 72 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 63.8 5.2 57.7 20.1 76.2 89.1 23.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 7 3 10 5 17 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,683
COMMITMENTS
2,161 16,147 3,778 27,808 10,891 33,747 30,817 936 3,867
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 3,295)
203 1,871 308 2,732 701 3,244 2,881 51 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 46.6 10.9 80.2 31.4 97.3 88.9 2.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 33 26 21 17 54 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 49,064
COMMITMENTS
2,313 3,970 536 45,883 43,991 48,732 48,497 332 567
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -2,506)
101 -243 0 -2,631 -2,206 -2,530 -2,449 24 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 8.1 1.1 93.5 89.7 99.3 98.8 0.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 5 2 10 12 20 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,563
COMMITMENTS
40,222 84,346 12,925 94,849 28,195 147,996 125,467 24,567 47,097
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 19,631)
4,062 5,943 3,743 11,748 5,958 19,553 15,644 78 3,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 48.9 7.5 55.0 16.3 85.8 72.7 14.2 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 35 19 24 26 55 74
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 30,772
COMMITMENTS
9,881 5,664 1,348 10,793 5,079 22,022 12,090 8,750 18,682
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 6,429)
3,383 2,930 294 4,091 -594 7,768 2,630 -1,339 3,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 18.4 4.4 35.1 16.5 71.6 39.3 28.4 60.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 7 3 9 8 21 16
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,958
COMMITMENTS
21,370 102,822 23,576 141,819 54,868 186,765 181,265 3,193 8,693
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 36,088)
1,419 10,152 14,070 20,510 11,134 35,999 35,356 89 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 54.1 12.4 74.7 28.9 98.3 95.4 1.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
23 77 10 22 23 52 104
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 188,476
COMMITMENTS
35,331 56,698 15,839 113,023 93,365 164,193 165,902 24,283 22,574
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 6,644)
3,463 360 -1,248 4,393 8,555 6,608 7,667 36 -1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 30.1 8.4 60.0 49.5 87.1 88.0 12.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
33 35 25 27 39 73 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 279,599
COMMITMENTS
50,970 112,832 19,261 192,201 91,918 262,431 224,012 17,168 55,588
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 4,573)
1,928 15,879 1,063 2,516 -13,053 5,507 3,890 -934 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 40.4 6.9 68.7 32.9 93.9 80.1 6.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
27 63 26 31 38 71 114
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 450,039
COMMITMENTS
61,690 175,476 60,336 284,037 127,158 406,062 362,970 43,976 87,068
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 14,004)
2,860 9,111 2,322 8,835 -2,232 14,017 9,202 -13 4,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 39.0 13.4 63.1 28.3 90.2 80.7 9.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
52 108 73 53 63 152 198
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 22,552
COMMITMENTS
14,347 8,141 3,726 3,647 9,334 21,720 21,201 832 1,351
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 4,428)
3,900 1,236 686 30 2,413 4,616 4,335 -188 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.6 36.1 16.5 16.2 41.4 96.3 94.0 3.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 8 4 2 5 13 13
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 38,544
COMMITMENTS
13,200 29,154 270 22,843 2,306 36,313 31,730 2,231 6,814
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -3,767)
-304 -4,004 -95 -3,064 -64 -3,463 -4,163 -304 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 75.6 0.7 59.3 6.0 94.2 82.3 5.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 51 6 11 9 27 63
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,833,339
COMMITMENTS
1748114 1479357 6706383 8512666 8301325 16967164 16487065 866,175 1346274
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 228,793)
-37,206 -29,712 208,433 69,216 60,865 240,443 239,586 -11,649 -10,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.3 37.6 47.7 46.5 95.1 92.5 4.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
58 95 118 138 148 270 290
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 792,396
COMMITMENTS
83,459 90,717 69,873 520,941 516,383 674,272 676,973 118,124 115,424
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -14,005)
5,898 -3,093 -5,172 -11,926 -1,797 -11,200 -10,062 -2,805 -3,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 11.4 8.8 65.7 65.2 85.1 85.4 14.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
141 133 145 242 251 457 456
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 163,616
COMMITMENTS
10,570 2,508 22,607 91,423 83,349 124,600 108,464 39,016 55,152
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -1,947)
-1,938 -315 636 -1,542 3,179 -2,844 3,499 898 -5,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.5 13.8 55.9 50.9 76.2 66.3 23.8 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 14 25 44 40 77 65
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,143,902
COMMITMENTS
372,525 449,124 228,249 2147587 2165170 2748361 2842543 395,541 301,359
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -60,291)
32,514 -20,553 -22,374 -51,920 -24,879 -41,779 -67,805 -18,512 7,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 14.3 7.3 68.3 68.9 87.4 90.4 12.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589)
134 126 134 231 242 430 437
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 80,842
COMMITMENTS
8,293 3,681 1,576 60,331 72,068 70,200 77,325 10,642 3,517
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 897)
1,436 1,106 276 -776 -1,018 936 364 -39 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 4.6 1.9 74.6 89.1 86.8 95.6 13.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
14 5 3 50 35 64 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 70,507
COMMITMENTS
23,674 6,571 1,353 39,408 57,708 64,435 65,632 6,072 4,876
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 8,130)
7,311 1,070 -221 562 6,801 7,651 7,649 479 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 9.3 1.9 55.9 81.8 91.4 93.1 8.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
71 47 18 72 67 151 124
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 352,537
COMMITMENTS
118,370 32,855 6,764 197,041 288,538 322,175 328,158 30,362 24,380
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 40,650)
36,553 5,349 -1,106 2,809 34,004 38,256 38,247 2,395 2,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 9.3 1.9 55.9 81.8 91.4 93.1 8.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
71 47 18 72 67 151 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 177,187
COMMITMENTS
51,391 92,256 9,994 100,075 29,000 161,459 131,250 15,727 45,936
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 12,814)
-3,582 3,786 1,611 15,825 4,571 13,855 9,968 -1,041 2,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 52.1 5.6 56.5 16.4 91.1 74.1 8.9 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
19 46 18 21 23 51 76
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,757
COMMITMENTS
15,244 14,129 400 29,570 36,467 45,214 50,996 10,543 4,761
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -368)
-1,401 442 400 221 362 -780 1,204 412 -1,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 25.3 0.7 53.0 65.4 81.1 91.5 18.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 11 2 25 9 44 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 115,359
COMMITMENTS
42,445 10,694 544 63,166 8,317 106,155 19,555 9,204 95,804
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 5,063)
2,477 2,081 151 1,523 355 4,151 2,587 912 2,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 9.3 0.5 54.8 7.2 92.0 17.0 8.0 83.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
32 14 5 32 17 67 33
Updated July 24, 2015