BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,036
COMMITMENTS
248 2,215 608 4,873 3,012 5,729 5,835 1,307 1,202
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -1,239)
-126 -371 -177 -873 -878 -1,176 -1,426 -63 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 31.5 8.6 69.3 42.8 81.4 82.9 18.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 10 9 19 17 30 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 65,503
COMMITMENTS
20,322 5,136 13,556 28,050 30,590 61,928 49,282 3,575 16,221
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -6,071)
-1,228 219 -2,502 -2,203 -3,799 -5,933 -6,082 -138 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 7.8 20.7 42.8 46.7 94.5 75.2 5.5 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
25 24 38 44 36 91 76
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,845
COMMITMENTS
97 1,575 764 5,093 2,981 5,955 5,320 890 1,524
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 18)
-1 -213 124 -89 84 35 -6 -16 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 23.0 11.2 74.4 43.6 87.0 77.7 13.0 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 10 11 17 11 28 23
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,647
COMMITMENTS
3,611 4 1,014 1,541 3,254 6,166 4,272 481 2,375
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -913)
-780 -77 -13 -253 -940 -1,046 -1,030 134 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.3 0.1 15.3 23.2 49.0 92.8 64.3 7.2 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 1 13 8 14 22 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,607
COMMITMENTS
93,172 21,067 76,322 97,165 161,445 266,659 258,834 28,949 36,774
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 72)
-412 -394 1,579 -1,908 1,035 -741 2,221 813 -2,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 7.1 25.8 32.9 54.6 90.2 87.6 9.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
114 58 93 101 104 264 215
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 415,773
COMMITMENTS
143,484 22,175 120,009 115,431 212,971 378,924 355,155 36,848 60,617
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 1,132)
-548 1,680 589 -3,285 -2,542 -3,244 -273 4,376 1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 5.3 28.9 27.8 51.2 91.1 85.4 8.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
147 85 124 143 186 349 349
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,509
COMMITMENTS
1,427 2,682 252 1,740 583 3,418 3,517 1,091 992
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 203)
41 279 68 87 -44 196 302 7 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 59.5 5.6 38.6 12.9 75.8 78.0 24.2 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 18 6 20 12 38 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,095
COMMITMENTS
14,856 7,476 14,386 16,673 13,501 45,915 35,363 11,180 21,732
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 1,564)
436 -37 615 99 879 1,150 1,457 414 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 13.1 25.2 29.2 23.6 80.4 61.9 19.6 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
72 52 64 86 95 196 185
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,448
COMMITMENTS
2,633 19,265 3,235 23,352 6,327 29,219 28,827 1,229 1,621
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 408)
38 246 -446 738 422 329 223 78 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 63.3 10.6 76.7 20.8 96.0 94.7 4.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 20 12 20 14 38 37
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 56,686
COMMITMENTS
4,452 8,527 109 51,806 47,560 56,368 56,196 318 490
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 2,675)
-794 -2,902 109 4,236 5,530 3,551 2,737 -876 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 15.0 0.2 91.4 83.9 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 9 1 12 14 19 23
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,820
COMMITMENTS
31,396 53,743 11,130 61,249 24,880 103,775 89,752 25,045 39,068
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -4,401)
1,671 5,114 -1,628 -3,746 -6,314 -3,703 -2,827 -698 -1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 41.7 8.6 47.5 19.3 80.6 69.7 19.4 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
24 29 20 23 20 53 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,653
COMMITMENTS
9,144 30,802 2,437 48,903 11,695 60,484 44,934 7,169 22,718
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 1,161)
947 3,548 -392 -3 -476 552 2,680 609 -1,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 45.5 3.6 72.3 17.3 89.4 66.4 10.6 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 16 6 13 12 28 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 167,845
COMMITMENTS
29,489 59,067 14,099 120,416 89,264 164,004 162,430 3,841 5,415
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 7,646)
-770 2,244 7,314 1,330 -1,336 7,874 8,221 -228 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 35.2 8.4 71.7 53.2 97.7 96.8 2.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
39 52 7 20 20 63 75
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 185,782
COMMITMENTS
41,710 52,852 18,911 103,695 81,948 164,316 153,710 21,466 32,072
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 1,613)
-1,890 4,888 -4,795 6,272 -146 -413 -53 2,027 1,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 28.4 10.2 55.8 44.1 88.4 82.7 11.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
30 35 25 28 35 72 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 289,783
COMMITMENTS
44,747 130,515 32,671 193,744 63,843 271,162 227,030 18,622 62,753
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 7,345)
10,029 22,071 -10,316 8,256 -2,274 7,969 9,482 -624 -2,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 45.0 11.3 66.9 22.0 93.6 78.3 6.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
31 71 29 32 32 83 112
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 570,359
COMMITMENTS
59,329 221,545 64,074 408,754 183,708 532,156 469,327 38,203 101,032
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -28,178)
-600 -8,101 -18,145 -8,940 -2,899 -27,684 -29,145 -493 967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 38.8 11.2 71.7 32.2 93.3 82.3 6.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
52 100 60 55 67 138 196
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 73,442
COMMITMENTS
8,857 53,512 6,303 57,664 13,082 72,824 72,897 618 545
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 2,775)
2,410 3,521 -162 817 -486 3,065 2,873 -290 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 72.9 8.6 78.5 17.8 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 9 3 4 6 13 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,810
COMMITMENTS
9,244 10,233 292 8,368 3,957 17,904 14,482 1,906 5,328
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -3,911)
-493 -3,613 -169 -3,573 65 -4,235 -3,717 324 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 51.7 1.5 42.2 20.0 90.4 73.1 9.6 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 27 3 9 12 29 42
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,703,974
COMMITMENTS
1391303 1640267 8160569 9335332 8614556 18887204 18415392 816,771 1288583
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 93,520)
76,969 -50,520 120,633 -53,235 40,371 144,367 110,484 -50,848 -16,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 8.3 41.4 47.4 43.7 95.9 93.5 4.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
52 107 126 150 160 287 314
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,010,824
COMMITMENTS
105,906 106,667 105,758 678,686 698,445 890,351 910,870 120,473 99,954
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 40,655)
4,043 -1,006 10,635 29,497 33,575 44,175 43,205 -3,520 -2,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 10.6 10.5 67.1 69.1 88.1 90.1 11.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636)
143 136 136 268 255 483 456
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 250,618
COMMITMENTS
13,268 13,778 30,287 154,535 160,422 198,090 204,488 52,528 46,130
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 11,307)
-703 2,122 3,516 8,057 8,619 10,870 14,257 437 -2,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.5 12.1 61.7 64.0 79.0 81.6 21.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
14 21 27 55 52 89 81
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,801,031
COMMITMENTS
492,664 493,916 347,882 2620758 2690116 3461304 3531914 339,727 269,117
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 146,739)
19,854 -19,513 39,469 107,202 124,780 166,525 144,736 -19,786 2,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 13.0 9.2 68.9 70.8 91.1 92.9 8.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607)
140 122 123 254 244 451 432
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 97,322
COMMITMENTS
7,980 7,376 651 66,510 85,914 75,141 93,941 22,181 3,381
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -1,479)
845 305 95 -3,035 -1,651 -2,095 -1,251 616 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 7.6 0.7 68.3 88.3 77.2 96.5 22.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
14 7 4 50 37 66 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 84,520
COMMITMENTS
20,954 5,948 1,961 53,016 71,073 75,931 78,982 8,588 5,538
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 11,585)
3,524 -1,754 78 7,566 12,254 11,168 10,578 417 1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 7.0 2.3 62.7 84.1 89.8 93.4 10.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
67 43 26 76 81 156 138
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 9,720
COMMITMENTS
1,313 0 0 6,203 9,095 7,516 9,095 2,204 625
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.0 0.0 63.8 93.6 77.3 93.6 22.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 9 8 13 8
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 373,996
COMMITMENTS
98,722 30,255 9,290 234,065 309,889 342,077 349,433 31,919 24,563
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 9,321)
11,568 -8,254 -126 6,816 15,797 18,258 7,417 -8,937 1,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 8.1 2.5 62.6 82.9 91.5 93.4 8.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
64 44 26 73 81 151 138
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 151,591
COMMITMENTS
12,914 51,641 10,849 108,717 48,762 132,480 111,251 19,112 40,340
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -6,099)
-1,412 -2,876 -2,617 -438 -2,972 -4,467 -8,465 -1,633 2,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 34.1 7.2 71.7 32.2 87.4 73.4 12.6 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
15 46 17 20 23 45 76
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 68,444
COMMITMENTS
20,765 20,504 684 33,143 23,583 54,592 44,771 13,852 23,673
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 3,794)
3,763 5,357 -704 -648 -121 2,411 4,532 1,383 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 30.0 1.0 48.4 34.5 79.8 65.4 20.2 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
19 12 3 26 12 48 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 127,608
COMMITMENTS
55,790 15,932 2,459 58,281 36,325 116,530 54,716 11,078 72,892
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 9,403)
8,484 123 -409 1,273 3,889 9,348 3,603 55 5,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 12.5 1.9 45.7 28.5 91.3 42.9 8.7 57.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
43 10 9 34 23 78 41
Updated November 14, 2014