BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,220
COMMITMENTS
307 2,255 629 4,946 2,988 5,881 5,872 1,339 1,348
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -928)
-14 -228 -63 -1,011 -766 -1,088 -1,056 160 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 31.2 8.7 68.5 41.4 81.4 81.3 18.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 12 9 14 14 25 26
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 70,751
COMMITMENTS
24,871 4,181 15,147 27,411 32,071 67,429 51,399 3,322 19,352
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -4,953)
-145 -864 -1,875 -2,893 -2,853 -4,913 -5,591 -40 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 5.9 21.4 38.7 45.3 95.3 72.6 4.7 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
22 26 32 39 38 81 76
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,684
COMMITMENTS
87 1,307 647 4,777 3,402 5,511 5,356 1,173 1,328
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -956)
-80 -332 -199 -781 -98 -1,061 -629 105 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 19.6 9.7 71.5 50.9 82.5 80.1 17.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 10 10 18 13 29 24
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,125
COMMITMENTS
2,674 14 713 1,262 2,049 4,649 2,776 476 2,348
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -1,467)
-877 -10 -305 -246 -1,044 -1,428 -1,359 -39 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 0.3 13.9 24.6 40.0 90.7 54.2 9.3 45.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 2 10 7 12 19 22
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 297,411
COMMITMENTS
98,703 22,778 85,640 88,179 151,790 272,522 260,209 24,889 37,203
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -8,588)
-9,631 464 -488 1,054 -6,586 -9,066 -6,611 478 -1,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 7.7 28.8 29.6 51.0 91.6 87.5 8.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
116 63 104 96 100 258 231
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 380,421
COMMITMENTS
143,717 20,503 93,420 108,770 208,229 345,908 322,152 34,514 58,269
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -63,536)
-11,510 -1,741 -42,342 -6,110 -14,714 -59,962 -58,797 -3,574 -4,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 5.4 24.6 28.6 54.7 90.9 84.7 9.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
147 69 128 120 182 326 342
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,925
COMMITMENTS
1,519 2,134 613 1,618 859 3,751 3,607 1,175 1,319
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -853)
175 -488 -46 -854 -59 -726 -594 -127 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 43.3 12.5 32.9 17.4 76.2 73.2 23.8 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 16 15 22 19 50 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,477
COMMITMENTS
16,045 9,138 11,544 15,780 11,951 43,369 32,633 12,108 22,844
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 2,393)
714 679 -246 970 141 1,438 573 956 1,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 16.5 20.8 28.4 21.5 78.2 58.8 21.8 41.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
66 48 55 80 83 178 163
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,269
COMMITMENTS
418 5,955 389 5,256 594 6,063 6,939 1,206 330
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 81.9 5.4 72.3 8.2 83.4 95.5 16.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 6 6 10 6 16 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 37,057
COMMITMENTS
3,669 24,090 3,704 28,744 6,674 36,116 34,468 941 2,589
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -369)
-301 516 -193 117 -960 -377 -637 8 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 65.0 10.0 77.6 18.0 97.5 93.0 2.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 21 12 19 15 37 39
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 70,847
COMMITMENTS
4,523 7,081 211 65,573 62,900 70,307 70,192 540 655
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 4,855)
-1 24 98 4,656 4,744 4,753 4,866 102 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 10.0 0.3 92.6 88.8 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 9 2 14 14 20 24
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,340
COMMITMENTS
31,957 47,956 10,105 56,619 24,447 98,681 82,508 23,659 39,832
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -2,043)
5,308 2,114 -2,050 -4,249 -2,956 -991 -2,892 -1,052 848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 39.2 8.3 46.3 20.0 80.7 67.4 19.3 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 28 18 22 23 53 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 84,976
COMMITMENTS
8,755 30,802 19,080 48,545 12,630 76,379 62,512 8,596 22,464
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 11,997)
25 447 13,652 -1,320 -1,520 12,356 12,578 -359 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 36.2 22.5 57.1 14.9 89.9 73.6 10.1 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 17 11 16 15 33 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 213,668
COMMITMENTS
31,991 80,716 21,985 156,141 102,989 210,117 205,690 3,551 7,978
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 21,756)
1,698 7,468 -4 20,763 14,572 22,458 22,036 -702 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 37.8 10.3 73.1 48.2 98.3 96.3 1.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
32 60 12 21 24 60 91
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 215,435
COMMITMENTS
36,309 62,135 24,122 136,141 95,408 196,572 181,664 18,863 33,771
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -6,412)
-2,917 -4,413 -3,689 -587 3,690 -7,193 -4,412 781 -2,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 28.8 11.2 63.2 44.3 91.2 84.3 8.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
25 34 28 31 37 74 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 327,910
COMMITMENTS
37,188 141,042 38,178 230,611 83,263 305,976 262,483 21,934 65,427
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -11,767)
-111 -8,427 -10,843 -2,427 11,797 -13,381 -7,472 1,614 -4,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 43.0 11.6 70.3 25.4 93.3 80.0 6.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
33 65 38 32 34 87 115
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 552,194
COMMITMENTS
57,073 190,370 61,624 394,229 202,247 512,927 454,241 39,267 97,954
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -30,642)
-5,049 -23,252 -11,995 -9,720 7,811 -26,764 -27,437 -3,878 -3,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 34.5 11.2 71.4 36.6 92.9 82.3 7.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
49 102 68 60 72 150 201
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 63,694
COMMITMENTS
5,060 55,141 3,134 54,736 4,864 62,930 63,139 764 555
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 364)
-804 130 159 1,009 -39 364 250 0 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 86.6 4.9 85.9 7.6 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 6 3 7 6 14 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,550
COMMITMENTS
9,786 12,081 715 10,974 5,042 21,475 17,838 2,075 5,712
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 3,101)
514 1,129 132 2,818 1,194 3,464 2,455 -363 646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 51.3 3.0 46.6 21.4 91.2 75.7 8.8 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
23 30 4 13 11 38 43
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,688,567
COMMITMENTS
1504375 1868369 8338959 9010078 8131377 18853412 18338705 835,154 1349862
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 621,200)
83,449 130,781 580,856 -18,310 -120,394 645,995 591,242 -24,795 29,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.5 42.4 45.8 41.3 95.8 93.1 4.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
52 108 126 151 164 287 319
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,003,504
COMMITMENTS
107,277 95,767 96,679 691,292 726,589 895,248 919,035 108,257 84,469
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 1,702)
-9,762 -6,347 2,416 11,335 9,753 3,989 5,821 -2,287 -4,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 9.5 9.6 68.9 72.4 89.2 91.6 10.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 653)
161 129 142 273 271 499 480
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 247,103
COMMITMENTS
15,214 13,055 31,441 152,123 170,240 198,779 214,736 48,324 32,367
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 3,020)
-612 1,069 1,264 2,563 3,892 3,215 6,226 -195 -3,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.3 12.7 61.6 68.9 80.4 86.9 19.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
18 16 27 55 55 89 85
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,782,005
COMMITMENTS
509,324 462,572 277,177 2695844 2781747 3482345 3521495 299,661 260,510
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -6,589)
-45,621 -36,951 5,629 43,861 29,302 3,869 -2,021 -10,458 -4,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 12.2 7.3 71.3 73.6 92.1 93.1 7.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
153 121 127 262 260 470 453
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 99,910
COMMITMENTS
10,924 3,965 1,735 66,701 90,401 79,360 96,101 20,550 3,809
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 82)
659 -1,021 -155 568 1,219 1,072 43 -990 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.0 1.7 66.8 90.5 79.4 96.2 20.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
15 5 4 55 38 72 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 97,117
COMMITMENTS
22,136 7,209 2,772 61,015 78,915 85,922 88,896 11,195 8,222
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 166)
-430 -564 -559 302 943 -687 -180 852 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 7.4 2.9 62.8 81.3 88.5 91.5 11.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
68 49 26 87 82 168 144
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 14,745
COMMITMENTS
1,362 800 0 8,848 13,310 10,210 14,110 4,535 635
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -140)
-945 -366 0 -117 429 -1,062 63 922 -203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.4 0.0 60.0 90.3 69.2 95.7 30.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 11 8 15 9
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 411,863
COMMITMENTS
105,504 33,678 12,224 260,834 328,025 378,561 373,928 33,302 37,935
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 1,527)
-1,890 -5,457 1,671 2,095 2,571 1,876 -1,215 -350 2,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 8.2 3.0 63.3 79.6 91.9 90.8 8.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
67 48 25 83 82 161 144
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 180,531
COMMITMENTS
17,357 63,144 14,060 129,184 62,857 160,601 140,061 19,930 40,470
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 12,250)
3,956 6,146 -1,941 11,314 6,638 13,329 10,843 -1,079 1,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 35.0 7.8 71.6 34.8 89.0 77.6 11.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
21 48 23 22 27 58 84
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 82,427
COMMITMENTS
23,147 21,923 4,666 39,924 34,423 67,737 61,012 14,690 21,415
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 9,813)
-1,838 361 4,544 6,360 7,790 9,066 12,695 747 -2,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 26.6 5.7 48.4 41.8 82.2 74.0 17.8 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
20 13 9 26 19 52 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 145,725
COMMITMENTS
52,924 26,488 6,197 69,353 37,122 128,474 69,807 17,251 75,918
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 19,120)
2,855 5,870 4,259 6,230 4,121 13,344 14,250 5,776 4,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 18.2 4.3 47.6 25.5 88.2 47.9 11.8 52.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
40 14 14 36 31 80 55
Updated December 12, 2014