BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,884
COMMITMENTS
127 2,690 933 5,299 3,513 6,359 7,136 1,525 749
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 160)
9 69 12 40 103 61 184 99 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 34.1 11.8 67.2 44.6 80.7 90.5 19.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 9 9 16 16 26 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 66,851
COMMITMENTS
16,876 4,428 17,246 27,672 31,598 61,795 53,271 5,057 13,580
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,905)
515 330 366 2,145 1,710 3,026 2,406 -120 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.6 25.8 41.4 47.3 92.4 79.7 7.6 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
28 23 38 42 38 90 80
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,664
COMMITMENTS
274 1,666 631 3,810 2,321 4,714 4,617 950 1,047
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 227)
-6 39 82 100 -1 176 120 51 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 29.4 11.1 67.3 41.0 83.2 81.5 16.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 9 14 10 24 20
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,024
COMMITMENTS
4,731 140 852 1,963 4,803 7,546 5,795 478 2,229
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 222)
154 -3 -5 69 148 218 140 4 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 1.7 10.6 24.5 59.9 94.0 72.2 6.0 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 3 12 10 17 25 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 338,191
COMMITMENTS
101,222 14,577 101,817 103,112 178,904 306,150 295,298 32,041 42,894
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 11,478)
2,220 -26 7,065 1,014 3,413 10,298 10,451 1,180 1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 4.3 30.1 30.5 52.9 90.5 87.3 9.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
142 56 121 98 112 290 253
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 441,223
COMMITMENTS
149,185 26,613 133,259 121,027 219,928 403,471 379,800 37,752 61,423
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 17,891)
-515 1,692 12,356 3,072 4,025 14,913 18,074 2,977 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 6.0 30.2 27.4 49.8 91.4 86.1 8.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465)
171 77 144 149 177 378 357
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,191
COMMITMENTS
1,483 1,343 499 1,180 1,064 3,163 2,906 1,028 1,284
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 272)
5 133 148 -59 -62 94 219 178 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 32.1 11.9 28.2 25.4 75.5 69.4 24.5 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 13 10 18 13 41 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,779
COMMITMENTS
15,388 7,607 12,342 16,001 12,045 43,731 31,995 11,048 22,785
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -3,844)
-1,064 -589 -2,249 265 -176 -3,049 -3,014 -795 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 13.9 22.5 29.2 22.0 79.8 58.4 20.2 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
68 53 56 79 85 181 169
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 23,737
COMMITMENTS
2,562 14,431 2,751 17,331 5,513 22,644 22,695 1,093 1,042
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 766)
147 594 55 552 146 754 794 12 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 60.8 11.6 73.0 23.2 95.4 95.6 4.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 14 12 17 13 37 30
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 35,957
COMMITMENTS
7,023 7,807 0 28,493 27,521 35,516 35,328 441 629
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 3,027)
612 650 -29 2,348 2,208 2,930 2,829 97 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 21.7 0.0 79.2 76.5 98.8 98.3 1.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 3 0 10 14 17 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,809
COMMITMENTS
32,973 36,387 12,698 43,551 32,408 89,222 81,493 28,586 36,316
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 17,918)
5,849 12,250 2,540 7,572 1,772 15,961 16,561 1,957 1,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 30.9 10.8 37.0 27.5 75.7 69.2 24.3 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
28 30 20 20 19 54 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 64,938
COMMITMENTS
12,425 23,886 2,459 42,452 12,665 57,336 39,010 7,602 25,928
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 7,537)
3,925 2,570 725 3,264 4,108 7,914 7,402 -377 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 36.8 3.8 65.4 19.5 88.3 60.1 11.7 39.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 13 6 14 15 29 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 148,964
COMMITMENTS
48,863 56,178 1,541 94,425 85,356 144,828 143,075 4,136 5,889
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -2,595)
-9,436 8,404 -4 7,945 -13,189 -1,495 -4,789 -1,100 2,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 37.7 1.0 63.4 57.3 97.2 96.0 2.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
22 52 4 17 22 42 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 180,653
COMMITMENTS
52,914 43,923 28,026 74,837 78,168 155,777 150,117 24,876 30,535
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 1,341)
-491 -4,547 2,492 -1,741 8,358 260 6,302 1,081 -4,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 24.3 15.5 41.4 43.3 86.2 83.1 13.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
32 42 31 26 35 77 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 295,897
COMMITMENTS
29,128 152,151 29,948 218,679 52,255 277,755 234,354 18,143 61,543
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 22,496)
1,246 16,863 3,026 19,772 4,067 24,045 23,957 -1,548 -1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 51.4 10.1 73.9 17.7 93.9 79.2 6.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
23 75 30 35 35 79 119
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 551,194
COMMITMENTS
65,275 197,792 84,946 354,332 173,573 504,553 456,312 46,641 94,882
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 42,169)
6,403 -4,343 16,124 15,409 28,062 37,936 39,843 4,233 2,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 35.9 15.4 64.3 31.5 91.5 82.8 8.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
60 108 70 58 64 155 205
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 63,322
COMMITMENTS
12,990 29,690 7,692 41,734 25,261 62,416 62,643 906 679
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,522)
-5,281 3,859 618 7,320 -2,075 2,657 2,402 -135 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 46.9 12.1 65.9 39.9 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 9 6 6 6 18 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 18,240
COMMITMENTS
10,092 10,028 409 5,356 3,214 15,857 13,651 2,383 4,589
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,074)
313 2,090 213 1,692 -659 2,218 1,644 -144 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 55.0 2.2 29.4 17.6 86.9 74.8 13.1 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 28 2 10 12 27 42
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,084,117
COMMITMENTS
1270633 2459723 8800021 10185687 8431331 20256341 19691074 827,777 1393043
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 536,518)
51,906 -52,156 571,888 -103,659 1,512 520,135 521,244 16,383 15,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 11.7 41.7 48.3 40.0 96.1 93.4 3.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
58 112 136 154 165 303 329
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 854,362
COMMITMENTS
102,098 94,642 69,465 578,975 615,092 750,537 779,199 103,824 75,163
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 601)
3,531 -9,220 564 -7,003 8,036 -2,908 -620 3,509 1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 11.1 8.1 67.8 72.0 87.8 91.2 12.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 627)
157 118 137 254 259 478 447
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 180,462
COMMITMENTS
10,228 12,252 16,298 104,771 129,561 131,297 158,111 49,165 22,351
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 1,308)
-1,781 -249 -182 1,407 1,560 -556 1,129 1,864 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.8 9.0 58.1 71.8 72.8 87.6 27.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
15 17 23 51 51 78 79
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,369,497
COMMITMENTS
460,878 413,478 264,305 2371018 2427654 3096202 3105437 273,296 264,060
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -3,534)
19,088 -52,328 11,200 -42,049 32,382 -11,762 -8,746 8,227 5,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 12.3 7.8 70.4 72.0 91.9 92.2 8.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600)
149 108 125 243 249 453 421
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,940
COMMITMENTS
11,842 4,871 1,923 69,907 88,281 83,672 95,075 15,268 3,865
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 3,736)
-3,541 -61 1,182 3,033 1,972 674 3,093 3,062 643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 4.9 1.9 70.7 89.2 84.6 96.1 15.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
18 5 4 50 39 69 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 78,993
COMMITMENTS
22,554 8,444 1,573 47,674 63,581 71,801 73,598 7,192 5,395
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 635)
935 -307 -214 -1,308 1,097 -587 576 1,221 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 10.7 2.0 60.4 80.5 90.9 93.2 9.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
64 61 25 78 78 155 151
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 394,966
COMMITMENTS
112,772 42,220 7,864 238,369 317,905 359,006 367,989 35,960 26,977
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 3,173)
4,673 -1,533 -1,069 -6,539 5,483 -2,934 2,882 6,107 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 10.7 2.0 60.4 80.5 90.9 93.2 9.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
64 61 25 78 78 155 151
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 163,968
COMMITMENTS
42,368 48,592 18,881 79,592 57,730 140,840 125,203 23,128 38,765
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 16,258)
-5,452 5,687 3,183 20,694 3,391 18,425 12,260 -2,168 3,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 29.6 11.5 48.5 35.2 85.9 76.4 14.1 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
27 44 23 21 25 58 82
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 63,635
COMMITMENTS
22,220 15,737 271 29,469 27,343 51,960 43,351 11,675 20,284
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -856)
-1,607 -1,925 221 -37 89 -1,423 -1,615 567 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 24.7 0.4 46.3 43.0 81.7 68.1 18.3 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 15 2 23 12 42 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 104,548
COMMITMENTS
38,641 8,991 370 54,280 19,683 93,291 29,044 11,257 75,504
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,145)
-1,994 2,077 -306 2,904 587 604 2,358 1,541 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 8.6 0.4 51.9 18.8 89.2 27.8 10.8 72.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
35 7 2 33 20 69 28
Updated October 3, 2014