BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,044
COMMITMENTS
342 2,568 790 5,580 3,744 6,711 7,102 1,332 941
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 774)
91 79 35 576 539 702 653 73 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 31.9 9.8 69.4 46.5 83.4 88.3 16.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 11 9 16 16 28 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 68,678
COMMITMENTS
20,337 2,907 15,369 29,377 34,943 65,083 53,219 3,595 15,459
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 2,028)
823 -1,587 290 979 2,329 2,091 1,033 -64 995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 4.2 22.4 42.8 50.9 94.8 77.5 5.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 18 35 47 40 91 79
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,548
COMMITMENTS
99 1,542 588 4,964 2,831 5,652 4,961 896 1,586
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 365)
-219 -15 40 524 143 345 168 21 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 23.6 9.0 75.8 43.2 86.3 75.8 13.7 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 7 7 16 10 23 19
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,415
COMMITMENTS
4,316 79 934 1,725 4,171 6,975 5,183 440 2,232
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 273)
-6 -16 63 131 104 187 150 85 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.2 1.1 12.6 23.3 56.2 94.1 69.9 5.9 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 2 13 9 18 24 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 292,234
COMMITMENTS
94,546 19,037 72,131 97,919 162,847 264,597 254,015 27,638 38,219
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -4,861)
-2,090 519 -31 -2,358 -3,959 -4,479 -3,472 -382 -1,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 6.5 24.7 33.5 55.7 90.5 86.9 9.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
121 56 93 100 102 264 217
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 420,584
COMMITMENTS
145,268 20,229 120,884 120,672 219,742 386,824 360,855 33,759 59,729
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 8,258)
122 65 3,673 4,008 3,945 7,803 7,683 455 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 4.8 28.7 28.7 52.2 92.0 85.8 8.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 464)
149 86 129 145 183 361 351
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,038
COMMITMENTS
1,195 2,074 319 1,328 748 2,842 3,141 1,195 897
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 170)
-166 652 -27 221 -250 29 374 141 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 51.4 7.9 32.9 18.5 70.4 77.8 29.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 15 5 21 16 40 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 62,087
COMMITMENTS
15,242 6,648 17,697 17,841 13,847 50,780 38,192 11,306 23,895
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 2,576)
384 307 1,582 483 614 2,449 2,503 127 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 10.7 28.5 28.7 22.3 81.8 61.5 18.2 38.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
67 56 66 86 94 195 184
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 28,320
COMMITMENTS
2,624 18,046 3,591 21,080 5,411 27,295 27,047 1,024 1,272
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,578)
-55 1,086 427 1,314 25 1,686 1,538 -108 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 63.7 12.7 74.4 19.1 96.4 95.5 3.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 17 17 18 11 41 33
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 47,995
COMMITMENTS
4,771 10,527 0 42,927 36,885 47,698 47,412 297 583
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 7,441)
302 591 0 7,174 6,922 7,476 7,513 -35 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 21.9 0.0 89.4 76.9 99.4 98.8 0.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 9 0 12 14 19 23
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,672
COMMITMENTS
25,963 46,858 12,081 57,056 23,906 95,100 82,845 26,572 38,827
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -4,727)
-2,748 -3,358 260 -3,904 -974 -6,392 -4,072 1,665 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 38.5 9.9 46.9 19.6 78.2 68.1 21.8 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
21 26 19 23 19 53 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,910
COMMITMENTS
6,902 26,492 2,310 47,190 11,510 56,401 40,312 6,508 22,597
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,280)
-960 1,617 100 1,134 -354 274 1,363 1,006 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 42.1 3.7 75.0 18.3 89.7 64.1 10.3 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 11 5 12 11 24 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 144,273
COMMITMENTS
26,847 53,675 5,682 107,707 79,136 140,235 138,493 4,038 5,780
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 5,755)
-3,259 2,464 1,719 6,587 1,917 5,047 6,100 708 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 37.2 3.9 74.7 54.9 97.2 96.0 2.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
37 53 6 18 23 57 80
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 174,621
COMMITMENTS
40,472 45,913 19,319 93,132 79,774 152,923 145,006 21,698 29,615
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 2,739)
4,180 6,393 -36 -3,392 -787 751 5,570 1,988 -2,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 26.3 11.1 53.3 45.7 87.6 83.0 12.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
30 39 29 26 35 74 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 225,719
COMMITMENTS
20,803 90,061 22,995 161,623 57,093 205,421 170,149 20,298 55,569
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 97)
-1,504 -7,151 -1,006 -268 7,054 -2,778 -1,103 2,876 1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 39.9 10.2 71.6 25.3 91.0 75.4 9.0 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
25 49 24 32 33 70 93
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 551,111
COMMITMENTS
55,477 218,896 70,752 386,740 173,152 512,970 462,800 38,142 88,311
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -4,143)
554 4,629 -1,247 -919 -4,538 -1,612 -1,156 -2,530 -2,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 39.7 12.8 70.2 31.4 93.1 84.0 6.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
55 105 69 59 71 153 206
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 47,059
COMMITMENTS
7,851 28,978 7,746 30,739 9,571 46,336 46,295 723 764
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 489)
-151 67 809 -179 -499 479 377 10 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 61.6 16.5 65.3 20.3 98.5 98.4 1.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 9 4 5 6 13 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,026
COMMITMENTS
8,506 12,404 411 10,951 4,390 19,868 17,205 2,158 4,821
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 712)
-20 1,546 -62 432 -264 350 1,220 362 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 56.3 1.9 49.7 19.9 90.2 78.1 9.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
20 25 2 8 12 28 39
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,991,086
COMMITMENTS
1231555 1610685 7832081 8997463 8281114 18061099 17723880 929,986 1267206
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 547,301)
82,809 51,735 171,845 233,246 271,174 487,899 494,753 59,402 52,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 8.5 41.2 47.4 43.6 95.1 93.3 4.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
44 112 120 154 163 283 313
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 955,705
COMMITMENTS
100,222 115,390 81,902 637,183 645,446 819,308 842,738 136,397 112,967
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 29,409)
1,100 1,929 5,781 25,033 25,095 31,913 32,805 -2,504 -3,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 12.1 8.6 66.7 67.5 85.7 88.2 14.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
131 148 142 271 251 489 454
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 234,281
COMMITMENTS
12,583 18,817 22,481 145,776 134,079 180,840 175,377 53,441 58,903
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 12,046)
-1,404 3,243 2,637 11,478 8,489 12,711 14,368 -665 -2,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 8.0 9.6 62.2 57.2 77.2 74.9 22.8 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
14 23 26 54 51 87 81
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,607,120
COMMITMENTS
462,020 506,685 273,285 2457036 2556833 3192340 3336803 414,779 270,317
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 86,819)
13,803 -5,283 14,437 67,770 83,031 96,011 92,185 -9,192 -5,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 14.0 7.6 68.1 70.9 88.5 92.5 11.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
128 133 130 255 240 456 430
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,373
COMMITMENTS
7,037 10,736 627 72,366 89,472 80,030 100,835 25,343 4,538
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -3,536)
50 1,531 261 -4,237 -4,736 -3,926 -2,944 390 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 10.2 0.6 68.7 84.9 75.9 95.7 24.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
11 8 3 51 36 63 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 70,123
COMMITMENTS
15,667 6,077 2,098 43,513 56,469 61,278 64,643 8,845 5,480
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 2,055)
216 -1,456 615 553 3,148 1,384 2,307 672 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 8.7 3.0 62.1 80.5 87.4 92.2 12.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
55 49 25 68 77 138 138
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 350,615
COMMITMENTS
78,335 30,384 10,489 217,565 282,344 306,389 323,217 44,226 27,398
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 10,277)
1,078 -7,279 3,075 2,767 15,738 6,919 11,534 3,358 -1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 8.7 3.0 62.1 80.5 87.4 92.2 12.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
55 49 25 68 77 138 138
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 151,268
COMMITMENTS
17,784 52,267 12,662 100,094 52,655 130,540 117,585 20,728 33,684
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 4,235)
3,663 5,739 160 -212 1,996 3,611 7,895 624 -3,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 34.6 8.4 66.2 34.8 86.3 77.7 13.7 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
18 47 23 20 23 49 82
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,400
COMMITMENTS
12,827 10,912 91 30,125 22,100 43,043 33,103 10,357 20,297
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 2,320)
102 2,221 42 3,633 -1,308 3,777 955 -1,457 1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 20.4 0.2 56.4 41.4 80.6 62.0 19.4 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 16 2 25 10 42 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 88,708
COMMITMENTS
34,480 9,658 1,274 42,800 21,152 78,554 32,084 10,154 56,624
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -6,772)
1,266 300 -378 -7,417 -705 -6,529 -783 -243 -5,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 10.9 1.4 48.2 23.8 88.6 36.2 11.4 63.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
40 10 6 28 18 69 33
Updated October 31, 2014