BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,982
COMMITMENTS
796 1,271 764 3,303 2,967 4,863 5,002 1,118 979
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 732)
292 117 135 370 500 797 753 -65 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 21.3 12.8 55.2 49.6 81.3 83.6 18.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 9 10 15 14 26 26
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,230
COMMITMENTS
18,863 6,541 11,743 16,211 16,122 46,818 34,406 6,412 18,824
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 740)
51 -72 348 310 662 710 938 30 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 12.3 22.1 30.5 30.3 88.0 64.6 12.0 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 30 32 31 23 66 66
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,886
COMMITMENTS
306 2,073 2,112 8,734 6,397 11,152 10,581 734 1,305
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 357)
1 83 87 243 15 331 185 26 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 17.4 17.8 73.5 53.8 93.8 89.0 6.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 18 19 27 21 47 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 235,079
COMMITMENTS
50,790 35,127 85,631 78,198 81,301 214,618 202,059 20,460 33,020
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 5,636)
1,383 -1,919 3,257 1,164 3,534 5,804 4,872 -168 764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 14.9 36.4 33.3 34.6 91.3 86.0 8.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
93 80 112 76 73 225 221
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 384,807
COMMITMENTS
62,537 43,834 129,968 159,826 151,881 352,330 325,683 32,476 59,124
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 4,557)
-495 368 3,485 1,525 165 4,515 4,018 43 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 11.4 33.8 41.5 39.5 91.6 84.6 8.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
100 101 150 145 162 335 349
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,814
COMMITMENTS
1,070 2,144 979 1,499 656 3,549 3,779 1,266 1,035
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 240)
9 174 40 98 -47 147 167 93 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 44.5 20.3 31.1 13.6 73.7 78.5 26.3 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 19 12 21 13 48 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,935
COMMITMENTS
12,743 6,304 16,188 14,248 9,641 43,179 32,134 8,756 19,801
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 630)
-224 -52 777 123 -442 676 282 -46 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 12.1 31.2 27.4 18.6 83.1 61.9 16.9 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
49 47 56 65 61 145 145
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 44,368
COMMITMENTS
2,153 22,412 5,660 35,490 11,285 43,303 39,356 1,066 5,012
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 689)
33 528 97 532 124 662 749 27 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 50.5 12.8 80.0 25.4 97.6 88.7 2.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
7 36 25 24 22 52 62
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,398
COMMITMENTS
3,432 2,721 0 25,195 26,074 28,627 28,795 771 603
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -137)
276 -1,016 0 -397 900 -121 -116 -16 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 9.3 0.0 85.7 88.7 97.4 97.9 2.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 4 0 9 12 19 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 187,991
COMMITMENTS
30,727 98,534 13,449 116,365 32,916 160,540 144,899 27,451 43,092
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 4,083)
-5,303 500 3,284 4,256 1,708 2,236 5,492 1,847 -1,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 52.4 7.2 61.9 17.5 85.4 77.1 14.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
25 34 20 27 29 59 76
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,527
COMMITMENTS
24,848 24,216 1,581 19,253 4,131 45,681 29,928 5,845 21,599
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 3,025)
554 3,058 172 2,344 346 3,070 3,577 -45 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 47.0 3.1 37.4 8.0 88.7 58.1 11.3 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 14 9 11 11 25 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 172,658
COMMITMENTS
30,539 106,329 21,351 117,028 36,896 168,917 164,576 3,740 8,082
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 23,449)
984 2,925 16,160 6,007 4,551 23,151 23,636 298 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 61.6 12.4 67.8 21.4 97.8 95.3 2.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
28 66 15 20 19 57 93
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 294,225
COMMITMENTS
34,336 70,509 30,860 208,285 147,135 273,481 248,504 20,744 45,721
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 27,173)
2,354 6,733 9,347 15,095 12,919 26,796 28,999 377 -1,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 24.0 10.5 70.8 50.0 92.9 84.5 7.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
28 50 24 26 40 66 102
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 276,022
COMMITMENTS
83,309 45,478 19,260 139,156 179,612 241,725 244,349 34,297 31,672
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 9,429)
5,491 -6,625 3,268 -1,897 14,553 6,862 11,196 2,567 -1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 16.5 7.0 50.4 65.1 87.6 88.5 12.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
39 45 28 28 39 85 94
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 455,070
COMMITMENTS
70,567 204,022 36,015 285,568 140,369 392,150 380,407 62,920 74,664
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,527)
6,532 -2,955 11 -5,328 8,641 1,214 5,697 1,312 -3,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 44.8 7.9 62.8 30.8 86.2 83.6 13.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
53 97 60 56 59 141 185
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,316
COMMITMENTS
6,520 1,945 0 8,539 24,847 15,059 26,792 16,257 4,524
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 984)
1,024 -274 -485 -143 2,038 396 1,279 588 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 6.2 0.0 27.3 79.3 48.1 85.6 51.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 0 8 8 14 10
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 14,794
COMMITMENTS
6,084 9,400 442 7,602 3,774 14,128 13,616 666 1,178
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 206)
347 119 39 -96 267 290 425 -84 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 63.5 3.0 51.4 25.5 95.5 92.0 4.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 16 2 2 4 11 21
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,114
COMMITMENTS
14,938 17,892 344 10,398 4,395 25,680 22,631 2,434 5,483
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,680)
-2,211 2,284 147 5,101 -582 3,037 1,849 -357 831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.1 63.6 1.2 37.0 15.6 91.3 80.5 8.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 26 4 12 11 34 39
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,630,085
COMMITMENTS
1370950 1283079 7978227 8522026 8214181 17871202 17475486 758,884 1154599
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 723,889)
154,927 18,813 529,511 26,251 162,980 710,688 711,303 13,201 12,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 6.9 42.8 45.7 44.1 95.9 93.8 4.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
61 95 125 141 153 282 298
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 871,302
COMMITMENTS
74,859 104,687 104,060 544,393 529,844 723,313 738,591 147,990 132,711
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 23,854)
6,530 14,423 -3,163 10,310 8,659 13,678 19,919 10,176 3,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 12.0 11.9 62.5 60.8 83.0 84.8 17.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 621)
153 128 144 243 263 461 470
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 167,451
COMMITMENTS
17,358 6,530 21,147 95,874 68,599 134,379 96,276 33,072 71,175
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,478)
2,263 427 -1,697 439 -1,794 1,006 -3,063 1,472 5,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.9 12.6 57.3 41.0 80.2 57.5 19.8 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 7 19 43 39 67 59
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,519,255
COMMITMENTS
323,888 527,170 378,183 2242597 2306223 2944668 3211576 574,588 307,680
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 106,881)
26,522 75,166 -12,517 49,356 52,264 63,361 114,913 43,520 -8,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 15.0 10.7 63.7 65.5 83.7 91.3 16.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606)
146 127 138 234 256 444 457
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 104,932
COMMITMENTS
10,146 10,452 503 85,887 88,841 96,536 99,796 8,396 5,136
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 8,634)
1,103 4,220 -185 7,954 4,214 8,872 8,249 -238 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 10.0 0.5 81.9 84.7 92.0 95.1 8.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
10 9 2 50 34 61 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,429
COMMITMENTS
14,512 8,645 2,455 37,310 44,262 54,277 55,363 5,152 4,066
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -5,277)
-2,561 -1,783 -552 -1,628 -2,892 -4,742 -5,227 -535 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 14.5 4.1 62.8 74.5 91.3 93.2 8.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
52 38 17 65 66 126 112
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 297,147
COMMITMENTS
72,559 43,226 12,277 186,549 221,312 271,384 276,815 25,762 20,332
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -26,385)
-12,807 -8,914 -2,762 -8,140 -14,458 -23,709 -26,134 -2,676 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 14.5 4.1 62.8 74.5 91.3 93.2 8.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
52 38 17 65 66 126 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 150,544
COMMITMENTS
45,572 81,963 9,347 79,252 18,729 134,171 110,039 16,373 40,505
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 14,580)
-2,848 10,166 2,533 16,031 2,860 15,716 15,559 -1,136 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 54.4 6.2 52.6 12.4 89.1 73.1 10.9 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 46 20 21 21 56 76
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,963
COMMITMENTS
16,393 7,270 0 17,470 32,011 33,863 39,281 10,100 4,682
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -4,215)
-2,480 121 0 -2,851 -5,305 -5,331 -5,184 1,116 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 16.5 0.0 39.7 72.8 77.0 89.4 23.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 6 0 15 10 36 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 87,769
COMMITMENTS
28,122 13,612 860 47,562 16,647 76,544 31,119 11,225 56,650
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 6,178)
3,823 1,731 298 215 3,096 4,336 5,125 1,842 1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 15.5 1.0 54.2 19.0 87.2 35.5 12.8 64.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
29 24 3 33 25 62 52
Updated January 22, 2016