BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,500
COMMITMENTS
307 2,296 666 5,314 3,212 6,288 6,174 1,212 1,326
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 464)
59 81 59 441 200 558 339 -95 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 30.6 8.9 70.9 42.8 83.8 82.3 16.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 10 9 18 16 29 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 68,461
COMMITMENTS
21,989 4,921 14,521 28,637 31,913 65,146 51,354 3,315 17,107
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,958)
1,667 -215 964 587 1,323 3,218 2,072 -260 886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 7.2 21.2 41.8 46.6 95.2 75.0 4.8 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
24 26 40 44 36 92 78
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,994
COMMITMENTS
96 1,544 736 5,195 3,269 6,027 5,549 967 1,445
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 149)
-2 -31 -28 102 288 72 229 77 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 22.1 10.5 74.3 46.7 86.2 79.3 13.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 10 11 18 12 29 24
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,598
COMMITMENTS
3,554 12 1,027 1,513 3,202 6,093 4,241 504 2,357
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -50)
-57 8 12 -28 -52 -73 -32 23 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 0.2 15.6 22.9 48.5 92.4 64.3 7.6 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 2 13 8 14 22 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,967
COMMITMENTS
98,780 20,370 78,077 91,291 159,429 268,148 257,875 27,818 38,091
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 359)
5,608 -697 1,755 -5,873 -2,016 1,490 -958 -1,130 1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 6.9 26.4 30.8 53.9 90.6 87.1 9.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
117 59 93 99 104 259 220
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 438,232
COMMITMENTS
149,296 18,920 131,200 118,725 225,388 399,222 375,508 39,009 62,723
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 22,459)
5,813 -3,256 11,191 3,294 12,417 20,298 20,353 2,161 2,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 4.3 29.9 27.1 51.4 91.1 85.7 8.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
161 76 125 140 187 354 350
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,250
COMMITMENTS
1,488 2,752 377 2,355 818 4,220 3,947 1,030 1,303
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 742)
61 70 126 616 235 802 430 -61 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 52.4 7.2 44.9 15.6 80.4 75.2 19.6 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 16 8 24 17 44 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,360
COMMITMENTS
15,054 7,829 14,491 16,768 13,667 46,313 35,987 11,047 21,373
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 265)
198 353 104 95 166 397 624 -133 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 13.6 25.3 29.2 23.8 80.7 62.7 19.3 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
73 52 62 86 90 193 180
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 32,820
COMMITMENTS
3,277 20,778 3,414 24,822 6,821 31,513 31,013 1,307 1,807
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,372)
643 1,513 180 1,471 494 2,294 2,186 78 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 63.3 10.4 75.6 20.8 96.0 94.5 4.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 21 14 20 14 40 39
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 59,343
COMMITMENTS
4,451 8,050 109 54,517 50,521 59,077 58,680 266 663
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,657)
-1 -477 0 2,710 2,961 2,709 2,484 -52 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 13.6 0.2 91.9 85.1 99.6 98.9 0.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 8 1 12 14 19 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 126,594
COMMITMENTS
30,737 50,705 11,496 60,507 24,957 102,739 87,158 23,855 39,436
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -2,225)
-659 -3,038 366 -743 78 -1,035 -2,594 -1,190 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 40.1 9.1 47.8 19.7 81.2 68.8 18.8 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
22 32 22 20 20 51 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,274
COMMITMENTS
9,265 30,488 2,826 48,461 11,865 60,552 45,180 6,722 22,095
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -378)
121 -314 389 -442 171 68 246 -447 -624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 45.3 4.2 72.0 17.6 90.0 67.2 10.0 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 17 7 13 12 29 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 167,844
COMMITMENTS
31,297 60,246 11,849 120,789 90,535 163,934 162,630 3,910 5,214
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -1)
1,808 1,179 -2,251 373 1,272 -70 200 69 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 35.9 7.1 72.0 53.9 97.7 96.9 2.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
38 52 8 19 21 61 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 210,309
COMMITMENTS
45,357 63,088 22,873 118,339 87,706 186,569 173,667 23,740 36,641
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 24,527)
3,647 10,237 3,962 14,644 5,758 22,253 19,957 2,274 4,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 30.0 10.9 56.3 41.7 88.7 82.6 11.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
33 34 25 29 37 72 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 309,406
COMMITMENTS
44,568 139,269 37,241 208,028 68,865 289,837 245,375 19,568 64,031
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 19,622)
-178 8,754 4,569 14,285 5,021 18,676 18,345 947 1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 45.0 12.0 67.2 22.3 93.7 79.3 6.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
32 70 36 33 32 88 115
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 569,263
COMMITMENTS
56,233 223,361 65,610 408,353 181,628 530,196 470,600 39,066 98,663
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -1,096)
-3,096 1,816 1,537 -400 -2,080 -1,960 1,273 864 -2,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 39.2 11.5 71.7 31.9 93.1 82.7 6.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
52 99 61 56 67 141 194
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 69,924
COMMITMENTS
8,111 55,915 3,711 57,561 9,753 69,383 69,379 541 545
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -3,518)
-746 2,403 -2,592 -103 -3,329 -3,441 -3,518 -77 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 80.0 5.3 82.3 13.9 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 9 4 4 6 14 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,908
COMMITMENTS
9,134 10,381 222 8,111 4,159 17,467 14,762 2,441 5,146
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 98)
-110 148 -70 -257 202 -437 280 535 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 52.1 1.1 40.7 20.9 87.7 74.2 12.3 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
16 29 3 8 11 25 42
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,039,738
COMMITMENTS
1405604 1591660 7676380 9112826 8449723 18194810 17717764 844,928 1321975
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -664,236)
14,302 -48,607 -484,189 -222,506 -164,833 -692,393 -697,628 28,157 33,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 8.4 40.3 47.9 44.4 95.6 93.1 4.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
49 108 123 148 159 282 309
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,056,790
COMMITMENTS
110,293 104,825 114,894 711,993 739,732 937,180 959,452 119,610 97,338
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 45,966)
4,386 -1,842 9,136 33,307 41,287 46,829 48,581 -863 -2,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 9.9 10.9 67.4 70.0 88.7 90.8 11.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 654)
153 143 151 268 255 502 470
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 262,893
COMMITMENTS
13,912 14,355 33,604 162,908 172,066 210,424 220,026 52,468 42,867
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 12,275)
644 577 3,317 8,373 11,644 12,334 15,539 -59 -3,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 5.5 12.8 62.0 65.5 80.0 83.7 20.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
17 20 30 56 53 93 85
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,969,484
COMMITMENTS
517,265 487,712 371,085 2745427 2838330 3633777 3697128 335,707 272,356
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 168,453)
24,601 -6,204 23,203 124,669 148,215 172,473 165,214 -4,020 3,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 12.3 9.3 69.2 71.5 91.5 93.1 8.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
149 131 137 256 245 472 446
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 99,291
COMMITMENTS
10,127 4,572 1,640 67,240 89,234 79,007 95,446 20,284 3,845
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,969)
2,147 -2,804 989 730 3,320 3,866 1,505 -1,897 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.6 1.7 67.7 89.9 79.6 96.1 20.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
15 6 4 52 40 69 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,464
COMMITMENTS
21,797 6,455 2,983 57,339 75,295 82,119 84,732 9,346 6,732
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 6,945)
842 507 1,022 4,323 4,222 6,187 5,751 758 1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 7.1 3.3 62.7 82.3 89.8 92.6 10.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
76 50 30 82 83 171 150
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 11,514
COMMITMENTS
1,494 0 0 7,031 10,587 8,525 10,587 2,989 927
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,794)
181 0 0 828 1,492 1,009 1,492 785 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 0.0 61.1 91.9 74.0 91.9 26.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 11 7 15 7
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 399,751
COMMITMENTS
103,620 34,379 12,808 251,540 323,540 367,968 370,727 31,782 29,023
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 25,754)
4,897 4,124 3,519 17,475 13,651 25,891 21,294 -137 4,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 8.6 3.2 62.9 80.9 92.0 92.7 8.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
73 51 29 77 83 163 150
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 145,117
COMMITMENTS
9,889 46,477 11,354 104,640 49,559 125,883 107,389 19,234 37,728
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -6,474)
-3,025 -5,164 505 -4,076 797 -6,596 -3,862 122 -2,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 32.0 7.8 72.1 34.2 86.7 74.0 13.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
12 46 17 18 24 41 76
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 70,753
COMMITMENTS
24,465 21,995 918 32,487 23,807 57,870 46,720 12,883 24,033
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,309)
3,700 1,491 234 -656 224 3,278 1,949 -969 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 31.1 1.3 45.9 33.6 81.8 66.0 18.2 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
23 12 4 26 16 53 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 126,538
COMMITMENTS
54,198 18,248 2,967 58,322 33,621 115,487 54,836 11,051 71,702
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -1,070)
-1,592 2,316 508 41 -2,704 -1,043 120 -27 -1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 14.4 2.3 46.1 26.6 91.3 43.3 8.7 56.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
43 10 11 32 23 76 43
Updated November 21, 2014