BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,325
COMMITMENTS
668 1,643 798 6,731 5,686 8,198 8,127 1,127 1,198
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 150)
-66 43 9 145 -64 88 -12 62 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 17.6 8.6 72.2 61.0 87.9 87.2 12.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 10 8 20 21 29 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,372
COMMITMENTS
17,554 4,281 12,391 21,555 23,766 51,501 40,438 3,871 14,934
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 637)
-311 -693 -158 939 563 470 -288 167 925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 7.7 22.4 38.9 42.9 93.0 73.0 7.0 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
14 31 33 38 34 79 72
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,867
COMMITMENTS
92 1,048 1,320 5,530 4,248 6,943 6,616 924 1,251
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 627)
-4 214 249 221 124 466 587 161 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 13.3 16.8 70.3 54.0 88.3 84.1 11.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 11 10 20 14 32 27
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,749
COMMITMENTS
1,414 69 355 1,545 1,858 3,315 2,282 435 1,467
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 174)
57 -13 78 93 70 229 136 -55 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 1.8 9.5 41.2 49.6 88.4 60.9 11.6 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 2 8 8 10 18 18
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,138
COMMITMENTS
73,165 41,285 107,352 91,863 108,733 272,380 257,370 23,758 38,768
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 3,382)
-83 -2,084 438 3,883 5,210 4,238 3,564 -856 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 13.9 36.3 31.0 36.7 92.0 86.9 8.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
100 97 127 84 77 256 241
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 378,443
COMMITMENTS
129,119 17,435 102,855 110,324 201,511 342,298 321,800 36,145 56,642
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 18,112)
5,891 -312 8,697 1,183 7,016 15,771 15,400 2,341 2,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 4.6 27.2 29.2 53.2 90.4 85.0 9.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
143 80 153 136 171 364 342
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,809
COMMITMENTS
2,145 4,088 525 2,673 957 5,344 5,570 1,465 1,239
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -78)
-119 -72 40 71 100 -8 68 -69 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 60.0 7.7 39.3 14.1 78.5 81.8 21.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 32 8 26 14 48 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,453
COMMITMENTS
15,307 5,439 10,466 13,592 13,817 39,365 29,723 10,087 19,729
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 1,318)
927 -389 814 97 1,279 1,838 1,705 -520 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 11.0 21.2 27.5 27.9 79.6 60.1 20.4 39.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
73 41 51 65 91 159 165
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,676
COMMITMENTS
846 3,969 271 3,597 887 4,714 5,126 962 550
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 109)
71 27 -10 95 93 156 110 -47 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 69.9 4.8 63.4 15.6 83.0 90.3 17.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 7 5 10 6 17 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,512
COMMITMENTS
1,829 18,025 3,694 29,174 10,578 34,697 32,297 815 3,215
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 185)
39 165 -199 380 191 220 156 -36 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 50.8 10.4 82.2 29.8 97.7 90.9 2.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
15 28 25 25 19 56 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 59,366
COMMITMENTS
5,949 5,792 1,094 51,831 51,750 58,874 58,636 492 730
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -11)
-249 224 -5 269 -348 15 -129 -26 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 9.8 1.8 87.3 87.2 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 6 2 13 11 19 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,798
COMMITMENTS
23,946 19,439 12,963 71,963 73,867 108,872 106,269 27,926 30,529
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -3,843)
-3,938 -12,473 890 2,134 4,531 -914 -7,051 -2,929 3,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 14.2 9.5 52.6 54.0 79.6 77.7 20.4 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
22 26 16 21 22 49 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,568
COMMITMENTS
11,811 2,028 3,636 10,176 18,714 25,622 24,378 10,945 12,190
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -1,574)
-2,632 -1,472 66 -5 1,004 -2,571 -402 998 -1,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 5.5 9.9 27.8 51.2 70.1 66.7 29.9 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 5 7 8 8 21 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 127,784
COMMITMENTS
23,800 54,945 18,368 82,427 49,021 124,596 122,334 3,189 5,451
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -8,031)
-10,259 -5,996 -395 2,738 -827 -7,916 -7,218 -115 -813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 43.0 14.4 64.5 38.4 97.5 95.7 2.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
30 44 16 23 20 63 74
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 221,685
COMMITMENTS
39,416 63,283 24,412 133,033 108,926 196,862 196,621 24,824 25,064
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -2,948)
5,890 -3,025 -3,503 -7,659 9,713 -5,271 3,185 2,324 -6,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 28.5 11.0 60.0 49.1 88.8 88.7 11.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
37 43 27 27 37 79 92
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 262,357
COMMITMENTS
63,769 85,633 17,693 166,155 94,213 247,617 197,539 14,740 64,818
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 45,055)
25,850 24,211 2,573 18,975 7,036 47,397 33,820 -2,342 11,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 32.6 6.7 63.3 35.9 94.4 75.3 5.6 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
34 59 26 32 35 77 109
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 550,092
COMMITMENTS
38,224 200,338 85,419 377,086 171,710 500,728 457,467 49,363 92,624
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 2,939)
-4,973 -17,837 10,294 -3,490 7,353 1,831 -190 1,108 3,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 36.4 15.5 68.5 31.2 91.0 83.2 9.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
61 108 75 61 68 164 209
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,150
COMMITMENTS
9,229 4,424 2,978 4,124 8,729 16,331 16,131 819 1,019
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -938)
-1,138 -129 3 347 -962 -788 -1,088 -150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 25.8 17.4 24.0 50.9 95.2 94.1 4.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 6 2 4 6 12 13
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,331
COMMITMENTS
11,192 13,423 550 11,720 8,044 23,462 22,017 2,869 4,314
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 806)
-3,076 925 -20 4,042 -189 946 716 -140 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 51.0 2.1 44.5 30.5 89.1 83.6 10.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
20 32 4 11 10 32 45
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,439,008
COMMITMENTS
1705582 1368152 7308050 8502437 8394184 17516069 17070386 922,939 1368622
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -189,662)
17,634 19,114 -250,891 15,248 -16,880 -218,008 -248,657 28,346 58,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 7.4 39.6 46.1 45.5 95.0 92.6 5.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
59 98 128 149 161 289 311
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 855,748
COMMITMENTS
84,793 81,653 79,277 569,400 576,664 733,470 737,594 122,277 118,154
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 8,675)
1,982 -7,472 4,560 6,976 11,633 13,518 8,721 -4,843 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 9.5 9.3 66.5 67.4 85.7 86.2 14.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 631)
142 139 144 245 263 469 465
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 204,549
COMMITMENTS
13,868 5,346 24,667 123,516 114,159 162,051 144,171 42,497 60,377
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 12,546)
1,103 -301 2,923 7,620 13,251 11,646 15,873 901 -3,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.6 12.1 60.4 55.8 79.2 70.5 20.8 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
17 15 20 44 41 76 62
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,255,995
COMMITMENTS
368,329 395,238 259,347 2229420 2312526 2857096 2967110 398,899 288,885
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -19,355)
5,489 -34,765 7,095 -3,221 -8,086 9,364 -35,756 -28,718 16,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.1 8.0 68.5 71.0 87.7 91.1 12.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603)
135 129 135 232 253 439 445
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,945
COMMITMENTS
8,885 7,647 1,890 67,238 77,314 78,013 86,851 11,932 3,094
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 1,979)
1,730 10 404 -472 1,286 1,662 1,700 317 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 8.5 2.1 74.8 86.0 86.7 96.6 13.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
14 8 3 48 38 63 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,325
COMMITMENTS
16,803 6,094 1,797 40,354 53,015 58,953 60,905 6,372 4,420
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 1,181)
898 -482 -158 -246 1,577 494 936 687 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 9.3 2.8 61.8 81.2 90.2 93.2 9.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
64 37 22 69 64 142 114
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 326,626
COMMITMENTS
84,013 30,468 8,983 201,768 265,074 294,765 304,525 31,862 22,101
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 5,903)
4,491 -2,411 -792 -1,229 7,883 2,470 4,679 3,433 1,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 9.3 2.8 61.8 81.2 90.2 93.2 9.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
64 37 22 69 64 142 114
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 162,168
COMMITMENTS
65,019 56,654 10,516 65,241 61,844 140,775 129,014 21,393 33,154
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 7,627)
5,205 1,755 1,569 -539 6,331 6,235 9,655 1,392 -2,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 34.9 6.5 40.2 38.1 86.8 79.6 13.2 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 39 19 18 21 53 67
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 61,667
COMMITMENTS
21,968 10,433 465 27,998 42,880 50,431 53,778 11,236 7,889
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 2,890)
2,244 1,522 -348 1,803 -253 3,699 921 -809 1,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 16.9 0.8 45.4 69.5 81.8 87.2 18.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 15 2 23 11 44 27
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 111,409
COMMITMENTS
40,423 9,809 1,287 58,862 18,894 100,572 29,990 10,837 81,419
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 5,859)
4,934 -2,543 131 -30 -76 5,035 -2,488 824 8,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 8.8 1.2 52.8 17.0 90.3 26.9 9.7 73.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
40 10 6 37 22 80 35
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 12,546
COMMITMENTS
7,121 4,234 0 4,744 8,075 11,865 12,309 681 237
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 20)
-40 -219 0 8 213 -32 -6 52 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 33.7 0.0 37.8 64.4 94.6 98.1 5.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 4 0 8 1 15 5
Updated May 22, 2015