BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,399
COMMITMENTS
670 1,605 828 6,757 5,774 8,254 8,207 1,145 1,192
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 74)
1 -38 30 25 89 56 80 18 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 17.1 8.8 71.9 61.4 87.8 87.3 12.2 12.7
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 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,606
COMMITMENTS
16,935 3,653 12,233 21,896 23,728 51,065 39,614 3,541 14,992
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -766)
-619 -628 -158 341 -38 -436 -824 -330 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 6.7 22.4 40.1 43.5 93.5 72.5 6.5 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
19 28 35 38 34 81 74
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,147
COMMITMENTS
95 1,058 1,442 5,803 4,323 7,340 6,824 807 1,323
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 280)
3 10 122 272 75 397 208 -117 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 13.0 17.7 71.2 53.1 90.1 83.8 9.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 12 10 21 14 33 27
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,867
COMMITMENTS
1,301 61 448 1,591 1,892 3,340 2,401 527 1,466
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 118)
-114 -8 92 47 35 25 119 92 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 1.6 11.6 41.2 48.9 86.4 62.1 13.6 37.9
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 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 298,189
COMMITMENTS
70,351 41,448 108,451 95,559 109,301 274,361 259,201 23,828 38,988
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 2,051)
-2,814 163 1,099 3,695 568 1,981 1,831 70 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 13.9 36.4 32.0 36.7 92.0 86.9 8.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
95 96 124 82 78 248 237
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 386,292
COMMITMENTS
130,422 20,276 106,049 113,558 203,178 350,029 329,502 36,263 56,790
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 7,849)
1,303 2,841 3,193 3,235 1,667 7,731 7,701 118 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 5.2 27.5 29.4 52.6 90.6 85.3 9.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
147 86 153 143 178 375 352
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,396
COMMITMENTS
2,122 3,421 596 2,258 1,047 4,976 5,064 1,419 1,332
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -413)
-23 -667 71 -415 90 -368 -506 -45 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 53.5 9.3 35.3 16.4 77.8 79.2 22.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 24 11 22 17 47 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,933
COMMITMENTS
15,913 5,171 8,102 12,474 13,859 36,489 27,132 9,444 18,802
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -3,520)
607 -268 -2,365 -1,119 41 -2,877 -2,592 -643 -928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 11.3 17.6 27.2 30.2 79.4 59.1 20.6 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
63 40 40 57 80 142 142
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,669
COMMITMENTS
876 3,915 265 3,584 930 4,725 5,110 944 560
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -7)
30 -54 -6 -13 44 11 -17 -18 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 69.0 4.7 63.2 16.4 83.3 90.1 16.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 6 5 10 6 17 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,364
COMMITMENTS
1,750 17,876 3,667 29,143 10,637 34,560 32,180 804 3,184
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -149)
-79 -149 -27 -31 59 -138 -118 -11 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 50.5 10.4 82.4 30.1 97.7 91.0 2.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 28 26 25 19 57 57
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 59,202
COMMITMENTS
6,074 5,781 1,321 51,577 51,700 58,972 58,802 230 400
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -164)
125 -11 227 -254 -50 98 166 -262 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 9.8 2.2 87.1 87.3 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 7 3 13 11 20 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 142,249
COMMITMENTS
29,297 22,050 13,757 71,699 73,204 114,753 109,011 27,496 33,238
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 5,451)
5,352 2,611 794 -265 -663 5,881 2,742 -430 2,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 15.5 9.7 50.4 51.5 80.7 76.6 19.3 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 29 14 20 21 49 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 35,179
COMMITMENTS
10,873 2,112 3,709 10,943 17,487 25,525 23,309 9,653 11,870
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -1,389)
-937 84 73 767 -1,227 -97 -1,069 -1,292 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 6.0 10.5 31.1 49.7 72.6 66.3 27.4 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 3 8 9 9 21 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 129,442
COMMITMENTS
23,986 56,386 18,429 84,237 48,297 126,652 123,112 2,789 6,330
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,657)
186 1,441 61 1,809 -724 2,057 778 -399 879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 43.6 14.2 65.1 37.3 97.8 95.1 2.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
29 49 14 22 20 60 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 217,008
COMMITMENTS
34,580 58,988 25,255 132,455 107,138 192,290 191,381 24,718 25,627
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -4,677)
-4,837 -4,295 843 -578 -1,788 -4,572 -5,240 -106 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 27.2 11.6 61.0 49.4 88.6 88.2 11.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
34 39 28 28 36 76 89
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 296,407
COMMITMENTS
50,521 112,579 24,910 201,872 81,541 277,303 219,030 19,104 77,377
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 34,050)
-13,248 26,946 7,217 35,716 -12,672 29,686 21,491 4,364 12,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 38.0 8.4 68.1 27.5 93.6 73.9 6.4 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
30 74 28 33 37 79 123
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 567,547
COMMITMENTS
43,635 212,377 94,777 380,853 172,139 519,265 479,293 48,282 88,253
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 17,455)
5,411 12,039 9,358 3,767 429 18,536 21,826 -1,082 -4,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 37.4 16.7 67.1 30.3 91.5 84.5 8.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
57 111 80 64 72 169 215
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,123
COMMITMENTS
9,290 5,414 2,997 4,910 8,414 17,197 16,825 926 1,298
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 973)
61 990 19 786 -315 866 694 107 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 29.9 16.5 27.1 46.4 94.9 92.8 5.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 6 3 4 4 14 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,514
COMMITMENTS
10,426 15,513 715 14,925 7,265 26,066 23,493 2,448 5,021
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 2,183)
-766 2,090 165 3,205 -779 2,604 1,476 -421 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 54.4 2.5 52.3 25.5 91.4 82.4 8.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
21 35 5 11 11 33 50
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 6,630
COMMITMENTS
2,056 4,524 24 4,186 1,114 6,266 5,662 364 968
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 68.2 0.4 63.1 16.8 94.5 85.4 5.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 8 2 6 4 11 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,758,357
COMMITMENTS
1738875 1451039 7445142 8653416 8533420 17837434 17429601 920,924 1328756
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 319,350)
33,293 82,887 137,092 150,979 139,236 321,365 359,215 -2,015 -39,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 7.7 39.7 46.1 45.5 95.1 92.9 4.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
57 102 128 153 164 293 316
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 850,602
COMMITMENTS
80,249 87,023 75,820 566,670 569,014 722,740 731,858 127,863 118,745
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -5,145)
-4,544 5,371 -3,457 -2,730 -7,650 -10,731 -5,736 5,586 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 10.2 8.9 66.6 66.9 85.0 86.0 15.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640)
146 139 151 250 273 476 484
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 195,070
COMMITMENTS
10,994 5,396 21,847 117,647 106,678 150,488 133,920 44,582 61,150
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -9,479)
-2,874 50 -2,820 -5,869 -7,481 -11,563 -10,251 2,084 772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.8 11.2 60.3 54.7 77.1 68.7 22.9 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
17 16 21 44 45 76 68
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,277,663
COMMITMENTS
358,814 420,676 257,332 2245112 2311680 2861257 2989688 416,406 287,975
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 21,668)
-9,515 25,438 -2,016 15,692 -845 4,161 22,577 17,507 -909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 12.8 7.9 68.5 70.5 87.3 91.2 12.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
141 126 142 237 260 446 460
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,387
COMMITMENTS
9,443 7,410 1,730 66,557 77,181 77,730 86,321 11,657 3,066
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -558)
558 -237 -160 -681 -133 -283 -530 -275 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 8.3 1.9 74.5 86.3 87.0 96.6 13.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
16 7 3 48 39 65 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,942
COMMITMENTS
16,545 6,986 2,159 40,210 50,986 58,914 60,131 6,028 4,812
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -383)
-257 893 362 -144 -2,029 -39 -774 -344 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 10.8 3.3 61.9 78.5 90.7 92.6 9.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
63 44 22 71 63 144 119
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 324,711
COMMITMENTS
82,726 34,931 10,794 201,050 254,929 294,570 300,653 30,142 24,058
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -1,915)
-1,286 4,463 1,810 -719 -10,145 -195 -3,872 -1,720 1,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 10.8 3.3 61.9 78.5 90.7 92.6 9.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
63 44 22 71 63 144 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 166,735
COMMITMENTS
64,771 56,582 12,440 70,377 60,015 147,587 129,037 19,148 37,698
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 4,567)
-248 -72 1,924 5,136 -1,829 6,812 23 -2,245 4,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 33.9 7.5 42.2 36.0 88.5 77.4 11.5 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
27 33 20 16 20 53 63
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 61,759
COMMITMENTS
21,967 9,941 463 27,912 42,902 50,342 53,306 11,417 8,453
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 92)
-1 -492 -2 -86 22 -89 -472 181 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 16.1 0.7 45.2 69.5 81.5 86.3 18.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
21 14 2 22 11 44 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 116,694
COMMITMENTS
40,095 10,727 1,984 63,451 18,772 105,530 31,483 11,164 85,211
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 5,285)
-328 918 697 4,589 -122 4,958 1,493 327 3,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 9.2 1.7 54.4 16.1 90.4 27.0 9.6 73.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
38 16 7 40 22 81 42
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 12,523
COMMITMENTS
7,128 4,159 0 4,744 8,075 11,872 12,234 651 289
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -23)
7 -75 0 0 0 7 -75 -30 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 33.2 0.0 37.9 64.5 94.8 97.7 5.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 4 0 8 1 15 5
Updated May 29, 2015