BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,459
COMMITMENTS
757 2,525 724 5,614 4,168 7,095 7,417 1,364 1,043
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 123)
-1 111 6 120 34 125 151 -3 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 29.8 8.6 66.4 49.3 83.9 87.7 16.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 11 8 15 15 25 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 67,959
COMMITMENTS
22,688 6,055 13,857 27,082 28,052 63,628 47,964 4,331 19,994
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,010)
587 274 56 543 378 1,186 708 -176 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 8.9 20.4 39.9 41.3 93.6 70.6 6.4 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
14 33 36 38 33 79 77
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,495
COMMITMENTS
58 1,336 1,167 6,345 4,980 7,571 7,483 924 1,012
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 136)
-13 -189 -37 248 483 198 258 -63 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 15.7 13.7 74.7 58.6 89.1 88.1 10.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 12 8 21 18 30 31
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,780
COMMITMENTS
2,092 94 421 1,718 2,292 4,231 2,808 548 1,972
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 94)
-5 1 27 61 31 83 59 11 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 2.0 8.8 35.9 48.0 88.5 58.7 11.5 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 7 7 11 15 18
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 310,162
COMMITMENTS
73,958 55,503 113,103 97,667 100,953 284,728 269,559 25,434 40,603
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 11,558)
-4,441 3,825 12,723 4,772 -5,049 13,054 11,499 -1,496 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 17.9 36.5 31.5 32.5 91.8 86.9 8.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
104 93 121 94 84 256 249
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 364,895
COMMITMENTS
102,928 19,941 111,000 115,668 179,143 329,597 310,085 35,298 54,810
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 13,685)
11,360 -4,698 3,372 -927 14,200 13,805 12,873 -120 812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 5.5 30.4 31.7 49.1 90.3 85.0 9.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
134 77 136 139 164 345 316
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,080
COMMITMENTS
2,259 3,850 693 2,740 835 5,691 5,377 1,389 1,703
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 32)
-45 -144 86 9 81 51 23 -19 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 54.4 9.8 38.7 11.8 80.4 76.0 19.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 34 11 27 15 56 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,595
COMMITMENTS
12,861 6,785 15,663 17,579 12,898 46,102 35,346 10,493 21,249
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,032)
159 -16 999 -385 688 774 1,671 258 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 12.0 27.7 31.1 22.8 81.5 62.5 18.5 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
63 58 57 74 97 170 182
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,145
COMMITMENTS
815 5,429 262 4,714 765 5,791 6,455 1,354 689
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 76.0 3.7 66.0 10.7 81.1 90.4 18.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 4 10 6 17 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 44,122
COMMITMENTS
2,795 25,063 4,775 35,642 10,489 43,212 40,326 910 3,796
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 825)
20 453 124 702 158 847 735 -22 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 56.8 10.8 80.8 23.8 97.9 91.4 2.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
9 38 20 24 18 50 59
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 55,943
COMMITMENTS
8,089 5,354 994 46,454 49,104 55,537 55,452 406 491
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 3,365)
90 -263 0 3,134 3,714 3,224 3,451 141 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 9.6 1.8 83.0 87.8 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 4 1 13 12 18 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 125,502
COMMITMENTS
17,740 51,992 11,475 73,249 22,549 102,464 86,017 23,038 39,485
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -51,918)
-1,271 -1,913 -704 -49,087 -43,043 -51,063 -45,660 -855 -6,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 41.4 9.1 58.4 18.0 81.6 68.5 18.4 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 31 14 20 22 49 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,913
COMMITMENTS
12,796 15,601 4,980 18,568 6,578 36,344 27,159 6,569 15,754
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -2,649)
-5,628 421 205 2,790 -1,127 -2,634 -502 -15 -2,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 36.4 11.6 43.3 15.3 84.7 63.3 15.3 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 13 7 8 11 22 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,722
COMMITMENTS
34,924 76,028 5,772 107,238 61,894 147,934 143,694 2,788 7,027
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 15,351)
11,211 -3,627 4,632 -847 15,305 14,996 16,309 355 -959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 50.4 3.8 71.1 41.1 98.2 95.3 1.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
21 56 10 20 23 48 82
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 234,484
COMMITMENTS
32,669 68,866 39,380 145,530 89,530 217,579 197,777 16,904 36,707
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -9,243)
-11,821 -10,770 3,042 -711 -528 -9,490 -8,256 246 -987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 29.4 16.8 62.1 38.2 92.8 84.3 7.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
33 39 28 26 38 71 93
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 205,455
COMMITMENTS
38,096 85,853 15,311 137,186 48,325 190,593 149,489 14,862 55,966
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -17,150)
-6,252 -6,634 236 -12,560 -2,221 -18,576 -8,619 1,426 -8,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 41.8 7.5 66.8 23.5 92.8 72.8 7.2 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
23 64 25 27 35 67 107
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 584,793
COMMITMENTS
48,818 269,653 80,567 409,873 134,130 539,258 484,350 45,535 100,443
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 12,982)
-1,848 17,851 -915 14,657 -3,357 11,894 13,579 1,088 -597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 46.1 13.8 70.1 22.9 92.2 82.8 7.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
56 115 66 59 65 156 206
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,958
COMMITMENTS
12,149 13,015 632 5,470 2,413 18,251 16,060 2,707 4,898
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -2,359)
-968 -1,243 -111 -1,685 -298 -2,764 -1,652 405 -707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 62.1 3.0 26.1 11.5 87.1 76.6 12.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 25 5 7 7 28 35
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,052,918
COMMITMENTS
1663319 1331018 6717175 7758442 7677183 16138935 15725376 913,983 1327542
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -184,947)
-75,040 -351,098 -244,763 51,041 351,396 -268,762 -244,465 83,815 59,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.8 39.4 45.5 45.0 94.6 92.2 5.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
46 99 117 139 151 267 289
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 766,619
COMMITMENTS
86,829 85,259 57,884 513,033 536,104 657,745 679,247 108,874 87,373
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -315,797)
-10,798 -17,867 -16,901 -218,296 -211,970 -245,996 -246,739 -69,801 -69,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 11.1 7.6 66.9 69.9 85.8 88.6 14.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
154 113 135 243 245 458 433
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 162,284
COMMITMENTS
13,721 2,970 17,713 88,898 102,680 120,332 123,363 41,951 38,921
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -129,267)
-4,225 -2,722 -4,685 -114,912 -58,310 -123,823 -65,717 -5,444 -63,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 1.8 10.9 54.8 63.3 74.1 76.0 25.9 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 14 20 42 45 72 66
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,021,679
COMMITMENTS
368,879 414,782 197,515 2120673 2167121 2687066 2779418 334,613 242,262
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -932,651)
-43,509 -86,371 -50,436 -516,920 -768,299 -610,865 -905,107 -321,786 -27,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 13.7 6.5 70.2 71.7 88.9 92.0 11.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 580)
146 105 126 234 235 433 413
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,458
COMMITMENTS
9,642 5,171 842 64,377 76,029 74,861 82,042 10,597 3,416
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -19,653)
348 644 -930 -17,320 -11,592 -17,902 -11,878 -1,751 -7,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 6.1 1.0 75.3 89.0 87.6 96.0 12.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
15 7 3 53 38 69 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,423
COMMITMENTS
17,429 5,206 1,682 43,133 58,260 62,244 65,148 6,179 3,275
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -33,321)
-1,117 -805 -418 -29,185 -30,435 -30,720 -31,659 -2,601 -1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 7.6 2.5 63.0 85.1 91.0 95.2 9.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
68 31 15 73 65 146 106
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 342,114
COMMITMENTS
87,145 26,029 8,408 215,667 291,301 311,221 325,738 30,893 16,376
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -76,277)
442 -4,027 -2,092 -70,691 -66,256 -72,341 -72,375 -3,936 -3,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 7.6 2.5 63.0 85.1 91.0 95.2 9.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
68 31 15 73 65 146 106
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,869
COMMITMENTS
51,543 80,957 10,399 78,804 26,381 140,746 117,737 15,122 38,132
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -14,380)
-10,640 -11,830 1,436 -5,226 732 -14,430 -9,661 50 -4,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 51.9 6.7 50.6 16.9 90.3 75.5 9.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
23 48 23 18 23 55 80
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 59,147
COMMITMENTS
18,981 7,689 697 28,013 44,527 47,691 52,913 11,456 6,234
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,253)
-121 699 697 888 -108 1,464 1,288 -211 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 13.0 1.2 47.4 75.3 80.6 89.5 19.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
22 10 3 21 11 44 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 102,960
COMMITMENTS
34,543 5,342 745 56,955 9,011 92,243 15,098 10,717 87,862
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -1,970)
-2,096 2,917 286 -850 1,099 -2,660 4,302 690 -6,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 5.2 0.7 55.3 8.8 89.6 14.7 10.4 85.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
35 6 4 31 13 67 22
Updated March 27, 2015