BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,918
COMMITMENTS
825 2,499 769 5,934 4,622 7,528 7,890 1,390 1,028
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 459)
68 -26 45 320 455 433 473 26 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 28.0 8.6 66.5 51.8 84.4 88.5 15.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 13 8 16 16 26 30
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 67,730
COMMITMENTS
22,441 6,420 13,843 27,262 28,045 63,546 48,308 4,185 19,423
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -228)
-248 365 -15 180 -6 -82 343 -146 -572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 9.5 20.4 40.3 41.4 93.8 71.3 6.2 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
13 34 36 38 36 80 79
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,797
COMMITMENTS
54 1,317 1,207 6,570 5,266 7,832 7,790 966 1,007
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 302)
-5 -19 40 225 286 261 307 41 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 15.0 13.7 74.7 59.9 89.0 88.6 11.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 10 10 21 16 32 28
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,795
COMMITMENTS
2,062 91 451 1,723 2,257 4,236 2,799 559 1,996
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 16)
-30 -3 29 5 -35 5 -9 11 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 1.9 9.4 35.9 47.1 88.3 58.4 11.7 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 2 7 8 11 16 18
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 314,320
COMMITMENTS
69,070 58,413 116,221 103,398 100,457 288,690 275,091 25,630 39,229
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 4,158)
-4,887 2,909 3,118 5,731 -496 3,962 5,532 197 -1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 18.6 37.0 32.9 32.0 91.8 87.5 8.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
101 103 131 93 82 263 258
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 371,521
COMMITMENTS
107,413 22,529 106,974 120,121 186,825 334,508 316,328 37,013 55,193
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 6,626)
4,485 2,588 -4,027 4,453 7,683 4,911 6,244 1,715 383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 6.1 28.8 32.3 50.3 90.0 85.1 10.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
141 83 136 134 165 345 320
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,402
COMMITMENTS
2,245 3,865 848 2,808 1,062 5,900 5,774 1,502 1,628
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 322)
-14 15 155 68 227 209 397 113 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 52.2 11.4 37.9 14.3 79.7 78.0 20.3 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
21 35 15 31 20 61 65
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,438
COMMITMENTS
13,079 7,154 11,801 16,383 11,597 41,263 30,553 10,175 20,885
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -5,157)
219 369 -3,861 -1,196 -1,301 -4,839 -4,793 -318 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 13.9 22.9 31.8 22.5 80.2 59.4 19.8 40.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
56 54 45 73 92 159 164
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,070
COMMITMENTS
815 5,361 262 4,703 758 5,781 6,381 1,289 689
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -75)
0 -67 0 -11 -8 -10 -74 -64 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 75.8 3.7 66.5 10.7 81.8 90.3 18.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 6 5 10 6 18 14
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 44,092
COMMITMENTS
2,778 25,206 4,727 35,668 10,694 43,173 40,627 919 3,466
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -29)
-17 143 -48 26 205 -39 301 10 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 57.2 10.7 80.9 24.3 97.9 92.1 2.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
11 39 22 25 18 53 62
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 56,354
COMMITMENTS
8,211 5,279 994 46,776 49,564 55,981 55,837 373 517
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 411)
122 -75 0 322 460 444 385 -33 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 9.4 1.8 83.0 88.0 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 4 1 13 12 19 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 130,209
COMMITMENTS
17,315 48,070 11,895 76,042 31,080 105,252 91,045 24,957 39,164
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 4,707)
-425 -3,923 420 2,794 8,531 2,788 5,028 1,919 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 36.9 9.1 58.4 23.9 80.8 69.9 19.2 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
24 26 15 21 21 51 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,922
COMMITMENTS
13,882 12,188 4,763 16,292 6,852 34,938 23,803 5,984 17,119
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -1,991)
1,086 -3,413 -217 -2,275 274 -1,406 -3,356 -584 1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 29.8 11.6 39.8 16.7 85.4 58.2 14.6 41.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 9 8 7 10 22 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 158,090
COMMITMENTS
43,238 73,475 4,585 106,815 72,977 154,638 151,036 3,453 7,054
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 7,369)
8,314 -2,553 -1,188 -423 11,083 6,704 7,342 665 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 46.5 2.9 67.6 46.2 97.8 95.5 2.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
23 57 10 19 22 48 83
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 238,806
COMMITMENTS
32,473 65,545 39,589 150,150 98,281 222,212 203,415 16,593 35,391
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 4,322)
-195 -3,321 209 4,620 8,751 4,633 5,638 -311 -1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 27.4 16.6 62.9 41.2 93.1 85.2 6.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
30 42 27 29 39 73 94
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 203,212
COMMITMENTS
43,408 68,023 16,133 127,465 63,402 187,007 147,559 16,205 55,653
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -2,243)
5,313 -17,830 822 -9,721 15,077 -3,586 -1,930 1,343 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 33.5 7.9 62.7 31.2 92.0 72.6 8.0 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
28 53 27 27 38 68 105
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 590,248
COMMITMENTS
39,845 265,621 87,826 416,948 140,068 544,618 493,515 45,630 96,734
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 5,456)
-8,973 -4,032 7,259 7,075 5,938 5,361 9,165 95 -3,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 45.0 14.9 70.6 23.7 92.3 83.6 7.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
61 115 70 56 65 159 209
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 25,906
COMMITMENTS
5,737 13,771 3,981 15,693 7,086 25,411 24,838 495 1,068
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,351)
776 1,627 260 2,453 1,728 3,489 3,615 -138 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 53.2 15.4 60.6 27.4 98.1 95.9 1.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 8 6 5 6 14 18
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,049
COMMITMENTS
16,443 12,412 506 4,473 5,776 21,422 18,694 2,627 5,355
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,091)
4,294 -603 -126 -997 3,363 3,171 2,634 -80 457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.4 51.6 2.1 18.6 24.0 89.1 77.7 10.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
20 28 4 8 6 29 37
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,298,693
COMMITMENTS
1685767 1288163 6821573 7823231 7849453 16330572 15959190 968,121 1339503
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 245,774)
22,448 -42,854 104,398 64,790 172,270 191,636 233,814 54,138 11,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 7.4 39.4 45.2 45.4 94.4 92.3 5.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
52 96 121 141 153 274 293
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 784,339
COMMITMENTS
87,855 88,628 66,617 514,438 534,422 668,910 689,667 115,429 94,672
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 17,720)
1,026 3,369 8,734 1,405 -1,682 11,165 10,421 6,555 7,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 11.3 8.5 65.6 68.1 85.3 87.9 14.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 619)
165 117 151 243 246 472 451
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 163,990
COMMITMENTS
15,052 6,878 18,167 88,717 94,144 121,936 119,189 42,054 44,801
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,706)
1,331 3,908 454 -181 -8,536 1,604 -4,174 102 5,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 4.2 11.1 54.1 57.4 74.4 72.7 25.6 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
17 16 20 43 43 73 67
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,101,747
COMMITMENTS
383,100 427,835 223,168 2128601 2201389 2734869 2852392 366,878 249,355
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 80,068)
14,221 13,054 25,653 7,928 34,268 47,803 72,975 32,265 7,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 13.8 7.2 68.6 71.0 88.2 92.0 11.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 595)
156 110 142 235 237 448 432
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 87,474
COMMITMENTS
8,773 5,003 1,799 64,855 77,192 75,427 83,994 12,047 3,480
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,016)
-869 -168 957 478 1,163 566 1,952 1,450 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 5.7 2.1 74.1 88.2 86.2 96.0 13.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
14 8 3 53 36 68 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,767
COMMITMENTS
15,315 4,647 2,720 41,974 55,005 60,009 62,372 5,758 3,395
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -2,656)
-2,114 -559 1,039 -1,160 -3,255 -2,235 -2,775 -421 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 7.1 4.1 63.8 83.6 91.2 94.8 8.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
69 28 24 69 64 145 109
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 328,834
COMMITMENTS
76,576 23,235 13,601 209,868 275,025 300,045 311,861 28,789 16,973
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -13,280)
-10,569 -2,794 5,193 -5,800 -16,276 -11,176 -13,877 -2,104 597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 7.1 4.1 63.8 83.6 91.2 94.8 8.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
69 28 24 69 64 145 109
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 162,009
COMMITMENTS
54,958 81,569 12,086 78,047 29,416 145,091 123,072 16,918 38,937
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 6,141)
3,415 613 1,687 -757 3,035 4,345 5,335 1,796 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 50.3 7.5 48.2 18.2 89.6 76.0 10.4 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
24 49 24 16 25 55 83
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 59,404
COMMITMENTS
19,672 7,665 387 27,073 44,153 47,132 52,205 12,272 7,199
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 257)
691 -24 -310 -940 -374 -559 -708 816 965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 12.9 0.7 45.6 74.3 79.3 87.9 20.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 10 3 20 11 43 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X JPY 500) OPEN INTEREST: 98,700
COMMITMENTS
31,611 5,720 1,015 53,601 11,126 86,227 17,861 12,473 80,839
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -4,260)
-2,932 378 270 -3,354 2,115 -6,016 2,763 1,756 -7,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 5.8 1.0 54.3 11.3 87.4 18.1 12.6 81.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
32 5 6 30 18 63 28
Updated April 3, 2015