BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,305
COMMITMENTS
522 584 858 4,613 4,749 5,993 6,192 1,312 1,113
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 70)
15 8 -6 73 46 82 49 -13 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 8.0 11.7 63.2 65.0 82.0 84.8 18.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 10 9 16 13 26 24
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,228
COMMITMENTS
11,904 4,045 9,665 18,464 18,210 40,033 31,920 4,195 12,308
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 2,174)
1,061 174 391 609 856 2,061 1,421 114 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 9.1 21.9 41.7 41.2 90.5 72.2 9.5 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 19 34 38 32 74 71
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,657
COMMITMENTS
147 997 1,716 6,620 5,728 8,483 8,440 1,174 1,216
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 392)
-17 303 -187 563 190 360 307 32 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 10.3 17.8 68.6 59.3 87.8 87.4 12.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 15 14 20 15 35 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,515
COMMITMENTS
420 147 617 2,048 1,308 3,085 2,072 430 1,443
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 119)
-34 14 12 76 -29 54 -3 65 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 4.2 17.6 58.2 37.2 87.8 59.0 12.2 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 2 7 9 9 16 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 251,984
COMMITMENTS
74,688 29,327 72,920 80,537 112,101 228,146 214,349 23,838 37,635
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -29,270)
-1,132 -1,728 -25,971 -2,361 -1,010 -29,465 -28,709 195 -561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 11.6 28.9 32.0 44.5 90.5 85.1 9.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
116 72 115 86 91 261 228
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 339,715
COMMITMENTS
62,636 70,087 102,710 142,551 119,021 307,897 291,818 31,818 47,897
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -6,801)
-1,600 -6,121 2,553 -6,397 -4,294 -5,444 -7,862 -1,357 1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 20.6 30.2 42.0 35.0 90.6 85.9 9.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
104 138 157 143 142 341 356
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,314
COMMITMENTS
1,491 2,276 1,052 1,439 951 3,981 4,279 1,333 1,035
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -752)
91 -799 -53 -694 106 -656 -745 -96 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 42.8 19.8 27.1 17.9 74.9 80.5 25.1 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
17 26 15 25 20 53 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,143
COMMITMENTS
9,538 8,534 12,306 14,886 9,532 36,730 30,372 9,413 15,770
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -790)
69 -552 198 -974 -401 -707 -755 -84 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 18.5 26.7 32.3 20.7 79.6 65.8 20.4 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
58 57 58 67 67 157 157
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,243
COMMITMENTS
715 2,380 288 2,242 1,056 3,245 3,724 999 519
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 162)
7 174 -17 148 101 137 258 25 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 56.1 6.8 52.8 24.9 76.5 87.8 23.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 8 8 9 7 20 16
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,050
COMMITMENTS
1,509 12,216 3,882 24,992 10,608 30,383 26,706 666 4,344
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,499)
23 754 85 1,367 504 1,476 1,343 23 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 39.3 12.5 80.5 34.2 97.9 86.0 2.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 29 27 22 21 56 54
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,595
COMMITMENTS
3,802 1,728 0 29,184 31,454 32,986 33,182 609 413
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -6,438)
96 -807 0 -6,601 -5,623 -6,505 -6,430 67 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 5.1 0.0 86.9 93.6 98.2 98.8 1.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 3 0 11 8 16 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 133,356
COMMITMENTS
31,076 58,702 6,582 68,966 33,815 106,623 99,099 26,733 34,257
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 5,526)
3,163 -3,727 340 934 11,060 4,436 7,673 1,090 -2,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 44.0 4.9 51.7 25.4 80.0 74.3 20.0 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 28 15 21 25 51 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,568
COMMITMENTS
11,627 11,033 1,626 15,130 8,263 28,383 20,921 9,185 16,647
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,081)
1,127 -1,821 250 -979 4,356 399 2,785 682 -1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 29.4 4.3 40.3 22.0 75.6 55.7 24.4 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 10 8 9 9 21 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 120,159
COMMITMENTS
50,586 51,166 4,770 61,076 57,933 116,432 113,869 3,727 6,290
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 3,533)
3,225 -313 84 39 4,226 3,348 3,997 185 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 42.6 4.0 50.8 48.2 96.9 94.8 3.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
28 49 11 15 27 50 81
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 179,634
COMMITMENTS
51,664 44,377 16,323 90,264 90,232 158,252 150,933 21,382 28,701
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 8,330)
7,668 -6,739 2,466 -2,177 19,600 7,957 15,326 374 -6,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 24.7 9.1 50.2 50.2 88.1 84.0 11.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
29 32 24 22 33 65 75
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 212,897
COMMITMENTS
47,985 52,731 18,601 121,824 107,295 188,409 178,626 24,488 34,271
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 17,438)
10,794 1,065 1,556 4,823 13,093 17,173 15,714 265 1,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 24.8 8.7 57.2 50.4 88.5 83.9 11.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
39 47 32 31 42 90 101
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 415,041
COMMITMENTS
76,573 132,713 43,743 246,434 171,866 366,750 348,322 48,291 66,719
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 10,291)
5,516 -11,016 1,208 5,011 21,500 11,735 11,691 -1,444 -1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 32.0 10.5 59.4 41.4 88.4 83.9 11.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
60 98 64 55 62 154 186
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 23,634
COMMITMENTS
18,647 18,705 317 3,801 3,072 22,765 22,094 869 1,540
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -753)
-637 -490 119 -243 -455 -761 -826 8 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.9 79.1 1.3 16.1 13.0 96.3 93.5 3.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 18 4 2 4 10 22
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,142
COMMITMENTS
19,447 15,688 67 8,216 9,634 27,730 25,389 2,412 4,753
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,104)
1,103 -1,964 -8 -578 3,676 517 1,704 587 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 52.0 0.2 27.3 32.0 92.0 84.2 8.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
14 33 3 8 10 23 45
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,025,240
COMMITMENTS
1427253 923,065 7568180 8152310 8350290 17147743 16841535 877,497 1183705
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -291,417)
-15,593 -47,130 -118,032 -170,366 -79,897 -303,991 -245,059 12,574 -46,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 5.1 42.0 45.2 46.3 95.1 93.4 4.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
69 84 121 142 160 279 302
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 863,268
COMMITMENTS
76,804 117,946 74,147 592,252 540,817 743,202 732,910 120,066 130,358
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -19,492)
7,041 5,643 -8,173 -13,920 -12,652 -15,052 -15,182 -4,439 -4,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 13.7 8.6 68.6 62.6 86.1 84.9 13.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 641)
125 160 140 246 276 456 491
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 155,735
COMMITMENTS
13,804 4,175 16,599 86,993 73,389 117,396 94,164 38,339 61,572
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -8,946)
1,676 811 -2,495 -7,895 -3,652 -8,715 -5,337 -231 -3,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 2.7 10.7 55.9 47.1 75.4 60.5 24.6 39.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 14 23 44 39 75 63
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,537,665
COMMITMENTS
340,547 594,400 262,193 2526292 2337142 3129031 3193734 408,634 343,930
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -52,730)
37,013 34,347 -38,575 -30,125 -44,999 -31,686 -49,227 -21,043 -3,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 16.8 7.4 71.4 66.1 88.4 90.3 11.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
117 155 129 237 269 433 474
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 83,327
COMMITMENTS
6,374 6,404 286 67,228 72,871 73,888 79,561 9,439 3,766
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -2,567)
9 -430 -106 -3,480 -1,217 -3,577 -1,753 1,010 -814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 7.7 0.3 80.7 87.5 88.7 95.5 11.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
10 8 1 43 36 53 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,419
COMMITMENTS
15,291 9,249 999 38,064 44,209 54,354 54,457 5,065 4,962
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 3,846)
2,900 -731 -67 488 4,591 3,321 3,793 524 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 15.6 1.7 64.1 74.4 91.5 91.6 8.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
52 56 20 65 77 129 141
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 297,093
COMMITMENTS
76,454 46,244 4,997 190,318 221,043 271,769 272,284 25,323 24,809
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 19,229)
14,500 -3,655 -335 2,442 22,957 16,607 18,967 2,622 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 15.6 1.7 64.1 74.4 91.5 91.6 8.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
52 56 20 65 77 129 141
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 158,060
COMMITMENTS
43,505 81,979 8,721 88,443 37,367 140,668 128,066 17,391 29,994
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -2,238)
1,657 5,539 -1,216 -2,094 -4,357 -1,652 -35 -586 -2,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 51.9 5.5 56.0 23.6 89.0 81.0 11.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
21 47 14 20 21 48 75
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 49,486
COMMITMENTS
20,831 21,440 460 20,632 18,960 41,923 40,860 7,563 8,626
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,581)
1,447 698 329 11 304 1,787 1,331 -206 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 43.3 0.9 41.7 38.3 84.7 82.6 15.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
20 17 3 18 10 39 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 87,798
COMMITMENTS
46,473 11,920 1,066 29,379 22,835 76,918 35,821 10,880 51,977
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -2,637)
304 -255 312 -2,831 9,785 -2,215 9,842 -422 -12,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 13.6 1.2 33.5 26.0 87.6 40.8 12.4 59.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
41 8 5 27 15 70 26
Updated October 23, 2015