BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,665
COMMITMENTS
841 1,459 809 4,986 4,298 6,636 6,567 1,029 1,098
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 316)
13 60 31 187 191 231 283 85 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 19.0 10.6 65.0 56.1 86.6 85.7 13.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 8 8 18 17 28 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,804
COMMITMENTS
19,114 6,865 13,434 16,680 16,941 49,228 37,240 6,575 18,563
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 2,649)
98 562 1,270 1,131 462 2,499 2,294 150 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 12.3 24.1 29.9 30.4 88.2 66.7 11.8 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 27 33 31 24 67 66
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 10,161
COMMITMENTS
325 1,397 2,078 6,652 5,469 9,055 8,944 1,106 1,217
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -46)
-31 -93 5 -35 24 -61 -64 16 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 13.7 20.4 65.5 53.8 89.1 88.0 10.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 12 17 23 21 41 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 274,146
COMMITMENTS
91,440 25,990 69,900 89,376 133,975 250,716 229,865 23,430 44,281
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 20,941)
12,203 -866 4,445 2,128 15,837 18,777 19,416 2,165 1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 9.5 25.5 32.6 48.9 91.5 83.8 8.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
120 73 110 77 90 256 223
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 372,767
COMMITMENTS
90,063 33,717 115,987 130,634 164,099 336,684 313,803 36,083 58,964
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 8,356)
6,362 -9,851 6,908 -4,014 11,982 9,257 9,040 -901 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 9.0 31.1 35.0 44.0 90.3 84.2 9.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
129 79 140 156 164 360 328
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,633
COMMITMENTS
1,986 1,383 863 568 1,496 3,417 3,743 1,215 890
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 158)
245 -118 -20 -187 287 38 149 120 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 29.9 18.6 12.3 32.3 73.8 80.8 26.2 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
33 12 12 10 16 47 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,418
COMMITMENTS
16,030 7,698 15,537 14,539 10,888 46,105 34,123 8,313 20,296
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 2,912)
1,839 222 1,471 -410 1,475 2,900 3,168 12 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 14.1 28.6 26.7 20.0 84.7 62.7 15.3 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
57 57 65 69 78 166 173
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 47,566
COMMITMENTS
2,609 23,848 5,684 38,100 12,717 46,393 42,250 1,173 5,316
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 2,249)
126 1,356 288 1,716 486 2,130 2,130 119 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 50.1 12.0 80.1 26.7 97.5 88.8 2.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
8 37 24 24 25 52 66
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 33,863
COMMITMENTS
6,579 797 1,956 24,701 30,539 33,236 33,292 627 571
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 2,374)
206 -2,406 876 1,512 4,273 2,594 2,743 -220 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 2.4 5.8 72.9 90.2 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 3 2 10 12 22 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 187,525
COMMITMENTS
30,887 47,873 11,774 116,796 99,144 159,456 158,790 28,069 28,735
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -2,803)
1,136 -8,449 -7,032 3,397 13,899 -2,499 -1,582 -303 -1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 25.5 6.3 62.3 52.9 85.0 84.7 15.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 31 19 28 25 56 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,621
COMMITMENTS
22,619 17,244 1,217 11,775 4,854 35,611 23,315 7,010 19,306
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -9,299)
2,883 -2,592 -3,638 -7,361 -655 -8,115 -6,884 -1,183 -2,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.1 40.5 2.9 27.6 11.4 83.6 54.7 16.4 45.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 12 8 10 8 23 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 97,831
COMMITMENTS
23,001 68,114 1,356 70,028 22,947 94,385 92,417 3,446 5,415
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -41,691)
2,633 -9,879 -16,392 -27,977 -14,271 -41,737 -40,542 46 -1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 69.6 1.4 71.6 23.5 96.5 94.5 3.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
33 47 10 13 19 52 70
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 279,388
COMMITMENTS
62,869 74,463 18,803 182,945 146,177 264,618 239,443 14,770 39,945
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -44,109)
33,324 -2,531 -10,952 -59,610 -25,069 -37,239 -38,553 -6,870 -5,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 26.7 6.7 65.5 52.3 94.7 85.7 5.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
25 34 21 27 40 60 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 169,556
COMMITMENTS
75,764 31,610 20,806 45,964 90,304 142,534 142,719 27,022 26,836
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -150,509)
-13,758 4,940 -12,742 -120,799 -139,317 -147,300 -147,120 -3,209 -3,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 18.6 12.3 27.1 53.3 84.1 84.2 15.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
42 38 29 28 40 87 90
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 377,131
COMMITMENTS
87,358 162,805 40,991 201,006 112,963 329,355 316,759 47,776 60,372
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -111,567)
-15,476 -11,523 -8,269 -84,902 -81,625 -108,647 -101,417 -2,921 -10,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 43.2 10.9 53.3 30.0 87.3 84.0 12.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
52 93 59 58 61 148 176
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 24,577
COMMITMENTS
18,002 12,944 240 5,236 10,263 23,478 23,447 1,099 1,130
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 3,691)
3,720 4,296 -54 -127 -261 3,539 3,981 152 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.2 52.7 1.0 21.3 41.8 95.5 95.4 4.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 14 2 3 4 11 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,451
COMMITMENTS
20,524 19,234 552 5,082 4,797 26,158 24,583 2,293 3,868
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -6,506)
105 -3,185 -1,820 -4,040 -2,100 -5,755 -7,105 -751 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.1 67.6 1.9 17.9 16.9 91.9 86.4 8.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 25 4 8 10 33 37
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,332,943
COMMITMENTS
1116428 1231424 8740998 7735193 7204759 17592620 17177181 740,323 1155762
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -2,678,879)
-21,434 38,229 -1652287 -933,805 -1014155 -2607526 -2628214 -71,353 -50,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 6.7 47.7 42.2 39.3 96.0 93.7 4.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
61 86 114 131 144 260 281
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,053,402
COMMITMENTS
78,200 118,350 122,256 680,030 630,852 880,486 871,459 172,915 181,943
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 49,723)
-448 3,306 14,197 39,492 36,490 53,241 53,993 -3,518 -4,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 11.2 11.6 64.6 59.9 83.6 82.7 16.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 641)
116 182 174 260 276 490 519
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 232,196
COMMITMENTS
14,416 13,240 29,243 142,604 85,909 186,263 128,392 45,934 103,804
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 10,504)
-338 1,550 4,496 4,474 10,499 8,632 16,545 1,872 -6,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.7 12.6 61.4 37.0 80.2 55.3 19.8 44.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 17 24 49 40 80 65
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,106,027
COMMITMENTS
344,010 550,640 439,976 2687133 2724717 3471118 3715332 634,908 390,694
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 196,092)
6,435 15,766 41,520 175,090 129,954 223,045 187,240 -26,954 8,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 13.4 10.7 65.4 66.4 84.5 90.5 15.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
112 174 165 253 267 470 502
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,043
COMMITMENTS
5,101 9,619 765 87,904 86,831 93,770 97,215 8,273 4,828
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 6,257)
101 -629 278 5,812 6,712 6,191 6,361 66 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 9.4 0.7 86.1 85.1 91.9 95.3 8.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
8 9 5 56 41 68 51
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,697
COMMITMENTS
10,306 11,169 3,324 41,406 39,797 55,036 54,291 4,661 5,406
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 3,407)
-2,863 -450 476 5,452 3,214 3,065 3,240 342 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 18.7 5.6 69.4 66.7 92.2 90.9 7.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
50 60 28 73 75 137 149
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 298,485
COMMITMENTS
51,528 55,845 16,621 207,032 198,987 275,181 271,453 23,304 27,032
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 17,033)
-14,313 -2,248 2,379 27,259 16,071 15,325 16,202 1,708 831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 18.7 5.6 69.4 66.7 92.2 90.9 7.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
50 60 28 73 75 137 149
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,966
COMMITMENTS
61,512 48,430 10,652 15,546 37,938 87,710 97,021 30,256 20,945
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -41,966)
-24,857 -8,658 -2,427 -18,246 -28,535 -45,529 -39,620 3,564 -2,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.1 41.1 9.0 13.2 32.2 74.4 82.2 25.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
31 32 19 19 17 61 57
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,282
COMMITMENTS
6,782 4,679 400 16,612 17,722 23,794 22,801 5,488 6,481
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -15,997)
-3,014 -617 -2,581 -7,032 -14,007 -12,627 -17,205 -3,370 1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 16.0 1.4 56.7 60.5 81.3 77.9 18.7 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 11 1 13 11 21 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,497
COMMITMENTS
19,849 5,997 319 29,492 11,581 49,660 17,897 8,837 40,600
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -45,174)
-15,904 -4,312 -3,296 -22,323 -15,141 -41,523 -22,749 -3,651 -22,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 10.3 0.5 50.4 19.8 84.9 30.6 15.1 69.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
28 8 3 24 14 53 24
Updated March 18, 2016