BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,846
COMMITMENTS
970 1,161 908 4,001 3,889 5,880 5,959 966 888
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -971)
-244 -255 -90 -541 -482 -875 -827 -96 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 17.0 13.3 58.4 56.8 85.9 87.0 14.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 7 7 16 17 26 25
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,022
COMMITMENTS
13,020 4,365 12,924 16,563 18,627 42,508 35,916 5,514 12,106
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -7,824)
-2,331 -1,479 -3,987 -1,340 -1,683 -7,659 -7,149 -165 -675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 9.1 26.9 34.5 38.8 88.5 74.8 11.5 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
22 17 27 34 28 69 59
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,485
COMMITMENTS
278 1,179 1,041 4,271 3,533 5,591 5,753 894 732
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -840)
-64 -240 0 -784 -479 -848 -718 9 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 18.2 16.1 65.9 54.5 86.2 88.7 13.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 11 11 23 20 35 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,153
COMMITMENTS
1,099 122 1,240 2,388 2,538 4,727 3,901 426 1,253
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -482)
-158 19 -25 -261 -340 -443 -346 -39 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 2.4 24.1 46.3 49.3 91.7 75.7 8.3 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 2 10 9 7 19 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 292,411
COMMITMENTS
88,154 39,038 91,066 91,449 117,960 270,669 248,064 21,742 44,347
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 956)
-174 4,405 3,338 -3,588 -9,326 -423 -1,583 1,380 2,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 13.4 31.1 31.3 40.3 92.6 84.8 7.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
104 90 99 82 88 236 234
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 297,118
COMMITMENTS
95,618 42,851 71,071 103,002 135,380 269,691 249,302 27,427 47,816
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -30,157)
-1,454 -6,222 -20,645 -7,246 -4,967 -29,344 -31,833 -812 1,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 14.4 23.9 34.7 45.6 90.8 83.9 9.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
113 88 119 136 137 301 301
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,720
COMMITMENTS
3,128 1,270 569 633 2,773 4,330 4,612 1,390 1,107
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 148)
-96 -32 38 142 155 84 162 65 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 22.2 9.9 11.1 48.5 75.7 80.6 24.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
34 10 9 18 24 57 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 58,392
COMMITMENTS
17,622 10,708 17,026 16,447 12,832 51,095 40,566 7,297 17,826
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 832)
612 -1,655 1,658 -945 -241 1,325 -238 -493 1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 18.3 29.2 28.2 22.0 87.5 69.5 12.5 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
63 58 64 75 74 179 166
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,523
COMMITMENTS
1,238 13,356 5,661 25,911 12,029 32,809 31,045 714 2,478
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -5,497)
-201 -3,138 -917 -4,334 -1,156 -5,452 -5,211 -45 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 39.8 16.9 77.3 35.9 97.9 92.6 2.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 28 21 27 29 53 63
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,187
COMMITMENTS
13,541 6,483 0 16,715 24,294 30,256 30,777 931 410
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -2,113)
-2,281 -1,074 0 224 -1,095 -2,057 -2,169 -56 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 20.8 0.0 53.6 77.9 97.0 98.7 3.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 1 0 7 8 17 9
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,885
COMMITMENTS
43,871 27,802 6,728 49,090 65,021 99,689 99,551 30,196 30,334
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -2,528)
1,562 4,730 -1,731 -9 -7,334 -179 -4,335 -2,349 1,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 21.4 5.2 37.8 50.1 76.8 76.6 23.2 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
25 28 15 22 24 56 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,254
COMMITMENTS
20,377 20,608 1,144 16,243 4,925 37,763 26,678 7,491 18,576
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,911)
-564 -2,737 -144 -652 -828 -1,360 -3,709 -551 1,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 45.5 2.5 35.9 10.9 83.4 59.0 16.6 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 13 6 9 11 19 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 128,143
COMMITMENTS
19,872 74,281 12,930 89,830 35,101 122,633 122,313 5,511 5,831
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -485)
-4,094 -1,726 401 1,796 2,624 -1,898 1,299 1,413 -1,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 58.0 10.1 70.1 27.4 95.7 95.4 4.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
41 59 20 21 20 76 88
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 271,477
COMMITMENTS
34,138 122,347 21,642 192,767 84,274 248,548 228,264 22,929 43,213
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,680)
3,346 9,404 -5,365 -1,097 -896 -3,116 3,143 4,796 -1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 45.1 8.0 71.0 31.0 91.6 84.1 8.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
29 50 22 24 44 65 104
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 207,119
COMMITMENTS
83,062 36,843 25,714 68,208 109,854 176,984 172,410 30,136 34,709
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -3,806)
12,426 3,360 -9,456 -8,176 3,860 -5,206 -2,236 1,400 -1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 17.8 12.4 32.9 53.0 85.5 83.2 14.5 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
29 42 21 30 36 74 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 432,970
COMMITMENTS
89,328 200,140 43,467 255,400 123,091 388,195 366,698 44,776 66,273
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -16,316)
-4,573 -10,026 -5,431 -1,993 -1,447 -11,996 -16,904 -4,320 588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 46.2 10.0 59.0 28.4 89.7 84.7 10.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
62 95 55 56 61 146 185
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 33,493
COMMITMENTS
10,814 5,227 185 11,045 24,238 22,044 29,650 11,449 3,843
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 507)
151 -71 26 578 279 755 234 -248 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 15.6 0.6 33.0 72.4 65.8 88.5 34.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 4 7 8 17 14
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,841
COMMITMENTS
17,146 17,282 47 6,764 7,811 23,957 25,140 1,884 701
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,980)
803 842 24 703 944 1,530 1,810 450 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.4 66.9 0.2 26.2 30.2 92.7 97.3 7.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 10 2 5 5 19 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,475
COMMITMENTS
28,314 28,927 380 7,865 9,045 36,559 38,352 4,916 3,123
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,083)
1,265 2,095 53 -46 -853 1,272 1,295 -189 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 69.7 0.9 19.0 21.8 88.1 92.5 11.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
44 17 6 9 13 56 33
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 5,152
COMMITMENTS
1,970 3,151 23 2,240 1,187 4,233 4,361 919 791
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 49)
8 -326 0 7 456 15 130 34 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 61.2 0.4 43.5 23.0 82.2 84.6 17.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 9 1 5 4 11 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,373,662
COMMITMENTS
1100615 1643306 8187972 9232683 8302406 18521269 18133683 852,393 1239979
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,024,631)
87,706 304,414 406,898 532,820 292,708 1027424 1004020 -2,793 20,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 8.5 42.3 47.7 42.9 95.6 93.6 4.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
61 99 127 137 145 278 297
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 962,829
COMMITMENTS
120,915 100,954 156,738 587,545 602,836 865,198 860,528 97,631 102,302
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 28,346)
-3,701 3,147 17,839 19,355 13,243 33,493 34,229 -5,147 -5,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 10.5 16.3 61.0 62.6 89.9 89.4 10.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 675)
155 177 169 261 261 509 515
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 229,438
COMMITMENTS
17,139 21,172 57,650 119,791 121,872 194,580 200,694 34,858 28,744
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 23,221)
1,119 5,492 10,476 10,957 9,293 22,552 25,261 669 -2,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 9.2 25.1 52.2 53.1 84.8 87.5 15.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 14 27 40 38 74 67
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,666,955
COMMITMENTS
574,812 454,844 439,506 2338771 2404817 3353090 3299167 313,865 367,788
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 25,626)
-23,844 -11,470 36,562 41,991 19,749 54,709 44,841 -29,083 -19,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 12.4 12.0 63.8 65.6 91.4 90.0 8.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 651)
146 170 156 252 252 483 493
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 83,199
COMMITMENTS
25,088 2,599 196 45,371 77,116 70,655 79,911 12,544 3,288
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,207)
828 -89 -135 360 1,459 1,053 1,235 154 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 3.1 0.2 54.5 92.7 84.9 96.0 15.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
17 7 3 45 39 63 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,696
COMMITMENTS
31,917 5,959 2,368 22,460 49,379 56,745 57,706 5,950 4,989
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,507)
-97 -41 338 943 1,310 1,183 1,606 324 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 9.5 3.8 35.8 78.8 90.5 92.0 9.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
83 48 21 74 75 166 135
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 313,478
COMMITMENTS
159,586 29,794 11,840 112,300 246,897 283,726 288,531 29,752 24,947
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 7,536)
-485 -206 1,688 4,714 6,550 5,916 8,031 1,620 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 9.5 3.8 35.8 78.8 90.5 92.0 9.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
83 48 21 74 75 166 135
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 119,457
COMMITMENTS
60,187 23,885 13,034 15,237 57,611 88,459 94,530 30,998 24,926
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: 1,519)
738 -3,027 -466 -865 4,735 -592 1,242 2,111 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 20.0 10.9 12.8 48.2 74.1 79.1 25.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
31 25 17 18 22 62 51
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,341
COMMITMENTS
9,218 2,431 18 17,653 28,572 26,889 31,021 8,452 4,320
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -676)
-220 -247 -36 -361 -141 -617 -424 -59 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 6.9 0.1 50.0 80.8 76.1 87.8 23.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 5 1 14 12 25 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,281
COMMITMENTS
19,860 8,869 187 38,899 19,916 58,946 28,972 9,335 39,309
CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -3,245)
4,029 -1,195 60 -7,005 1,700 -2,916 565 -329 -3,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 13.0 0.3 57.0 29.2 86.3 42.4 13.7 57.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 19 4 29 19 55 40
Updated August 12, 2016