BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,466
COMMITMENTS
859 1,186 789 3,993 3,516 5,641 5,492 825 974
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -454)
-84 -45 -102 5 -165 -180 -311 -274 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 18.3 12.2 61.8 54.4 87.2 84.9 12.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 9 9 15 15 25 27
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,328
COMMITMENTS
19,107 6,474 10,954 15,443 15,875 45,504 33,303 5,824 18,024
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -4,224)
-801 -708 -1,565 -1,300 -617 -3,666 -2,889 -558 -1,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 12.6 21.3 30.1 30.9 88.7 64.9 11.3 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
16 28 30 31 23 64 64
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,862
COMMITMENTS
211 1,892 2,481 8,136 6,435 10,828 10,808 1,034 1,054
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,881)
-84 -602 -370 -1,529 -736 -1,983 -1,708 102 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 15.9 20.9 68.6 54.2 91.3 91.1 8.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 14 17 24 21 42 39
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 267,159
COMMITMENTS
63,993 26,908 96,251 86,129 105,488 246,374 228,648 20,785 38,511
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 11,709)
4,873 -868 4,022 2,537 6,556 11,432 9,710 277 1,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 10.1 36.0 32.2 39.5 92.2 85.6 7.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
103 101 126 84 92 264 252
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 339,982
COMMITMENTS
71,811 51,574 94,833 139,146 136,325 305,790 282,732 34,193 57,251
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -41,380)
5,716 -327 -32,947 -13,371 -8,118 -40,602 -41,392 -778 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 15.2 27.9 40.9 40.1 89.9 83.2 10.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
108 92 143 143 153 330 336
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,858
COMMITMENTS
1,101 2,633 1,272 2,055 716 4,428 4,620 1,430 1,238
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -322)
-101 -415 19 -226 45 -308 -351 -15 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 44.9 21.7 35.1 12.2 75.6 78.9 24.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 23 14 20 14 42 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,799
COMMITMENTS
13,276 8,864 14,472 14,268 8,860 42,016 32,196 8,783 18,603
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 3,004)
552 1,874 1,465 354 -409 2,371 2,930 633 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 17.4 28.5 28.1 17.4 82.7 63.4 17.3 36.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
42 59 59 69 61 151 150
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,252
COMMITMENTS
657 4,478 208 3,250 168 4,115 4,854 1,137 398
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -382)
22 -304 -13 -237 -70 -228 -387 -154 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 85.3 4.0 61.9 3.2 78.3 92.4 21.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 5 5 9 4 19 10
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 42,383
COMMITMENTS
2,531 21,517 5,247 33,661 10,919 41,439 37,683 944 4,699
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -3,937)
-31 -1,961 -780 -3,097 -748 -3,908 -3,489 -29 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 50.8 12.4 79.4 25.8 97.8 88.9 2.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
8 35 24 24 22 52 61
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,948
COMMITMENTS
5,156 3,437 15 24,833 26,692 30,004 30,144 944 804
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -196)
-235 -248 15 -7 109 -227 -124 31 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 11.1 0.0 80.2 86.2 96.9 97.4 3.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 3 1 9 12 21 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 176,634
COMMITMENTS
26,724 79,560 9,988 114,262 53,649 150,974 143,197 25,660 33,437
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -5,888)
-653 -4,611 -3,205 -3,193 11,153 -7,051 3,338 1,162 -9,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 45.0 5.7 64.7 30.4 85.5 81.1 14.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 35 17 27 27 52 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,398
COMMITMENTS
20,350 27,076 3,568 24,011 6,639 47,929 37,284 8,470 19,115
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -6,223)
-4,971 -3,471 1,214 -4,603 1,563 -8,361 -695 2,138 -5,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 48.0 6.3 42.6 11.8 85.0 66.1 15.0 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 12 11 11 12 24 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 156,411
COMMITMENTS
41,907 88,224 23,083 87,942 36,938 152,932 148,245 3,479 8,166
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -10,813)
16,786 -15,233 5,798 -32,951 -856 -10,367 -10,291 -446 -521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 56.4 14.8 56.2 23.6 97.8 94.8 2.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
30 61 18 17 20 60 90
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 281,903
COMMITMENTS
30,857 66,438 19,610 213,631 160,270 264,098 246,318 17,805 35,585
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -26,413)
-251 -8,117 -12,903 -12,833 3,734 -25,987 -17,287 -427 -9,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 23.6 7.0 75.8 56.9 93.7 87.4 6.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
25 41 22 24 42 60 94
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 278,398
COMMITMENTS
73,179 32,509 23,356 153,065 190,202 249,600 246,067 28,798 32,331
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 7,205)
-7,464 -8,019 -1,781 11,291 19,184 2,045 9,384 5,160 -2,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 11.7 8.4 55.0 68.3 89.7 88.4 10.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
49 36 28 31 38 95 87
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 512,710
COMMITMENTS
113,560 167,837 52,467 293,560 226,360 459,587 446,665 53,122 66,045
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 47,411)
16,314 -14,392 13,914 8,249 53,470 38,477 52,992 8,934 -5,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 32.7 10.2 57.3 44.1 89.6 87.1 10.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
66 94 64 56 60 153 187
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 35,194
COMMITMENTS
15,119 1,358 211 8,403 29,348 23,733 30,917 11,461 4,277
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 347)
940 10 18 72 221 1,030 249 -683 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 3.9 0.6 23.9 83.4 67.4 87.8 32.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 2 2 10 9 19 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 14,405
COMMITMENTS
4,584 7,157 17 8,796 6,004 13,397 13,178 1,008 1,227
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 126)
379 -186 17 -581 274 -185 105 311 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 49.7 0.1 61.1 41.7 93.0 91.5 7.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 16 1 2 4 9 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,544
COMMITMENTS
13,666 22,805 414 16,620 6,621 30,700 29,840 2,844 3,704
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 2,565)
174 877 22 2,035 2,575 2,231 3,474 334 -909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 68.0 1.2 49.5 19.7 91.5 89.0 8.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
20 17 5 14 12 35 33
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,897,711
COMMITMENTS
1319999 1071532 10042166 8653433 8541844 20015598 19655542 882,113 1242169
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 1,169,666)
-23,100 -55,176 947,516 184,471 241,668 1108887 1134008 60,778 35,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 5.1 48.1 41.4 40.9 95.8 94.1 4.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
51 103 120 145 154 280 295
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 970,536
COMMITMENTS
82,749 116,736 115,229 615,519 581,695 813,498 813,661 157,038 156,875
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 68,293)
10,593 -2,158 12,835 31,145 47,640 54,574 58,317 13,719 9,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 12.0 11.9 63.4 59.9 83.8 83.8 16.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 639)
146 140 159 259 275 482 497
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 204,665
COMMITMENTS
20,047 6,646 27,162 123,039 82,212 170,248 116,021 34,417 88,644
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 27,315)
5,846 -3,867 6,866 12,119 13,903 24,832 16,902 2,483 10,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 3.2 13.3 60.1 40.2 83.2 56.7 16.8 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
17 12 24 47 42 76 66
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,829,352
COMMITMENTS
332,113 569,052 421,735 2462398 2497414 3216246 3488200 613,106 341,152
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 204,895)
8,667 -6,523 44,913 95,131 168,685 148,711 207,075 56,184 -2,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 14.9 11.0 64.3 65.2 84.0 91.1 16.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
140 137 151 250 266 463 481
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,764
COMMITMENTS
7,081 7,998 534 85,903 85,979 93,518 94,511 7,246 6,253
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -1,483)
-402 -1,737 34 -1,966 516 -2,334 -1,187 851 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.9 0.5 85.3 85.3 92.8 93.8 7.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
10 9 4 52 36 65 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,489
COMMITMENTS
13,327 11,410 4,218 41,006 42,899 58,551 58,526 4,938 4,963
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 4,807)
-917 1,488 1,376 3,640 1,984 4,099 4,848 708 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 18.0 6.6 64.6 67.6 92.2 92.2 7.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
51 58 25 67 65 133 134
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 317,446
COMMITMENTS
66,636 57,049 21,089 205,032 214,495 292,757 292,632 24,689 24,813
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 24,037)
-4,584 7,442 6,880 18,199 9,919 20,495 24,241 3,542 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 18.0 6.6 64.6 67.6 92.2 92.2 7.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
51 58 25 67 65 133 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,918
COMMITMENTS
63,338 68,851 9,365 37,697 23,425 110,399 101,640 18,519 27,278
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -7,938)
12,596 -8,265 490 -21,819 6,033 -8,732 -1,743 795 -6,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 53.4 7.3 29.2 18.2 85.6 78.8 14.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 39 18 19 18 49 65
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,491
COMMITMENTS
13,010 7,622 0 20,795 28,696 33,805 36,318 7,686 5,173
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -791)
-226 -967 -13 -577 126 -816 -854 25 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 18.4 0.0 50.1 69.2 81.5 87.5 18.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 9 0 16 14 27 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 101,027
COMMITMENTS
36,944 11,938 1,218 51,238 22,709 89,400 35,865 11,627 65,162
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 6,498)
3,063 2,364 -100 2,770 4,332 5,733 6,596 765 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 11.8 1.2 50.7 22.5 88.5 35.5 11.5 64.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
34 17 5 34 23 70 44
Updated February 12, 2016