BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,866
COMMITMENTS
147 3,663 356 5,828 3,134 6,331 7,153 1,535 713
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 501)
7 302 51 298 99 357 452 144 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 46.6 4.5 74.1 39.8 80.5 90.9 19.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 8 3 16 11 21 19
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,168
COMMITMENTS
8,267 2,685 11,150 26,390 26,549 45,807 40,384 5,360 10,783
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,143)
880 212 1,328 1,418 2,094 3,626 3,634 517 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 5.2 21.8 51.6 51.9 89.5 78.9 10.5 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
25 7 22 38 32 67 57
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,454
COMMITMENTS
469 3,020 338 3,486 1,813 4,293 5,172 1,161 282
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 367)
148 302 17 123 29 289 348 79 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 55.4 6.2 63.9 33.2 78.7 94.8 21.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 5 10 9 16 18
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,255
COMMITMENTS
8,352 459 1,698 4,479 8,889 14,529 11,045 726 4,210
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,460)
534 86 333 441 968 1,307 1,387 153 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 3.0 11.1 29.4 58.3 95.2 72.4 4.8 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 6 9 10 18 22 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 322,458
COMMITMENTS
96,522 23,280 91,060 94,404 156,122 281,987 270,463 40,472 51,996
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 6,823)
2,302 -3,160 4,787 -2,418 5,618 4,671 7,244 2,152 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 7.2 28.2 29.3 48.4 87.4 83.9 12.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
119 68 128 108 118 292 268
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 451,250
COMMITMENTS
166,448 23,602 121,886 124,909 239,123 413,244 384,612 38,007 66,638
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 27,779)
7,983 -286 16,370 3,346 8,883 27,699 24,967 80 2,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 5.2 27.0 27.7 53.0 91.6 85.2 8.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 475)
164 90 154 138 177 392 357
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,156
COMMITMENTS
975 1,174 221 1,545 1,794 2,741 3,190 1,415 966
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 146)
70 120 -7 47 -58 110 56 36 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 28.3 5.3 37.2 43.2 66.0 76.8 34.0 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 12 11 16 18 38 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,926
COMMITMENTS
18,122 7,168 12,245 15,744 13,532 46,110 32,945 13,815 26,981
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,888)
712 -330 953 -432 -280 1,234 343 654 1,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 12.0 20.4 26.3 22.6 76.9 55.0 23.1 45.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
78 29 52 74 79 177 149
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 12,789
COMMITMENTS
1,062 6,396 1,729 9,100 4,332 11,891 12,457 898 332
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,275)
160 696 127 969 434 1,256 1,257 18 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 50.0 13.5 71.2 33.9 93.0 97.4 7.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 11 11 17 12 31 26
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 38,414
COMMITMENTS
4,217 4,503 1,266 32,448 32,032 37,931 37,801 483 613
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -793)
-2,419 -731 1 1,708 -122 -710 -852 -83 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 11.7 3.3 84.5 83.4 98.7 98.4 1.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 2 14 12 18 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 193,719
COMMITMENTS
29,782 100,131 9,109 124,123 37,320 163,015 146,560 30,704 47,159
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -25)
-4,587 -2,393 1,642 3,710 -910 764 -1,662 -789 1,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 51.7 4.7 64.1 19.3 84.2 75.7 15.8 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
27 32 17 26 24 56 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,447
COMMITMENTS
11,645 13,979 313 20,303 15,707 32,261 29,999 13,186 15,448
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 131)
-956 -2,001 4 4,189 434 3,237 -1,563 -3,106 1,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 30.8 0.7 44.7 34.6 71.0 66.0 29.0 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 12 2 13 11 23 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 121,142
COMMITMENTS
26,739 30,367 4,586 83,916 80,914 115,241 115,867 5,901 5,275
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 8,144)
-5,756 11,589 1,365 13,685 -7,800 9,294 5,154 -1,150 2,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 25.1 3.8 69.3 66.8 95.1 95.6 4.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
35 42 7 16 17 56 61
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 228,602
COMMITMENTS
56,035 47,179 11,651 120,815 143,820 188,501 202,649 40,101 25,952
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 9,844)
2,365 5,336 1,571 5,161 -470 9,097 6,437 748 3,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 20.6 5.1 52.8 62.9 82.5 88.6 17.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
39 33 23 32 37 84 80
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 250,702
COMMITMENTS
11,981 129,010 16,132 204,026 52,959 232,139 198,102 18,563 52,600
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,726)
2,186 -543 -706 -2,825 1,053 -1,344 -195 -382 -1,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 51.5 6.4 81.4 21.1 92.6 79.0 7.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
25 78 29 31 36 72 127
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 314,442
COMMITMENTS
79,729 84,162 37,761 153,658 116,889 271,148 238,813 43,293 75,629
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 19,468)
-7,664 4,023 5,436 25,232 1,589 23,004 11,048 -3,536 8,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 26.8 12.0 48.9 37.2 86.2 75.9 13.8 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
42 88 63 52 55 138 162
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 12,349
COMMITMENTS
4,970 4,432 3,453 3,400 3,201 11,823 11,086 526 1,263
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 110)
-28 -37 87 -2 10 57 60 53 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 35.9 28.0 27.5 25.9 95.7 89.8 4.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 11 4 5 3 11 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,817
COMMITMENTS
17,330 8,774 562 1,258 11,346 19,150 20,682 3,667 2,135
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -53)
-209 849 360 141 -1,283 292 -74 -345 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.0 38.5 2.5 5.5 49.7 83.9 90.6 16.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
26 21 3 6 13 33 36
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,597,409
COMMITMENTS
694,477 1561204 6359917 8706285 7459611 15760679 15380732 836,730 1216678
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 684,349)
3,880 39,214 492,656 188,556 179,411 685,091 711,280 -742 -26,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 9.4 38.3 52.5 44.9 95.0 92.7 5.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
47 86 109 132 143 256 267
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 846,955
COMMITMENTS
105,425 97,429 51,535 584,702 622,286 741,662 771,250 105,293 75,706
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -27,339)
-5,669 5,483 -11,488 -3,397 -16,251 -20,553 -22,256 -6,785 -5,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 11.5 6.1 69.0 73.5 87.6 91.1 12.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
149 102 108 251 233 450 394
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 191,286
COMMITMENTS
10,365 5,035 12,988 116,320 142,171 139,673 160,195 51,613 31,092
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -2,158)
709 -3,443 -1,899 6,914 3,349 5,724 -1,993 -7,883 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.6 6.8 60.8 74.3 73.0 83.7 27.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
16 14 22 48 50 77 74
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,278,346
COMMITMENTS
484,805 471,475 183,226 2341911 2400573 3009943 3055275 268,403 223,071
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -125,901)
-46,015 30,504 -33,820 -51,554 -98,000 -131,389 -101,316 5,488 -24,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 14.4 5.6 71.4 73.2 91.8 93.2 8.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
141 94 96 237 221 420 369
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,516
COMMITMENTS
15,221 3,332 1,008 79,208 97,654 95,437 101,994 10,079 3,522
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,211)
1,476 215 168 71 70 1,715 453 -504 758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 3.2 1.0 75.1 92.5 90.4 96.7 9.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
16 5 4 50 40 67 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 86,947
COMMITMENTS
23,620 4,566 1,076 55,073 77,489 79,769 83,131 7,178 3,817
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,676)
-1,493 -2,970 234 -1,035 1,133 -2,294 -1,603 618 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 5.3 1.2 63.3 89.1 91.7 95.6 8.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
82 27 15 78 62 166 98
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 434,736
COMMITMENTS
118,100 22,828 5,382 275,363 387,443 398,845 415,653 35,891 19,083
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -8,380)
-7,463 -14,848 1,170 -5,176 5,665 -11,469 -8,013 3,089 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 5.3 1.2 63.3 89.1 91.7 95.6 8.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
82 27 15 78 62 166 98
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 161,601
COMMITMENTS
16,548 79,327 9,946 115,101 29,592 141,595 118,865 20,006 42,736
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 30,303)
6,312 18,334 309 24,080 3,153 30,700 21,796 -397 8,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 49.1 6.2 71.2 18.3 87.6 73.6 12.4 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
23 39 21 25 24 56 76
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 77,289
COMMITMENTS
25,236 21,738 375 39,143 49,047 64,754 71,160 12,535 6,129
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,718)
-102 1,443 350 290 287 538 2,080 1,180 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 28.1 0.5 50.6 63.5 83.8 92.1 16.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
32 17 3 27 13 60 32
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 108,903
COMMITMENTS
40,639 7,820 423 57,598 20,523 98,660 28,766 10,243 80,137
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,148)
3,070 -3,661 304 264 409 3,638 -2,948 510 7,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 7.2 0.4 52.9 18.8 90.6 26.4 9.4 73.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
36 8 3 40 18 76 29
Updated January 24, 2014