BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,430
COMMITMENTS
1,094 439 1,151 5,812 6,773 8,057 8,363 1,373 1,068
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 157)
-46 -10 24 26 94 4 108 153 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.7 12.2 61.6 71.8 85.4 88.7 14.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 6 9 17 18 28 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,261
COMMITMENTS
13,185 2,719 9,566 19,289 21,020 42,039 33,304 4,222 12,957
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,312)
19 -196 479 561 733 1,059 1,016 253 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 5.9 20.7 41.7 45.4 90.9 72.0 9.1 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
20 21 32 38 35 76 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,896
COMMITMENTS
574 1,144 2,281 6,778 5,900 9,633 9,325 1,263 1,571
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 110)
37 12 41 25 44 104 97 6 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 10.5 20.9 62.2 54.1 88.4 85.6 11.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 12 11 21 14 34 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,011
COMMITMENTS
84 1,457 384 3,113 1,090 3,581 2,931 430 1,080
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -72)
2 -86 -12 -32 34 -42 -64 -30 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 36.3 9.6 77.6 27.2 89.3 73.1 10.7 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 7 8 11 8 19 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 255,413
COMMITMENTS
66,976 44,883 84,246 85,198 91,717 236,419 220,846 18,994 34,567
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -1,715)
-2,049 -1,768 1,055 -1,240 530 -2,234 -182 520 -1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 17.6 33.0 33.4 35.9 92.6 86.5 7.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
102 85 107 74 81 236 220
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 318,294
COMMITMENTS
73,630 52,319 92,769 118,086 126,139 284,485 271,227 33,809 47,067
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 24,341)
-205 5,405 13,133 12,238 2,300 25,166 20,838 -825 3,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 16.4 29.1 37.1 39.6 89.4 85.2 10.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
136 83 143 132 144 336 320
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,242
COMMITMENTS
1,862 3,702 1,131 2,587 818 5,579 5,651 1,663 1,591
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 439)
182 345 2 56 -114 240 234 199 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 51.1 15.6 35.7 11.3 77.0 78.0 23.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
18 30 13 25 14 53 50
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,123
COMMITMENTS
11,806 8,658 18,661 18,185 12,857 48,652 40,176 10,472 18,947
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,339)
-3,823 66 2,887 2,319 -2,494 1,383 459 -44 880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 14.6 31.6 30.8 21.7 82.3 68.0 17.7 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
64 57 63 79 78 174 174
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,274
COMMITMENTS
1,329 2,891 403 2,677 1,410 4,409 4,704 865 569
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 52)
44 -14 13 -53 202 4 201 48 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 54.8 7.6 50.8 26.7 83.6 89.2 16.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 5 9 6 17 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,779
COMMITMENTS
2,193 14,473 3,675 26,096 11,077 31,964 29,225 815 3,554
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 92)
-10 -139 -143 225 208 72 -74 20 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 44.2 11.2 79.6 33.8 97.5 89.2 2.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
10 39 27 22 20 57 61
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,961
COMMITMENTS
2,839 3,369 535 47,897 47,419 51,271 51,323 690 638
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 323)
-605 -364 0 787 577 182 213 141 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 6.5 1.0 92.2 91.3 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 4 1 11 12 20 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 189,647
COMMITMENTS
29,517 88,951 12,589 122,780 42,897 164,885 144,437 24,761 45,210
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 10,319)
9,696 643 205 53 7,139 9,954 7,987 364 2,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 46.9 6.6 64.7 22.6 86.9 76.2 13.1 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 37 17 21 27 51 76
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,801
COMMITMENTS
4,420 16,792 2,063 25,435 4,628 31,918 23,483 8,883 17,318
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -5,684)
-3,390 -757 338 -4,076 1,247 -7,129 828 1,445 -6,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 41.2 5.1 62.3 11.3 78.2 57.6 21.8 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 11 8 13 9 23 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 196,622
COMMITMENTS
20,401 103,503 18,042 153,807 66,477 192,251 188,022 4,372 8,600
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 24,840)
-4,228 18,483 -4,046 32,531 9,541 24,257 23,978 582 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 52.6 9.2 78.2 33.8 97.8 95.6 2.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
20 77 11 22 23 49 106
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 202,229
COMMITMENTS
53,963 52,476 20,923 98,588 106,788 173,474 180,186 28,755 22,043
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 4,834)
4,715 -1,738 1,593 -1,198 6,176 5,111 6,031 -277 -1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 25.9 10.3 48.8 52.8 85.8 89.1 14.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
40 32 23 28 38 76 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 304,410
COMMITMENTS
54,452 98,214 31,490 192,058 132,538 278,001 262,242 26,409 42,168
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 22,320)
8,966 -38,754 11,824 -6,963 61,225 13,827 34,295 8,493 -11,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 32.3 10.3 63.1 43.5 91.3 86.1 8.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
34 51 26 29 41 76 105
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 476,186
COMMITMENTS
83,588 142,838 77,552 265,326 178,526 426,465 398,915 49,721 77,271
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 44,593)
17,277 -12,656 23,618 -109 33,431 40,786 44,393 3,807 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 30.0 16.3 55.7 37.5 89.6 83.8 10.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
62 105 81 58 66 167 206
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,390
COMMITMENTS
10,783 16,700 3,459 11,029 4,731 25,271 24,890 1,119 1,500
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -5,908)
-1,351 -5,735 -253 -4,380 331 -5,984 -5,657 76 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 63.3 13.1 41.8 17.9 95.8 94.3 4.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 16 3 5 5 13 21
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,400
COMMITMENTS
15,388 21,451 181 15,789 6,103 31,358 27,735 2,042 5,665
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -3,123)
1,376 -2,518 -151 -4,236 -241 -3,011 -2,910 -112 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 64.2 0.5 47.3 18.3 93.9 83.0 6.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 32 5 13 12 28 47
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 9,627
COMMITMENTS
3,230 7,061 23 5,927 785 9,180 7,869 447 1,758
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 186)
226 226 0 27 -101 253 125 -67 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 73.3 0.2 61.6 8.2 95.4 81.7 4.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 13 1 4 4 9 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,837,732
COMMITMENTS
1465070 1260938 8208349 9268814 8973912 18942233 18443198 895,499 1394534
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 818,911)
-142,773 -159,290 776,909 90,160 111,964 724,295 729,583 94,617 89,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 6.4 41.4 46.7 45.2 95.5 93.0 4.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
48 106 120 144 158 276 307
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,157,714
COMMITMENTS
96,675 99,391 156,329 723,119 732,005 976,123 987,725 181,591 169,989
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 303,351)
12,637 -2,033 77,368 162,179 188,598 252,184 263,933 51,167 39,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 8.6 13.5 62.5 63.2 84.3 85.3 15.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 631)
147 138 153 259 267 481 483
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 278,649
COMMITMENTS
17,690 10,874 36,498 180,439 132,179 234,627 179,551 44,022 99,098
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 100,825)
3,496 6,730 14,419 76,718 51,094 94,633 72,243 6,191 28,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 3.9 13.1 64.8 47.4 84.2 64.4 15.8 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 10 23 50 42 78 67
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,395,328
COMMITMENTS
464,734 512,395 529,349 2713400 2999127 3707483 4040871 687,845 354,457
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,012,629)
101,965 12,447 258,480 427,307 687,521 787,753 958,448 224,877 54,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 11.7 12.0 61.7 68.2 84.4 91.9 15.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
140 132 144 247 257 457 463
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 86,183
COMMITMENTS
7,748 4,016 1,490 68,542 76,708 77,780 82,214 8,403 3,969
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 5,956)
-689 -613 940 7,139 5,427 7,390 5,754 -1,434 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 4.7 1.7 79.5 89.0 90.2 95.4 9.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
10 7 3 52 38 62 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 66,927
COMMITMENTS
12,792 10,262 2,804 46,123 49,411 61,719 62,477 5,208 4,450
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -4,979)
-8,340 4,037 510 3,461 -10,050 -4,369 -5,503 -609 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 15.3 4.2 68.9 73.8 92.2 93.4 7.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
61 48 18 75 71 146 129
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 334,637
COMMITMENTS
63,961 51,309 14,022 230,613 247,054 308,596 312,385 26,041 22,252
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -24,894)
-41,700 20,184 2,548 17,305 -50,248 -21,847 -27,517 -3,047 2,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 15.3 4.2 68.9 73.8 92.2 93.4 7.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
61 48 18 75 71 146 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 193,756
COMMITMENTS
47,287 110,249 10,669 121,025 32,263 178,981 153,181 14,775 40,575
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 16,529)
-211 13,511 2,124 15,429 3,494 17,343 19,129 -813 -2,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 56.9 5.5 62.5 16.7 92.4 79.1 7.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
19 52 18 22 23 51 83
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,113
COMMITMENTS
13,759 9,537 750 26,142 37,139 40,651 47,426 11,462 4,687
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -2,493)
-2,508 -3,707 545 -2,524 458 -4,487 -2,704 1,994 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 18.3 1.4 50.2 71.3 78.0 91.0 22.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 12 3 22 11 39 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 130,367
COMMITMENTS
47,682 11,803 3,766 68,511 17,682 119,959 33,251 10,408 97,116
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 14,252)
6,005 3,138 2,638 2,469 7,560 11,112 13,336 3,140 916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 9.1 2.9 52.6 13.6 92.0 25.5 8.0 74.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
31 13 8 37 25 72 43
Updated August 28, 2015