BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,013
COMMITMENTS
941 1,473 838 4,379 3,646 6,158 5,957 854 1,055
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 546)
83 287 49 385 130 517 465 30 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 21.0 12.0 62.4 52.0 87.8 85.0 12.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 10 10 17 15 28 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,110
COMMITMENTS
20,003 6,945 11,433 15,714 16,415 47,149 34,793 5,961 18,317
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 1,783)
896 471 479 271 540 1,645 1,490 137 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 13.1 21.5 29.6 30.9 88.8 65.5 11.2 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 27 30 34 25 67 64
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 11,883
COMMITMENTS
227 1,816 2,405 8,218 6,580 10,850 10,801 1,033 1,082
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 21)
16 -76 -76 83 145 22 -7 -1 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 15.3 20.2 69.2 55.4 91.3 90.9 8.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 14 17 24 22 42 39
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 280,296
COMMITMENTS
70,819 27,490 100,851 87,191 111,540 258,862 239,881 21,435 40,415
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 13,138)
6,827 581 4,600 1,062 6,052 12,488 11,233 650 1,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 9.8 36.0 31.1 39.8 92.4 85.6 7.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
115 97 126 84 92 268 256
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 346,483
COMMITMENTS
71,900 52,148 100,043 140,292 138,509 312,235 290,700 34,248 55,783
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 6,501)
89 574 5,210 1,147 2,184 6,446 7,969 55 -1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 15.1 28.9 40.5 40.0 90.1 83.9 9.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
106 88 142 152 152 333 334
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,824
COMMITMENTS
1,085 2,588 1,334 2,089 685 4,509 4,607 1,315 1,217
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -34)
-15 -45 62 34 -31 81 -13 -115 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 44.4 22.9 35.9 11.8 77.4 79.1 22.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
13 25 14 20 14 41 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,935
COMMITMENTS
13,231 7,966 14,790 14,241 9,206 42,262 31,961 8,673 18,973
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 136)
-45 -898 318 -27 346 246 -235 -110 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 15.6 29.0 28.0 18.1 83.0 62.7 17.0 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
45 50 56 70 64 152 146
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,399
COMMITMENTS
652 4,603 282 3,391 165 4,325 5,050 1,074 349
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 147)
-5 125 74 141 -3 210 196 -63 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 85.3 5.2 62.8 3.1 80.1 93.5 19.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 5 8 9 4 21 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 43,351
COMMITMENTS
2,518 22,293 5,356 34,568 11,017 42,442 38,667 910 4,685
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 969)
-13 776 109 906 98 1,003 983 -34 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 51.4 12.4 79.7 25.4 97.9 89.2 2.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
9 35 25 24 23 53 63
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 32,051
COMMITMENTS
6,004 4,700 24 24,783 26,552 30,811 31,276 1,240 775
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 1,103)
848 1,263 9 -50 -140 807 1,132 296 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 14.7 0.1 77.3 82.8 96.1 97.6 3.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 3 1 9 12 22 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 177,968
COMMITMENTS
29,060 75,006 9,939 113,515 59,964 152,514 144,909 25,454 33,059
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 1,334)
2,336 -4,553 -50 -747 6,315 1,540 1,712 -206 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 42.1 5.6 63.8 33.7 85.7 81.4 14.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 38 17 27 27 52 72
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,913
COMMITMENTS
20,126 24,158 3,320 18,635 6,823 42,080 34,300 9,832 17,612
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -4,486)
-224 -2,919 -249 -5,376 184 -5,848 -2,983 1,362 -1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 46.5 6.4 35.9 13.1 81.1 66.1 18.9 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 14 10 10 13 23 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 162,163
COMMITMENTS
21,652 98,830 17,451 119,724 37,336 158,827 153,617 3,336 8,546
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 5,752)
-20,255 10,606 -5,632 31,782 399 5,895 5,372 -143 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 60.9 10.8 73.8 23.0 97.9 94.7 2.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
31 63 17 18 22 59 97
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 291,121
COMMITMENTS
37,165 70,497 22,452 213,799 160,203 273,416 253,152 17,705 37,969
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 9,218)
6,308 4,059 2,842 168 -66 9,318 6,834 -100 2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 24.2 7.7 73.4 55.0 93.9 87.0 6.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
32 37 21 25 41 66 90
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 296,330
COMMITMENTS
80,583 34,411 28,203 155,176 203,900 263,962 266,514 32,367 29,816
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 17,932)
7,404 1,902 4,847 2,111 13,697 14,363 20,446 3,569 -2,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 11.6 9.5 52.4 68.8 89.1 89.9 10.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
50 36 34 29 40 94 95
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 501,611
COMMITMENTS
113,804 152,257 52,045 282,930 237,498 448,779 441,800 52,832 59,811
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -11,099)
245 -15,581 -422 -10,630 11,138 -10,808 -4,865 -290 -6,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 30.4 10.4 56.4 47.3 89.5 88.1 10.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
68 95 65 55 62 155 190
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 34,818
COMMITMENTS
14,600 793 183 8,551 29,361 23,334 30,337 11,484 4,481
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -376)
-519 -565 -28 148 13 -399 -580 23 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 2.3 0.5 24.6 84.3 67.0 87.1 33.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 1 1 11 9 18 11
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 13,713
COMMITMENTS
4,542 5,879 0 8,227 6,660 12,769 12,539 944 1,174
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -692)
-42 -1,278 -17 -569 656 -628 -639 -64 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 42.9 0.0 60.0 48.6 93.1 91.4 6.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 16 0 2 4 7 20
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,596
COMMITMENTS
14,465 22,782 364 16,161 6,295 30,990 29,441 2,606 4,155
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 52)
799 -23 -50 -459 -326 290 -399 -238 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 67.8 1.1 48.1 18.7 92.2 87.6 7.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 25 6 13 12 33 40
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,290,152
COMMITMENTS
1206482 1070014 9800111 8401891 8234125 19408484 19104250 881,668 1185902
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -607,559)
-113,517 -1,519 -242,055 -251,542 -307,719 -607,114 -551,292 -445 -56,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 5.3 48.3 41.4 40.6 95.7 94.2 4.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
56 93 116 145 155 278 292
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 970,623
COMMITMENTS
81,899 112,359 112,345 620,145 586,399 814,389 811,103 156,234 159,520
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 88)
-850 -4,378 -2,885 4,626 4,704 891 -2,558 -804 2,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 11.6 11.6 63.9 60.4 83.9 83.6 16.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 652)
141 158 170 256 273 487 511
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 202,096
COMMITMENTS
14,853 12,264 23,821 127,891 78,366 166,566 114,452 35,530 87,644
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -2,569)
-5,193 5,618 -3,341 4,852 -3,846 -3,683 -1,569 1,113 -1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.1 11.8 63.3 38.8 82.4 56.6 17.6 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 18 23 47 42 75 67
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,842,637
COMMITMENTS
359,215 524,459 418,630 2461271 2540166 3239116 3483255 603,522 359,382
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 13,285)
27,102 -44,593 -3,105 -1,128 42,752 22,870 -4,945 -9,584 18,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 13.6 10.9 64.1 66.1 84.3 90.6 15.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636)
135 155 162 247 264 468 495
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,784
COMMITMENTS
6,779 8,050 884 86,468 87,471 94,131 96,405 7,653 5,379
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 1,020)
-302 52 350 565 1,492 613 1,894 407 -874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 7.9 0.9 85.0 85.9 92.5 94.7 7.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
10 10 5 50 36 64 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,166
COMMITMENTS
11,889 11,890 3,399 39,407 37,858 54,696 53,147 4,470 6,019
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -4,323)
-1,438 480 -819 -1,599 -5,041 -3,856 -5,380 -467 1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 20.1 5.7 66.6 64.0 92.4 89.8 7.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
48 57 25 57 70 118 140
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 295,830
COMMITMENTS
59,447 59,451 16,994 197,037 189,288 273,478 265,733 22,352 30,097
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -21,616)
-7,189 2,402 -4,095 -7,995 -25,206 -19,279 -26,899 -2,337 5,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 20.1 5.7 66.6 64.0 92.4 89.8 7.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
48 57 25 57 70 118 140
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 127,532
COMMITMENTS
66,468 63,156 9,992 32,653 27,737 109,114 100,885 18,419 26,647
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -1,386)
3,131 -5,695 628 -5,043 4,312 -1,285 -755 -101 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 49.5 7.8 25.6 21.7 85.6 79.1 14.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
17 42 17 21 23 50 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,184
COMMITMENTS
12,592 7,219 524 20,508 28,811 33,624 36,554 7,560 4,630
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -307)
-418 -403 524 -287 115 -181 236 -126 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 17.5 1.3 49.8 70.0 81.6 88.8 18.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 8 2 17 13 31 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X JPY 500) OPEN INTEREST: 105,307
COMMITMENTS
34,148 11,633 797 58,215 21,751 93,160 34,181 12,147 71,126
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 4,280)
-2,796 -305 -421 6,977 -958 3,760 -1,684 520 5,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 11.0 0.8 55.3 20.7 88.5 32.5 11.5 67.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 15 6 37 21 67 41
Updated February 19, 2016