BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,463
COMMITMENTS
331 3,838 541 6,252 3,345 7,124 7,725 1,339 738
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 282)
35 141 54 208 170 296 364 -14 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 45.4 6.4 73.9 39.5 84.2 91.3 15.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 9 6 14 11 24 21
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,368
COMMITMENTS
10,821 1,971 12,334 25,792 28,449 48,947 42,753 4,421 10,615
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 529)
75 -92 244 337 335 655 486 -126 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 3.7 23.1 48.3 53.3 91.7 80.1 8.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
27 11 23 37 34 70 62
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,473
COMMITMENTS
630 2,965 479 3,590 1,650 4,699 5,093 774 380
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 34)
65 127 -41 -0 -65 24 22 11 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 54.2 8.7 65.6 30.1 85.9 93.1 14.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 10 9 17 11 27 24
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,167
COMMITMENTS
8,114 418 1,149 3,299 8,186 12,562 9,753 604 3,414
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 112)
145 1 42 -87 138 101 181 12 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.6 3.2 8.7 25.1 62.2 95.4 74.1 4.6 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 6 8 11 20 23 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 353,578
COMMITMENTS
94,740 16,621 115,559 106,570 176,537 316,869 308,716 36,709 44,862
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 3,144)
-3,253 1,618 6,272 709 -3,496 3,728 4,394 -584 -1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 4.7 32.7 30.1 49.9 89.6 87.3 10.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
121 89 118 101 106 280 263
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 452,810
COMMITMENTS
156,373 17,736 117,499 143,067 259,603 416,938 394,837 35,872 57,972
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 23,624)
336 -1,032 14,054 7,917 12,633 22,307 25,655 1,317 -2,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 3.9 25.9 31.6 57.3 92.1 87.2 7.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
168 70 143 129 170 365 339
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,877
COMMITMENTS
1,540 2,350 858 2,225 1,140 4,623 4,348 1,254 1,529
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,057)
103 311 577 150 64 829 952 228 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 40.0 14.6 37.9 19.4 78.7 74.0 21.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 22 14 22 16 48 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,401
COMMITMENTS
19,798 5,051 9,367 14,625 13,285 43,790 27,703 9,611 25,698
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,639)
413 -134 695 -312 252 795 813 843 826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 9.5 17.5 27.4 24.9 82.0 51.9 18.0 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
72 36 43 82 102 180 161
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 17,056
COMMITMENTS
2,676 9,113 1,801 11,359 5,232 15,836 16,146 1,220 910
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 297)
129 125 70 149 101 348 296 -51 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 53.4 10.6 66.6 30.7 92.8 94.7 7.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 13 11 18 14 35 29
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 38,591
COMMITMENTS
7,485 7,285 682 29,934 29,917 38,102 37,884 489 707
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,858)
865 115 -46 1,049 1,730 1,867 1,799 -9 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 18.9 1.8 77.6 77.5 98.7 98.2 1.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 3 13 13 17 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 148,655
COMMITMENTS
33,028 53,988 9,487 73,868 50,958 116,383 114,433 32,272 34,222
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,449)
190 184 -2 1,981 120 2,169 302 -721 1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 36.3 6.4 49.7 34.3 78.3 77.0 21.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
27 22 19 23 24 58 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,350
COMMITMENTS
11,907 14,138 1,748 27,308 20,494 40,963 36,380 12,387 16,970
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 575)
279 -1,847 179 3,344 1,627 3,802 -40 -3,227 616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 26.5 3.3 51.2 38.4 76.8 68.2 23.2 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 14 6 15 17 31 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 162,678
COMMITMENTS
105,659 19,650 4,124 42,662 136,902 152,445 160,676 10,233 2,001
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 5,033)
3,853 1,143 354 882 3,591 5,089 5,088 -56 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.9 12.1 2.5 26.2 84.2 93.7 98.8 6.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
71 24 8 13 23 89 53
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 258,122
COMMITMENTS
80,504 43,814 10,881 132,657 180,028 224,042 234,722 34,080 23,400
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,427)
1,493 1,237 441 3,537 -1,214 5,472 464 -4,044 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 17.0 4.2 51.4 69.7 86.8 90.9 13.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
37 35 26 35 36 87 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 197,741
COMMITMENTS
12,366 85,650 16,089 150,761 43,636 179,217 145,376 18,524 52,365
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 14,088)
-4,057 10,167 2,337 19,145 -6,386 17,425 6,117 -3,337 7,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 43.3 8.1 76.2 22.1 90.6 73.5 9.4 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
22 50 31 36 32 74 97
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 342,351
COMMITMENTS
55,143 87,562 40,372 201,660 139,803 297,174 267,738 45,177 74,614
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 7,764)
-13,846 1,123 3,716 19,272 993 9,142 5,832 -1,378 1,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 25.6 11.8 58.9 40.8 86.8 78.2 13.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
50 84 56 57 63 138 172
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 26,138
COMMITMENTS
13,805 4,583 6,265 4,854 14,512 24,924 25,360 1,214 778
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 4,539)
-847 -909 2,758 2,810 2,683 4,721 4,532 -182 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 17.5 24.0 18.6 55.5 95.4 97.0 4.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 4 2 3 7 13 12
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,085
COMMITMENTS
22,400 4,869 648 2,986 21,608 26,034 27,125 4,051 2,960
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -569)
366 779 444 -668 -2,108 142 -885 -711 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.5 16.2 2.2 9.9 71.8 86.5 90.2 13.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
28 17 4 10 10 40 30
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 5,754
COMMITMENTS
1,615 2,578 0 3,490 2,161 5,105 4,739 649 1,015
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 44.8 0.0 60.7 37.6 88.7 82.4 11.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 0 6 8 10 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,432,047
COMMITMENTS
731,569 2070495 6900881 9822949 8070763 17455399 17042139 976,648 1389908
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 410,792)
38,945 21,475 352,220 -16,231 44,699 374,934 418,394 35,859 -7,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 11.2 37.4 53.3 43.8 94.7 92.5 5.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
49 103 118 140 163 275 304
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 946,160
COMMITMENTS
95,783 108,100 66,322 647,313 660,093 809,418 834,515 136,742 111,645
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 32,913)
-4,163 3,986 8,005 24,369 19,577 28,211 31,568 4,702 1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.4 7.0 68.4 69.8 85.5 88.2 14.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 619)
128 133 124 266 263 463 451
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 217,095
COMMITMENTS
11,684 8,473 17,269 132,839 138,145 161,792 163,887 55,303 53,207
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 12,677)
-1,845 3,997 1,799 11,180 5,758 11,134 11,554 1,542 1,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 3.9 8.0 61.2 63.6 74.5 75.5 25.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
18 12 21 54 53 82 76
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,645,328
COMMITMENTS
450,272 527,915 215,488 2572370 2609736 3238130 3353139 407,198 292,190
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 101,180)
7,461 18,995 11,977 65,944 69,095 85,382 100,067 15,798 1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 14.5 5.9 70.6 71.6 88.8 92.0 11.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589)
121 123 112 252 250 432 426
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,111
COMMITMENTS
7,824 2,976 953 70,880 84,586 79,657 88,515 12,454 3,596
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 1,638)
601 211 63 1,063 1,121 1,727 1,395 -89 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 3.2 1.0 77.0 91.8 86.5 96.1 13.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
11 5 3 52 36 64 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 96,268
COMMITMENTS
20,466 10,599 2,487 59,196 72,215 82,149 85,302 14,119 10,966
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 3,225)
619 -360 487 -373 3,270 733 3,397 2,491 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 11.0 2.6 61.5 75.0 85.3 88.6 14.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
63 62 24 79 81 159 150
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 16,555
COMMITMENTS
683 366 0 13,613 11,398 14,296 11,764 2,259 4,791
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,091)
-474 0 0 -1,216 -1,138 -1,690 -1,138 599 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.2 0.0 82.2 68.9 86.4 71.1 13.6 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 11 9 14 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 398,565
COMMITMENTS
100,123 52,377 11,225 227,916 304,086 339,265 367,688 59,301 30,877
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 21,581)
5,546 -1,718 2,355 4,216 22,039 12,117 22,676 9,464 -1,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 13.1 2.8 57.2 76.3 85.1 92.3 14.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
62 62 24 75 79 154 148
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 126,408
COMMITMENTS
56,097 35,152 7,090 36,161 57,636 99,348 99,877 27,060 26,531
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 3,136)
4,661 -477 -306 -52 4,792 4,303 4,009 -1,166 -872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 27.8 5.6 28.6 45.6 78.6 79.0 21.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 38 23 22 23 56 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 61,237
COMMITMENTS
19,402 10,587 584 27,987 39,284 47,973 50,455 13,264 10,782
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -200)
-2,746 -170 97 -466 -39 -3,115 -112 2,915 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 17.3 1.0 45.7 64.2 78.3 82.4 21.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
20 10 2 22 12 44 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 114,365
COMMITMENTS
38,307 9,903 2,402 62,909 13,280 103,618 25,585 10,747 88,780
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: -1,576)
-233 -506 165 -464 2,403 -532 2,062 -1,044 -3,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 8.7 2.1 55.0 11.6 90.6 22.4 9.4 77.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
35 10 6 32 25 68 40
Updated June 6, 2014