BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,078
COMMITMENTS
320 2,571 704 5,621 3,154 6,645 6,429 1,432 1,649
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 369)
-6 114 42 251 173 287 329 81 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 31.8 8.7 69.6 39.0 82.3 79.6 17.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 11 9 16 15 27 27
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 79,632
COMMITMENTS
28,543 5,073 16,874 30,453 36,433 75,870 58,380 3,762 21,252
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,740)
1,005 496 139 701 1,065 1,845 1,701 -106 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 6.4 21.2 38.2 45.8 95.3 73.3 4.7 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
25 24 35 39 38 83 78
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,369
COMMITMENTS
81 1,538 768 5,055 3,904 5,903 6,210 1,466 1,159
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 242)
-2 127 35 65 257 98 419 144 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 20.9 10.4 68.6 53.0 80.1 84.3 19.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 10 10 18 15 30 26
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,957
COMMITMENTS
2,807 34 705 1,700 2,256 5,212 2,995 745 2,962
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 264)
136 16 31 31 86 197 133 67 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 0.6 11.8 28.5 37.9 87.5 50.3 12.5 49.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 3 9 7 12 18 21
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 273,721
COMMITMENTS
83,524 26,783 72,365 94,577 138,737 250,467 237,885 23,254 35,836
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -2,919)
-10,822 -54 1,881 6,973 -4,382 -1,968 -2,555 -951 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 9.8 26.4 34.6 50.7 91.5 86.9 8.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
99 66 95 96 91 247 213
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 365,675
COMMITMENTS
106,734 18,959 103,102 124,167 189,480 334,003 311,541 31,672 54,134
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -18,549)
-28,288 -819 2,211 8,389 -12,802 -17,688 -11,410 -861 -7,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 5.2 28.2 34.0 51.8 91.3 85.2 8.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
130 64 123 127 167 316 316
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,846
COMMITMENTS
1,371 2,135 256 1,158 558 2,786 2,950 1,059 896
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -551)
-74 -2 -76 -309 -211 -459 -289 -92 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 55.5 6.7 30.1 14.5 72.5 76.7 27.5 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 15 9 19 14 39 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,663
COMMITMENTS
12,611 5,031 15,322 15,526 13,137 43,459 33,490 12,204 22,173
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -4,044)
-2,579 -2,253 394 -831 74 -3,016 -1,785 -1,029 -2,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 9.0 27.5 27.9 23.6 78.1 60.2 21.9 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
55 46 56 80 92 170 168
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 44,463
COMMITMENTS
4,036 27,739 4,560 34,865 9,072 43,461 41,372 1,002 3,092
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,798)
142 1,058 512 2,064 1,103 2,718 2,674 79 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 62.4 10.3 78.4 20.4 97.7 93.0 2.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 27 14 21 17 41 46
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,637
COMMITMENTS
5,117 1,203 141 46,024 49,451 51,282 50,795 355 842
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,665)
1,181 -146 8 739 1,586 1,928 1,448 -263 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.3 0.3 89.1 95.8 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 4 2 12 17 18 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 115,355
COMMITMENTS
32,637 46,303 9,261 50,727 20,722 92,626 76,286 22,729 39,069
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -30,418)
1,246 -2,208 -17,638 -14,323 -9,150 -30,716 -28,996 298 -1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 40.1 8.0 44.0 18.0 80.3 66.1 19.7 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 29 13 22 20 48 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,638
COMMITMENTS
6,305 23,326 3,740 44,917 12,368 54,962 39,434 7,676 23,204
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 4,920)
-12,640 780 558 16,239 2,074 4,158 3,412 762 1,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 37.2 6.0 71.7 19.7 87.7 63.0 12.3 37.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 14 6 12 15 23 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 131,569
COMMITMENTS
17,144 80,669 420 110,693 43,371 128,257 124,459 3,312 7,110
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -6,830)
-8,466 2,070 53 1,315 -8,468 -7,097 -6,345 266 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 61.3 0.3 84.1 33.0 97.5 94.6 2.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
23 61 6 15 19 41 83
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 170,838
COMMITMENTS
36,379 52,452 15,619 100,328 68,148 152,325 136,219 18,513 34,620
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 5,487)
-140 -1,112 -608 5,957 3,803 5,209 2,083 278 3,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 30.7 9.1 58.7 39.9 89.2 79.7 10.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
37 27 27 27 36 73 81
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 280,393
COMMITMENTS
28,493 121,340 31,352 202,368 62,821 262,213 215,513 18,180 64,881
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -857)
-16,097 -10,055 424 13,849 6,815 -1,824 -2,816 967 1,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 43.3 11.2 72.2 22.4 93.5 76.9 6.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
28 65 35 29 34 77 115
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 470,894
COMMITMENTS
42,461 181,568 63,225 327,304 136,824 432,990 381,617 37,904 89,277
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 22,514)
-11,868 5,097 6,245 29,973 11,853 24,351 23,196 -1,837 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 38.6 13.4 69.5 29.1 92.0 81.0 8.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
51 94 65 53 70 139 195
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 65,182
COMMITMENTS
5,173 55,077 3,385 55,897 6,125 64,455 64,587 727 595
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,412)
688 432 -342 1,075 1,186 1,421 1,276 -9 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 84.5 5.2 85.8 9.4 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 8 2 8 7 15 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,295
COMMITMENTS
9,786 11,194 370 7,099 2,655 17,255 14,219 2,040 5,076
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 848)
-79 690 17 1,241 44 1,179 751 -331 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.7 58.0 1.9 36.8 13.8 89.4 73.7 10.6 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
20 28 3 9 4 30 34
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,402,320
COMMITMENTS
1507526 1403749 7263092 7836764 7409290 16607382 16076131 794,938 1326189
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 577,216)
121,030 -75,532 384,404 94,272 290,693 599,705 599,564 -22,489 -22,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 8.1 41.7 45.0 42.6 95.4 92.4 4.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
57 90 112 137 147 259 290
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 852,627
COMMITMENTS
106,562 80,273 72,596 580,309 630,272 759,467 783,141 93,161 69,486
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -254,433)
-12,501 -3,002 -41,797 -169,192 -184,640 -223,490 -229,439 -30,943 -24,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 9.4 8.5 68.1 73.9 89.1 91.9 10.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 630)
160 124 136 250 238 475 436
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 194,331
COMMITMENTS
14,977 9,157 24,696 110,953 137,710 150,626 171,563 43,705 22,768
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -81,557)
-1,426 -787 -7,501 -57,952 -63,160 -66,879 -71,448 -14,679 -10,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 4.7 12.7 57.1 70.9 77.5 88.3 22.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
17 16 25 48 45 83 71
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,291,481
COMMITMENTS
474,684 372,337 222,741 2346776 2462813 3044201 3057891 247,280 233,590
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -864,379)
-83,574 -39,272 -143,282 -556,200 -607,400 -783,056 -789,954 -81,324 -74,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 11.3 6.8 71.3 74.8 92.5 92.9 7.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600)
155 112 122 240 228 445 412
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 80,654
COMMITMENTS
8,484 5,823 961 61,196 70,136 70,641 76,920 10,013 3,734
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -30,772)
425 1,567 -516 -17,187 -31,916 -17,278 -30,865 -13,494 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 7.2 1.2 75.9 87.0 87.6 95.4 12.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
14 7 4 47 34 63 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 70,377
COMMITMENTS
15,676 7,317 2,075 45,572 57,892 63,323 67,284 7,054 3,093
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -44,982)
-6,940 -1,828 -1,719 -36,183 -41,791 -44,842 -45,339 -140 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 10.4 2.9 64.8 82.3 90.0 95.6 10.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
61 33 19 72 67 138 114
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 351,884
COMMITMENTS
78,380 36,585 10,373 227,861 289,461 316,614 336,418 35,270 15,466
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -126,456)
-33,644 -8,310 -4,426 -113,396 -119,067 -151,466 -131,803 25,010 5,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 10.4 2.9 64.8 82.3 90.0 95.6 10.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
61 33 19 72 67 138 114
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,986
COMMITMENTS
26,262 67,144 10,822 88,607 25,823 125,690 103,789 17,296 39,197
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 4,628)
-447 4,694 1,259 3,389 -1,579 4,201 4,374 427 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 47.0 7.6 62.0 18.1 87.9 72.6 12.1 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
22 43 18 20 23 51 75
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 60,998
COMMITMENTS
20,008 15,139 398 29,789 39,603 50,195 55,140 10,803 5,858
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 524)
239 595 25 64 -161 328 459 196 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 24.8 0.7 48.8 64.9 82.3 90.4 17.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
18 13 1 21 12 39 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 99,900
COMMITMENTS
43,826 3,876 795 46,468 10,449 91,089 15,120 8,811 84,780
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,399)
3,276 -307 10 666 -317 3,952 -614 -2,553 2,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 3.9 0.8 46.5 10.5 91.2 15.1 8.8 84.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
36 7 4 30 16 68 25
Updated December 30, 2014