BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,276
COMMITMENTS
553 398 711 3,745 3,890 5,009 4,999 1,267 1,276
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 100)
17 24 -5 -11 40 2 59 98 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 6.3 11.3 59.7 62.0 79.8 79.7 20.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 7 7 14 16 22 26
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,029
COMMITMENTS
14,088 4,625 8,648 17,581 17,362 40,317 30,634 4,712 14,395
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,707)
1,512 313 750 907 1,015 3,169 2,078 538 1,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 10.3 19.2 39.0 38.6 89.5 68.0 10.5 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 20 30 39 31 72 69
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,357
COMMITMENTS
277 1,522 2,044 8,125 6,450 10,445 10,016 911 1,341
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,519)
141 519 368 1,082 546 1,591 1,433 -72 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 13.4 18.0 71.5 56.8 92.0 88.2 8.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 12 15 24 18 40 35
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,314
COMMITMENTS
248 131 654 1,921 1,156 2,823 1,941 491 1,373
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 150)
16 3 41 62 67 119 111 31 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 4.0 19.7 58.0 34.9 85.2 58.6 14.8 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 7 9 8 16 15
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 285,681
COMMITMENTS
68,496 63,059 101,612 91,431 86,623 261,539 251,294 24,142 34,386
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -2,677)
-2,840 5,646 832 1,703 -6,774 -305 -297 -2,372 -2,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 22.1 35.6 32.0 30.3 91.5 88.0 8.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
109 99 113 82 77 245 241
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 398,771
COMMITMENTS
66,405 66,708 137,226 161,899 142,761 365,531 346,695 33,240 52,076
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 8,109)
-1,158 725 4,854 4,949 809 8,646 6,389 -536 1,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 16.7 34.4 40.6 35.8 91.7 86.9 8.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
104 113 145 142 143 327 339
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,269
COMMITMENTS
1,336 1,776 704 1,199 573 3,239 3,053 1,031 1,216
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 187)
-60 -26 28 287 100 255 102 -67 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 41.6 16.5 28.1 13.4 75.9 71.5 24.1 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 21 11 22 14 45 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,375
COMMITMENTS
11,169 10,001 13,190 14,090 8,111 38,450 31,302 8,925 16,073
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 442)
1,141 766 223 -288 -327 1,076 663 -634 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 21.1 27.8 29.7 17.1 81.2 66.1 18.8 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
45 66 60 61 52 148 146
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,305
COMMITMENTS
603 2,939 231 2,382 657 3,216 3,827 1,090 478
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 297)
5 297 0 251 -32 255 265 41 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 68.3 5.4 55.3 15.3 74.7 88.9 25.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 7 5 9 4 17 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,286
COMMITMENTS
1,588 14,236 4,434 27,548 11,028 33,569 29,698 716 4,588
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,552)
329 1,575 396 2,751 1,287 3,477 3,259 75 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 41.5 12.9 80.3 32.2 97.9 86.6 2.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
9 34 29 23 19 57 57
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 38,344
COMMITMENTS
2,160 812 0 35,387 36,752 37,547 37,564 797 780
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -4,380)
-1,374 -451 0 -3,046 -4,210 -4,420 -4,661 40 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.1 0.0 92.3 95.8 97.9 98.0 2.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 2 0 11 8 17 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 154,241
COMMITMENTS
43,064 73,843 7,446 82,067 29,565 132,577 110,853 21,665 43,388
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 8,858)
-826 10,186 1,010 8,562 -6,180 8,746 5,017 112 3,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 47.9 4.8 53.2 19.2 86.0 71.9 14.0 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
25 29 18 22 26 55 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 73,351
COMMITMENTS
17,776 34,494 4,874 43,052 6,620 65,701 45,988 7,650 27,363
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 8,427)
-491 6,200 996 7,870 130 8,375 7,325 53 1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 47.0 6.6 58.7 9.0 89.6 62.7 10.4 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 17 11 12 10 27 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 181,795
COMMITMENTS
41,468 79,589 18,033 119,179 77,425 178,680 175,047 3,115 6,748
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 22,962)
-2,414 16,987 571 25,480 5,364 23,637 22,921 -675 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 43.8 9.9 65.6 42.6 98.3 96.3 1.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
25 56 14 15 25 52 85
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 197,601
COMMITMENTS
34,295 60,403 15,639 129,220 83,019 179,155 159,061 18,446 38,540
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,978)
-5,085 4,253 622 8,069 -423 3,605 4,452 -1,627 -2,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 30.6 7.9 65.4 42.0 90.7 80.5 9.3 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
29 39 23 27 38 71 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 281,420
COMMITMENTS
34,310 115,242 21,489 207,442 92,946 263,241 229,678 18,178 51,742
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 16,944)
-944 10,613 1,345 16,512 2,946 16,913 14,904 31 2,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 41.0 7.6 73.7 33.0 93.5 81.6 6.5 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
28 64 32 31 37 79 113
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 549,229
COMMITMENTS
81,112 237,693 65,891 351,414 151,970 498,418 455,554 50,812 93,676
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 24,174)
-258 17,913 6,631 15,403 -863 21,777 23,681 2,397 493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 43.3 12.0 64.0 27.7 90.7 82.9 9.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
60 122 70 58 64 158 218
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,585
COMMITMENTS
21,561 18,982 35 4,015 6,236 25,611 25,253 974 1,332
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,880)
3,607 3,461 -23 195 443 3,779 3,881 101 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.1 71.4 0.1 15.1 23.5 96.3 95.0 3.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 17 2 3 5 10 22
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,899
COMMITMENTS
22,219 16,971 478 10,212 11,113 32,909 28,562 1,990 6,337
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,180)
952 1,268 113 414 -900 1,479 481 -299 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.7 48.6 1.4 29.3 31.8 94.3 81.8 5.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 30 7 13 12 32 47
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,782
COMMITMENTS
2,463 5,398 23 4,859 672 7,345 6,093 437 1,689
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 28)
-36 -289 0 65 81 29 -208 -1 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 69.4 0.3 62.4 8.6 94.4 78.3 5.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 13 1 7 3 10 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,874,193
COMMITMENTS
1318280 1471129 8014824 8840357 8273425 18173461 17759378 700,732 1114814
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -474,350)
-49,288 -92,363 -252,877 -111,729 -87,530 -413,895 -432,770 -60,456 -41,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.8 42.5 46.8 43.8 96.3 94.1 3.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
66 88 120 142 161 278 305
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 893,934
COMMITMENTS
71,292 87,988 101,778 607,946 588,943 781,016 778,708 112,918 115,225
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,981)
-1,596 -8,740 3,735 -7,237 4,074 -5,098 -931 7,079 2,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.8 11.4 68.0 65.9 87.4 87.1 12.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
144 147 157 251 268 475 493
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 176,931
COMMITMENTS
13,689 4,515 26,205 96,042 98,681 135,936 129,402 40,995 47,529
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,907)
2,091 -2,985 -1,137 -436 580 519 -3,541 1,388 5,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 2.6 14.8 54.3 55.8 76.8 73.1 23.2 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 11 27 44 39 76 66
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,585,011
COMMITMENTS
313,587 442,937 352,289 2559519 2451306 3225396 3246533 359,615 338,479
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 372)
-20,066 -30,409 25,990 -34,009 17,466 -28,085 13,047 28,457 -12,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 12.4 9.8 71.4 68.4 90.0 90.6 10.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617)
137 143 147 242 259 453 475
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 86,488
COMMITMENTS
5,654 3,805 398 69,877 77,890 75,929 82,093 10,559 4,395
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 846)
-323 -903 -697 1,536 2,221 516 621 330 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.4 0.5 80.8 90.1 87.8 94.9 12.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
10 6 1 49 39 59 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 73,758
COMMITMENTS
19,601 5,731 2,777 45,276 60,845 67,655 69,353 6,103 4,404
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -2,930)
-3,436 -911 572 357 -2,222 -2,507 -2,561 -423 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 7.8 3.8 61.4 82.5 91.7 94.0 8.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
70 40 22 79 73 160 126
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 368,788
COMMITMENTS
98,005 28,656 13,886 226,382 304,225 338,274 346,766 30,514 22,022
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -14,650)
-17,180 -4,557 2,859 1,787 -11,108 -12,534 -12,805 -2,116 -1,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 7.8 3.8 61.4 82.5 91.7 94.0 8.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
70 40 22 79 73 160 126
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 175,947
COMMITMENTS
46,037 112,568 6,277 107,507 18,808 159,821 137,653 16,126 38,293
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 5,781)
-1,438 12,286 -991 6,730 -1,960 4,301 9,336 1,480 -3,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 64.0 3.6 61.1 10.7 90.8 78.2 9.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
26 50 19 20 20 53 82
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,575
COMMITMENTS
21,053 19,636 569 22,067 24,369 43,689 44,574 8,886 8,001
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -20)
-613 -1,582 418 56 205 -139 -959 119 939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 37.3 1.1 42.0 46.4 83.1 84.8 16.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 15 5 22 10 45 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 98,084
COMMITMENTS
47,820 12,839 1,011 39,691 28,829 88,522 42,679 9,562 55,405
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 6,923)
1,576 1,156 305 4,681 -1,098 6,562 363 361 6,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.8 13.1 1.0 40.5 29.4 90.3 43.5 9.7 56.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
39 13 7 35 24 77 41
Updated November 20, 2015