BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,341
COMMITMENTS
1,328 1,333 928 3,958 4,145 6,214 6,406 1,126 934
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 75)
41 -7 45 -16 26 71 64 4 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 18.2 12.6 53.9 56.5 84.7 87.3 15.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 7 7 15 18 24 27
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,994
COMMITMENTS
15,080 5,721 15,361 16,812 19,782 47,253 40,864 5,742 12,130
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,861)
432 453 497 999 1,222 1,927 2,172 -66 -311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 10.8 29.0 31.7 37.3 89.2 77.1 10.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 19 32 33 29 73 64
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,099
COMMITMENTS
361 1,340 1,025 4,833 3,883 6,219 6,247 880 851
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -27)
-106 88 -22 104 -50 -24 16 -4 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 18.9 14.4 68.1 54.7 87.6 88.0 12.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 13 11 23 19 36 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,247
COMMITMENTS
1,359 122 1,061 2,422 2,782 4,842 3,964 405 1,283
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 2.3 20.2 46.2 53.0 92.3 75.5 7.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 1 9 9 7 18 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 287,523
COMMITMENTS
93,237 21,754 72,796 98,135 152,103 264,167 246,653 23,356 40,870
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -4,768)
-3,783 3,125 -1,420 -1,898 -6,456 -7,101 -4,751 2,332 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 7.6 25.3 34.1 52.9 91.9 85.8 8.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
113 67 101 93 97 259 220
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 322,104
COMMITMENTS
90,688 56,759 85,169 114,790 133,752 290,647 275,680 31,457 46,424
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -5,953)
-251 -6,078 -3,281 -3,033 3,256 -6,565 -6,104 612 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 17.6 26.4 35.6 41.5 90.2 85.6 9.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
114 94 118 137 138 303 308
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,203
COMMITMENTS
3,245 1,206 290 376 2,782 3,911 4,278 1,292 925
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 683)
710 138 155 -134 327 731 620 -48 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 23.2 5.6 7.2 53.5 75.2 82.2 24.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
35 9 8 11 22 49 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,734
COMMITMENTS
16,508 13,399 13,104 18,412 12,318 48,024 38,821 7,710 16,913
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 197)
11 -12 -366 151 166 -204 -212 401 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 24.0 23.5 33.0 22.1 86.2 69.7 13.8 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
57 59 49 80 73 165 158
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,402
COMMITMENTS
1,403 15,595 6,024 29,244 12,698 36,670 34,317 732 3,085
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 579)
-10 255 426 167 -26 583 654 -4 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 41.7 16.1 78.2 33.9 98.0 91.8 2.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
6 35 21 26 26 52 62
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 38,785
COMMITMENTS
21,423 11,552 0 16,077 26,808 37,500 38,360 1,285 425
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 204)
2,486 347 0 -2,445 -120 41 227 163 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.2 29.8 0.0 41.5 69.1 96.7 98.9 3.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 3 0 6 8 13 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 132,510
COMMITMENTS
43,378 19,369 7,728 48,982 78,398 100,088 105,494 32,422 27,015
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 3,553)
2,882 -1,883 -313 -449 4,599 2,120 2,402 1,433 1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 14.6 5.8 37.0 59.2 75.5 79.6 24.5 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
28 23 19 23 25 62 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,920
COMMITMENTS
23,001 18,648 1,031 13,269 4,980 37,301 24,660 6,619 19,260
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,804)
36 1,879 -213 2,511 -140 2,334 1,527 470 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 42.5 2.3 30.2 11.3 84.9 56.1 15.1 43.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 11 6 10 11 23 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,115
COMMITMENTS
24,631 64,031 5,037 70,677 28,649 100,345 97,716 3,770 6,399
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 6,366)
-3,937 -1,863 2,702 8,097 4,888 6,862 5,727 -496 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 61.5 4.8 67.9 27.5 96.4 93.9 3.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
26 61 17 23 20 64 84
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 259,827
COMMITMENTS
27,241 99,343 27,653 185,122 86,487 240,016 213,484 19,810 46,343
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -6,167)
-12,247 398 3,344 2,736 -12,390 -6,168 -8,648 1 2,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 38.2 10.6 71.2 33.3 92.4 82.2 7.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
24 50 27 23 41 65 100
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 211,128
COMMITMENTS
74,365 36,513 35,457 69,506 106,054 179,327 178,024 31,800 33,104
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 2,908)
-6,286 848 4,440 1,947 -19 102 5,269 2,806 -2,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 17.3 16.8 32.9 50.2 84.9 84.3 15.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
33 35 22 27 39 71 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 457,340
COMMITMENTS
103,604 212,000 48,390 261,267 128,306 413,260 388,696 44,080 68,645
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 23,570)
1,236 15,640 4,431 17,916 -32 23,583 20,039 -13 3,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 46.4 10.6 57.1 28.1 90.4 85.0 9.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
61 95 59 57 65 146 194
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 31,160
COMMITMENTS
10,438 5,364 158 9,783 22,052 20,379 27,574 10,781 3,586
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 302)
614 633 -8 -271 342 335 967 -33 -665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 17.2 0.5 31.4 70.8 65.4 88.5 34.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 2 7 7 15 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,199
COMMITMENTS
17,454 5,974 251 6,986 19,284 24,691 25,509 1,508 690
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -774)
-558 86 4 -51 -816 -605 -726 -169 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.6 22.8 1.0 26.7 73.6 94.2 97.4 5.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 9 2 4 5 18 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,199
COMMITMENTS
29,156 26,983 348 7,029 11,129 36,533 38,460 4,666 2,739
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -3,551)
-2,538 -3,700 299 -426 19 -2,665 -3,382 -886 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.8 65.5 0.8 17.1 27.0 88.7 93.4 11.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
45 20 6 10 12 60 33
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,181,357
COMMITMENTS
1279912 1661465 7835934 8146721 7436157 17262568 16933556 918,789 1247800
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -760,369)
-56,381 212,531 -704,043 -48,707 -310,345 -809,131 -801,857 48,762 41,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 9.1 43.1 44.8 40.9 94.9 93.1 5.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
68 96 126 128 140 271 292
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 986,228
COMMITMENTS
128,325 105,388 158,211 590,357 605,228 876,893 868,827 109,336 117,401
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -34,453)
13,552 -6,480 -12,265 -30,973 -10,797 -29,687 -29,542 -4,766 -4,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 10.7 16.0 59.9 61.4 88.9 88.1 11.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 673)
148 176 161 263 265 502 512
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 245,233
COMMITMENTS
15,842 25,695 59,912 133,123 119,496 208,877 205,103 36,357 40,130
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -13,194)
-1,363 -2,771 -3,223 -7,964 -3,517 -12,550 -9,510 -644 -3,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 10.5 24.4 54.3 48.7 85.2 83.6 14.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 13 24 40 36 71 63
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,704,975
COMMITMENTS
608,934 444,982 444,977 2286169 2428659 3340080 3318618 364,895 386,357
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -106,295)
61,125 -31,992 -31,764 -115,045 -36,401 -85,684 -100,158 -20,610 -6,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 12.0 12.0 61.7 65.6 90.2 89.6 9.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 651)
139 170 149 254 255 476 491
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 80,097
COMMITMENTS
20,967 2,520 88 47,055 73,726 68,110 76,334 11,987 3,763
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -1,080)
1,188 -259 4 -2,735 -997 -1,543 -1,252 463 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 3.1 0.1 58.7 92.0 85.0 95.3 15.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
17 7 2 46 39 64 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,748
COMMITMENTS
24,760 5,733 1,636 21,860 41,928 48,256 49,298 5,492 4,451
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 3,561)
4,081 -633 -319 -530 5,129 3,232 4,177 329 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 10.7 3.0 40.7 78.0 89.8 91.7 10.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
72 45 16 58 77 136 132
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 268,741
COMMITMENTS
123,799 28,665 8,182 109,300 209,641 241,280 246,488 27,461 22,253
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 17,803)
20,403 -3,163 -1,595 -2,649 25,645 16,159 20,887 1,644 -3,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 10.7 3.0 40.7 78.0 89.8 91.7 10.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
72 45 16 58 77 136 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,933
COMMITMENTS
61,217 26,871 14,305 17,653 52,702 93,175 93,878 24,758 24,054
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 10,887)
14,236 -2,175 1,507 -136 9,701 15,607 9,033 -4,720 1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 22.8 12.1 15.0 44.7 79.0 79.6 21.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
36 32 21 19 19 67 60
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,418
COMMITMENTS
12,702 4,272 38 17,545 27,250 30,285 31,560 7,133 5,858
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 781)
-907 -101 0 1,240 946 333 845 448 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 11.4 0.1 46.9 72.8 80.9 84.3 19.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 5 1 16 10 29 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 81,962
COMMITMENTS
22,897 13,285 638 48,978 13,992 72,513 27,915 9,449 54,047
CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 372)
1,265 260 -27 -1,290 -2,531 -52 -2,298 424 2,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 16.2 0.8 59.8 17.1 88.5 34.1 11.5 65.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
27 8 4 39 21 67 32
Updated July 22, 2016