BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,188
COMMITMENTS
1,002 742 1,029 5,840 6,373 7,871 8,143 1,317 1,045
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 158)
75 -72 16 15 185 105 128 53 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 8.1 11.2 63.6 69.4 85.7 88.6 14.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 9 10 18 18 30 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,504
COMMITMENTS
14,135 3,514 10,121 20,917 21,851 45,173 35,487 4,331 14,018
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 2,268)
449 154 919 890 820 2,258 1,893 10 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 7.1 20.4 42.3 44.1 91.3 71.7 8.7 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 20 33 38 31 76 67
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,604
COMMITMENTS
509 1,299 2,404 7,551 6,573 10,464 10,276 1,140 1,329
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 844)
179 126 302 411 371 892 800 -49 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 11.2 20.7 65.1 56.6 90.2 88.6 9.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 16 11 22 14 35 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,575
COMMITMENTS
116 1,388 571 3,320 1,285 4,007 3,244 568 1,331
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 401)
1 432 -19 450 7 432 420 -31 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 30.3 12.5 72.6 28.1 87.6 70.9 12.4 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 8 8 11 8 19 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 274,754
COMMITMENTS
71,930 52,494 95,848 87,191 90,891 254,969 239,233 19,784 35,520
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 8,026)
2,887 -1,733 7,858 -3,272 2,339 7,474 8,465 553 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 19.1 34.9 31.7 33.1 92.8 87.1 7.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
97 102 121 80 78 254 235
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 319,259
COMMITMENTS
77,429 47,617 92,497 114,658 133,206 284,584 273,320 34,675 45,940
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 11,468)
985 15,669 5,678 4,397 -7,022 11,059 14,325 408 -2,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 14.9 29.0 35.9 41.7 89.1 85.6 10.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
128 78 146 131 136 335 307
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,510
COMMITMENTS
1,424 2,304 1,025 1,881 1,067 4,330 4,396 1,180 1,114
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 756)
-15 577 117 521 -20 624 675 133 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 41.8 18.6 34.1 19.4 78.6 79.8 21.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 23 13 26 16 51 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,422
COMMITMENTS
15,122 7,378 15,439 16,102 15,659 46,663 38,475 10,759 18,947
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 589)
-181 470 397 253 451 469 1,319 120 -729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 12.8 26.9 28.0 27.3 81.3 67.0 18.7 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
74 45 71 80 82 186 170
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,342
COMMITMENTS
699 3,348 297 3,018 1,086 4,014 4,732 1,328 610
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 139)
8 29 26 17 42 51 97 88 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 62.7 5.6 56.5 20.3 75.1 88.6 24.9 11.4
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 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,013
COMMITMENTS
2,172 17,301 3,955 28,938 10,951 35,065 32,207 948 3,806
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 1,330)
11 1,154 177 1,130 60 1,318 1,391 12 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 48.0 11.0 80.4 30.4 97.4 89.4 2.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 38 25 21 18 53 61
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 48,856
COMMITMENTS
2,389 3,494 536 45,572 44,044 48,497 48,074 359 782
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -209)
75 -476 0 -311 52 -236 -424 27 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 7.2 1.1 93.3 90.2 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 4 2 10 12 19 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 183,312
COMMITMENTS
33,313 90,887 14,287 113,329 31,902 160,929 137,076 22,383 46,236
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 10,749)
-6,909 6,541 1,361 18,480 3,707 12,933 11,609 -2,184 -860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 49.6 7.8 61.8 17.4 87.8 74.8 12.2 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
25 41 20 26 26 58 81
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 34,832
COMMITMENTS
9,427 8,823 1,842 15,743 5,080 27,012 15,745 7,820 19,086
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 4,059)
-454 3,159 494 4,949 2 4,989 3,655 -930 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 25.3 5.3 45.2 14.6 77.5 45.2 22.5 54.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 9 4 9 8 18 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 196,806
COMMITMENTS
21,761 110,789 23,796 148,288 53,768 193,845 188,353 2,961 8,453
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 6,848)
391 7,967 221 6,469 -1,100 7,080 7,088 -232 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 56.3 12.1 75.3 27.3 98.5 95.7 1.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
21 76 12 25 22 53 105
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 196,440
COMMITMENTS
43,283 53,822 16,102 110,817 104,639 170,201 174,563 26,239 21,877
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 7,964)
7,951 -2,876 263 -2,206 11,274 6,008 8,661 1,956 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 27.4 8.2 56.4 53.3 86.6 88.9 13.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
31 39 23 27 40 73 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 276,632
COMMITMENTS
46,307 109,652 19,270 192,988 93,149 258,565 222,071 18,067 54,561
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -2,967)
-4,663 -3,181 9 787 1,231 -3,866 -1,941 899 -1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 39.6 7.0 69.8 33.7 93.5 80.3 6.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
29 61 26 29 37 68 114
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 439,231
COMMITMENTS
63,592 167,469 59,682 273,056 129,164 396,330 356,315 42,901 82,916
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -10,807)
1,902 -8,007 -654 -10,981 2,006 -9,733 -6,655 -1,075 -4,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 38.1 13.6 62.2 29.4 90.2 81.1 9.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
52 115 77 54 65 162 202
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,303
COMMITMENTS
8,221 8,214 3,033 8,424 7,020 19,678 18,267 625 2,036
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -2,249)
-6,126 73 -693 4,777 -2,314 -2,042 -2,934 -207 685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 40.5 14.9 41.5 34.6 96.9 90.0 3.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 10 2 4 5 12 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,487
COMMITMENTS
13,550 26,315 233 21,230 4,189 35,013 30,737 2,474 6,750
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -1,057)
350 -2,839 -37 -1,613 1,883 -1,300 -993 243 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 70.2 0.6 56.6 11.2 93.4 82.0 6.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 44 4 12 11 28 57
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 8,362
COMMITMENTS
2,605 6,069 23 5,347 888 7,975 6,980 387 1,382
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 72.6 0.3 63.9 10.6 95.4 83.5 4.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 13 1 4 3 8 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,350,141
COMMITMENTS
1680305 1532695 6953603 8810670 8521305 17444579 17007603 905,562 1342538
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 516,802)
-67,809 53,338 247,220 298,004 219,980 477,415 520,538 39,387 -3,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 8.4 37.9 48.0 46.4 95.1 92.7 4.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
57 97 118 142 150 273 294
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 804,404
COMMITMENTS
82,765 93,074 69,897 531,564 529,106 684,226 692,077 120,179 112,327
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 12,008)
-694 2,357 25 10,623 12,723 9,953 15,105 2,054 -3,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 11.6 8.7 66.1 65.8 85.1 86.0 14.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 630)
150 137 153 247 256 473 471
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 159,964
COMMITMENTS
10,087 4,088 20,238 88,915 81,490 119,240 105,816 40,724 54,148
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -3,652)
-482 1,580 -2,369 -2,508 -1,859 -5,360 -2,648 1,708 -1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.6 12.7 55.6 50.9 74.5 66.2 25.5 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
14 18 25 45 42 78 68
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,222,201
COMMITMENTS
380,094 461,636 231,590 2213245 2238079 2824929 2931305 397,272 290,896
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 78,300)
7,569 12,512 3,341 65,658 72,909 76,568 88,763 1,731 -10,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 14.3 7.2 68.7 69.5 87.7 91.0 12.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
145 127 143 234 245 444 450
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 80,738
COMMITMENTS
7,312 3,904 1,070 61,546 71,853 69,928 76,827 10,810 3,911
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -104)
-981 223 -506 1,215 -215 -272 -498 168 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 4.8 1.3 76.2 89.0 86.6 95.2 13.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
11 5 3 51 34 62 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 73,727
COMMITMENTS
24,258 6,169 1,394 41,622 62,481 67,274 70,043 6,453 3,683
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 3,219)
584 -402 41 2,214 4,773 2,839 4,412 380 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 8.4 1.9 56.5 84.7 91.2 95.0 8.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
79 39 17 76 70 161 120
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 368,633
COMMITMENTS
121,289 30,845 6,968 208,112 312,404 336,369 350,217 32,264 18,415
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 16,095)
2,919 -2,010 204 11,071 23,866 14,194 22,060 1,901 -5,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 8.4 1.9 56.5 84.7 91.2 95.0 8.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
79 39 17 76 70 161 120
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 187,314
COMMITMENTS
46,572 96,318 11,490 112,276 31,006 170,338 138,814 16,976 48,500
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 10,127)
-4,819 4,062 1,496 12,201 2,006 8,878 7,564 1,249 2,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 51.4 6.1 59.9 16.6 90.9 74.1 9.1 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
21 46 18 19 24 48 80
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,091
COMMITMENTS
14,396 13,513 243 29,236 36,371 43,875 50,127 10,216 3,964
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -1,666)
-848 -616 -157 -334 -96 -1,339 -869 -327 -797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 25.0 0.4 54.0 67.2 81.1 92.7 18.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 12 1 24 9 44 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 116,331
COMMITMENTS
44,464 9,793 740 62,798 10,148 108,002 20,681 8,329 95,650
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 972)
2,019 -901 196 -368 1,831 1,847 1,126 -875 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 8.4 0.6 54.0 8.7 92.8 17.8 7.2 82.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
35 14 7 33 21 73 37
Updated July 31, 2015