BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,614
COMMITMENTS
677 687 774 3,920 4,059 5,371 5,520 1,243 1,094
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 338)
124 289 63 175 169 362 521 -24 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 10.4 11.7 59.3 61.4 81.2 83.5 18.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 7 9 14 16 25 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,970
COMMITMENTS
15,428 5,347 9,820 18,592 18,716 43,839 33,882 5,131 15,087
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,941)
1,339 722 1,172 1,010 1,354 3,522 3,248 419 693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 10.9 20.1 38.0 38.2 89.5 69.2 10.5 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
26 21 32 39 31 74 75
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 12,195
COMMITMENTS
282 1,961 2,242 8,771 6,750 11,295 10,954 900 1,242
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 838)
5 440 198 646 300 850 938 -11 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 16.1 18.4 71.9 55.4 92.6 89.8 7.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
6 16 16 25 19 42 40
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,338
COMMITMENTS
312 112 577 1,897 1,158 2,786 1,846 552 1,492
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 24)
64 -20 -77 -24 2 -37 -95 61 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 3.3 17.3 56.8 34.7 83.5 55.3 16.5 44.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 4 6 9 8 15 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 284,245
COMMITMENTS
66,017 64,226 102,721 91,914 84,121 260,652 251,068 23,593 33,176
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -1,436)
-2,479 1,167 1,109 483 -2,502 -887 -226 -549 -1,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 22.6 36.1 32.3 29.6 91.7 88.3 8.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
118 90 108 84 76 252 232
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 402,344
COMMITMENTS
68,784 68,738 139,109 161,306 142,641 369,198 350,487 33,146 51,857
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,573)
2,378 2,029 1,883 -594 -120 3,667 3,792 -94 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 17.1 34.6 40.1 35.5 91.8 87.1 8.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
110 115 149 148 145 337 344
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| 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
1,327 1,826 680 1,183 683 3,190 3,189 1,079 1,080
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -1)
-9 50 -24 -15 110 -49 136 48 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 42.8 15.9 27.7 16.0 74.7 74.7 25.3 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
17 21 10 22 14 45 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,340
COMMITMENTS
11,382 10,204 9,405 12,744 7,626 33,532 27,235 8,808 15,105
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -5,035)
213 203 -3,785 -1,346 -485 -4,918 -4,067 -117 -968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 24.1 22.2 30.1 18.0 79.2 64.3 20.8 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
38 57 47 57 51 130 130
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,683
COMMITMENTS
594 3,315 239 2,680 628 3,513 4,181 1,169 501
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 377)
-8 376 7 298 -29 297 354 80 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 70.8 5.1 57.2 13.4 75.0 89.3 25.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 7 5 10 4 18 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 36,942
COMMITMENTS
1,596 16,252 4,510 30,263 11,384 36,369 32,146 573 4,796
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 2,656)
8 2,016 76 2,716 356 2,799 2,448 -143 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 44.0 12.2 81.9 30.8 98.4 87.0 1.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
9 37 30 23 21 58 62
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,789
COMMITMENTS
2,969 1,353 0 37,980 39,971 40,949 41,324 840 465
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,445)
809 541 0 2,593 3,219 3,402 3,760 43 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 3.2 0.0 90.9 95.6 98.0 98.9 2.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 3 0 12 9 18 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 155,964
COMMITMENTS
39,184 79,990 7,513 87,020 27,643 133,717 115,146 22,247 40,818
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,723)
-3,881 6,147 67 4,954 -1,922 1,141 4,293 582 -2,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 51.3 4.8 55.8 17.7 85.7 73.8 14.3 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
25 34 19 23 27 57 71
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,972
COMMITMENTS
17,021 40,560 4,790 51,298 7,169 73,109 52,518 6,862 27,453
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 6,620)
-754 6,065 -84 8,246 549 7,408 6,530 -788 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 50.7 6.0 64.1 9.0 91.4 65.7 8.6 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 21 10 13 12 27 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,370
COMMITMENTS
50,299 79,463 17,583 117,104 86,996 184,985 184,042 4,385 5,328
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 7,575)
8,831 -126 -450 -2,075 9,571 6,305 8,994 1,270 -1,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 42.0 9.3 61.8 45.9 97.7 97.2 2.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
33 51 12 17 25 60 80
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 198,063
COMMITMENTS
32,404 64,783 17,649 129,058 77,704 179,111 160,136 18,952 37,927
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 462)
-1,892 4,380 2,009 -162 -5,315 -44 1,075 506 -613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 32.7 8.9 65.2 39.2 90.4 80.9 9.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
28 45 25 27 38 70 93
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 275,522
COMMITMENTS
29,412 109,113 21,388 206,883 95,948 257,683 226,449 17,840 49,073
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -5,897)
-4,899 -6,129 -101 -559 3,002 -5,559 -3,228 -339 -2,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 39.6 7.8 75.1 34.8 93.5 82.2 6.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
28 63 34 32 41 83 115
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 557,979
COMMITMENTS
78,344 244,663 66,411 363,374 153,317 508,129 464,391 49,850 93,588
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 8,750)
-2,769 6,970 520 11,960 1,347 9,711 8,837 -962 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 43.8 11.9 65.1 27.5 91.1 83.2 8.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
62 125 73 58 65 164 219
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 30,543
COMMITMENTS
23,400 20,255 49 6,175 8,942 29,624 29,246 919 1,297
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,958)
1,839 1,273 14 2,160 2,706 4,013 3,993 -55 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.6 66.3 0.2 20.2 29.3 97.0 95.8 3.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 15 3 3 5 11 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,099
COMMITMENTS
22,603 18,593 264 10,292 10,740 33,159 29,597 1,940 5,502
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 200)
384 1,622 -214 80 -373 250 1,035 -50 -835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.4 53.0 0.8 29.3 30.6 94.5 84.3 5.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 31 4 12 12 32 45
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 7,882
COMMITMENTS
2,218 5,183 23 5,070 687 7,311 5,893 571 1,989
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 100)
-245 -215 0 211 15 -34 -200 134 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 65.8 0.3 64.3 8.7 92.8 74.8 7.2 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 12 1 6 3 8 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,354,777
COMMITMENTS
1338642 1443018 8383712 8918978 8416055 18641332 18242785 713,445 1111992
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 480,584)
20,363 -28,111 368,887 78,621 142,630 467,871 483,407 12,713 -2,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 7.5 43.3 46.1 43.5 96.3 94.3 3.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
65 87 123 143 161 280 306
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 853,369
COMMITMENTS
72,140 84,186 89,865 587,749 571,636 749,753 745,687 103,616 107,681
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -40,565)
848 -3,802 -11,913 -20,197 -17,306 -31,263 -33,021 -9,302 -7,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 9.9 10.5 68.9 67.0 87.9 87.4 12.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 630)
132 147 155 257 274 473 494
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 166,095
COMMITMENTS
12,385 4,239 25,151 88,989 99,148 126,525 128,538 39,571 37,557
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -10,836)
-1,304 -276 -1,054 -7,053 467 -9,412 -864 -1,424 -9,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.6 15.1 53.6 59.7 76.2 77.4 23.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 10 22 41 39 70 61
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,436,366
COMMITMENTS
316,724 417,683 305,619 2493798 2362442 3116141 3085744 320,225 350,622
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -148,645)
3,137 -25,255 -46,670 -65,722 -88,864 -109,255 -160,789 -39,390 12,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 12.2 8.9 72.6 68.7 90.7 89.8 9.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
125 143 145 248 266 450 477
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,860
COMMITMENTS
8,627 2,947 488 70,180 81,975 79,295 85,410 10,565 4,450
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,372)
2,973 -858 90 303 4,085 3,366 3,317 6 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 3.3 0.5 78.1 91.2 88.2 95.0 11.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
13 5 2 51 38 64 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,943
COMMITMENTS
18,249 7,110 2,892 42,870 55,619 64,010 65,620 5,933 4,322
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -3,815)
-1,353 1,379 114 -2,407 -5,226 -3,645 -3,733 -170 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 10.2 4.1 61.3 79.5 91.5 93.8 8.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
66 44 22 84 80 162 136
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 349,714
COMMITMENTS
91,243 35,549 14,458 214,348 278,096 320,048 328,102 29,667 21,612
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -19,073)
-6,763 6,893 572 -12,035 -26,129 -18,226 -18,664 -848 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 10.2 4.1 61.3 79.5 91.5 93.8 8.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
66 44 22 84 80 162 136
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 167,926
COMMITMENTS
47,137 104,601 7,560 96,060 20,406 150,756 132,567 17,170 35,359
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -8,021)
1,100 -7,966 1,282 -11,447 1,598 -9,065 -5,086 1,044 -2,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 62.3 4.5 57.2 12.2 89.8 78.9 10.2 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
19 52 23 19 19 52 80
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,522
COMMITMENTS
22,159 21,065 691 21,836 24,598 44,686 46,354 8,836 7,168
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 947)
1,106 1,429 122 -231 229 997 1,780 -50 -833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 39.4 1.3 40.8 46.0 83.5 86.6 16.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
22 21 5 21 11 46 34
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 94,872
COMMITMENTS
44,653 9,071 1,188 39,442 26,801 85,283 37,060 9,589 57,812
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -3,212)
-3,167 -3,768 177 -249 -2,028 -3,239 -5,619 27 2,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 9.6 1.3 41.6 28.2 89.9 39.1 10.1 60.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
43 9 8 37 19 82 34
Updated November 30, 2015