BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,049
COMMITMENTS
608 1,116 961 6,426 5,939 7,995 8,016 1,054 1,033
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 373)
19 -32 73 268 308 360 349 13 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 12.3 10.6 71.0 65.6 88.4 88.6 11.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 9 11 21 21 33 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,384
COMMITMENTS
14,504 3,142 11,208 20,886 22,006 46,599 36,357 3,785 14,028
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,881)
-129 115 1,143 1,469 508 2,483 1,766 398 1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 6.2 22.2 41.5 43.7 92.5 72.2 7.5 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 22 32 36 33 75 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,775
COMMITMENTS
110 1,278 1,526 6,190 4,721 7,826 7,525 949 1,250
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 834)
31 251 199 554 242 784 692 49 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 14.6 17.4 70.5 53.8 89.2 85.8 10.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 14 11 21 16 34 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,611
COMMITMENTS
381 239 608 2,105 1,385 3,094 2,232 518 1,380
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 297)
-108 3 131 295 103 319 237 -21 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 6.6 16.8 58.3 38.4 85.7 61.8 14.3 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 6 9 10 7 19 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 292,088
COMMITMENTS
75,233 58,137 92,902 100,809 100,776 268,944 251,815 23,143 40,272
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 10,145)
6,716 9,562 4,605 -1,016 -5,152 10,305 9,015 -160 1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 19.9 31.8 34.5 34.5 92.1 86.2 7.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
106 92 118 88 80 254 243
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 337,917
COMMITMENTS
120,252 25,244 81,860 104,627 179,455 306,738 286,559 31,180 51,359
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -11,288)
-4,657 826 -3,165 -1,727 -6,682 -9,549 -9,021 -1,738 -2,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 7.5 24.2 31.0 53.1 90.8 84.8 9.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
139 85 138 130 161 353 323
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,752
COMMITMENTS
1,930 1,520 379 1,276 1,800 3,584 3,698 1,168 1,054
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 18)
-48 14 2 171 34 124 49 -107 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 32.0 8.0 26.8 37.9 75.4 77.8 24.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 20 6 19 17 40 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,599
COMMITMENTS
19,383 7,942 10,184 15,224 16,149 44,790 34,275 11,809 22,324
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,736)
1,143 192 908 727 550 2,778 1,650 -42 1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 14.0 18.0 26.9 28.5 79.1 60.6 20.9 39.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
81 50 49 71 82 179 158
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,476
COMMITMENTS
969 3,383 286 3,285 1,176 4,539 4,845 937 631
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 134)
-1 9 15 149 110 163 134 -28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 61.8 5.2 60.0 21.5 82.9 88.5 17.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 3 10 6 17 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 33,104
COMMITMENTS
1,546 15,809 3,293 27,275 10,541 32,114 29,643 990 3,461
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,830)
182 401 196 1,323 796 1,700 1,392 130 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 47.8 9.9 82.4 31.8 97.0 89.5 3.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 29 22 24 20 50 58
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 42,254
COMMITMENTS
3,879 1,812 535 37,433 39,457 41,847 41,804 407 450
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 861)
385 502 0 532 368 917 870 -56 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 4.3 1.3 88.6 93.4 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 5 1 10 12 16 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 92,404
COMMITMENTS
17,086 35,643 7,841 43,212 18,261 68,139 61,746 24,264 30,658
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -37,428)
-3,941 978 -1,284 -33,009 -34,076 -38,234 -34,382 807 -3,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 38.6 8.5 46.8 19.8 73.7 66.8 26.3 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 24 14 21 25 46 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 24,098
COMMITMENTS
9,528 1,973 1,845 3,043 6,604 14,416 10,422 9,681 13,676
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,968)
1,059 -692 -26 120 1,969 1,153 1,251 814 717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 8.2 7.7 12.6 27.4 59.8 43.2 40.2 56.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 3 5 9 14 15
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 112,180
COMMITMENTS
39,365 67,320 452 69,529 38,209 109,346 105,981 2,834 6,199
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -21,779)
11,153 -13,455 -569 -30,724 -7,495 -20,139 -21,519 -1,640 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 60.0 0.4 62.0 34.1 97.5 94.5 2.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
28 51 9 17 20 50 76
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 210,852
COMMITMENTS
45,096 69,308 26,844 108,918 90,794 180,857 186,945 29,995 23,907
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 33,477)
14,037 11,048 3,515 11,095 20,639 28,647 35,203 4,830 -1,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 32.9 12.7 51.7 43.1 85.8 88.7 14.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
40 39 23 27 37 78 88
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 282,724
COMMITMENTS
39,683 126,917 20,393 205,948 69,799 266,025 217,110 16,699 65,614
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -12,403)
-24,792 -19,899 -173 11,519 8,982 -13,447 -11,090 1,043 -1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 44.9 7.2 72.8 24.7 94.1 76.8 5.9 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
21 67 23 30 39 65 115
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 438,457
COMMITMENTS
62,512 160,865 66,301 264,698 131,703 393,511 358,869 44,946 79,588
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 854)
-14,769 -4,401 1,516 12,019 2,947 -1,234 62 2,088 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 36.7 15.1 60.4 30.0 89.7 81.8 10.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
63 98 75 57 69 162 201
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 15,544
COMMITMENTS
7,112 7,291 3,175 4,422 4,185 14,709 14,651 835 893
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -1,695)
-783 -1,918 4 -703 255 -1,482 -1,659 -213 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 46.9 20.4 28.4 26.9 94.6 94.3 5.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 8 2 4 5 13 13
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 42,911
COMMITMENTS
19,661 33,224 693 19,844 2,338 40,198 36,255 2,713 6,656
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 5,742)
279 4,674 58 5,192 384 5,529 5,116 213 626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 77.4 1.6 46.2 5.4 93.7 84.5 6.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
20 49 4 15 8 36 60
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,215,924
COMMITMENTS
1689762 1350607 6487742 8177349 8047974 16354854 15886323 861,070 1329601
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 194,648)
13,833 49,833 42,789 116,650 84,368 173,272 176,989 21,377 17,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.8 37.7 47.5 46.7 95.0 92.3 5.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
53 99 116 141 150 272 290
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 744,662
COMMITMENTS
77,662 88,005 60,319 499,596 493,420 637,577 641,744 107,085 102,918
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -245,733)
-5,980 -2,532 -16,393 -162,519 -170,593 -184,892 -189,518 -60,841 -56,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 11.8 8.1 67.1 66.3 85.6 86.2 14.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
139 139 147 247 266 470 468
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 145,200
COMMITMENTS
10,123 1,998 17,844 78,108 78,778 106,075 98,621 39,125 46,579
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -97,956)
-694 -2,570 -5,259 -83,962 -40,422 -89,915 -48,251 -8,042 -49,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.4 12.3 53.8 54.3 73.1 67.9 26.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
17 18 24 42 38 76 63
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,997,315
COMMITMENTS
340,483 432,820 209,589 2107438 2073210 2657510 2715619 339,805 281,696
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -738,884)
-39,477 -12,863 -42,623 -392,788 -650,853 -474,889 -706,339 -263,996 -32,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 14.4 7.0 70.3 69.2 88.7 90.6 11.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607)
132 128 137 237 257 443 448
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,736
COMMITMENTS
11,659 3,298 1,009 67,345 84,143 80,013 88,450 11,723 3,286
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -16,348)
1,866 -351 -296 -17,319 -7,104 -15,749 -7,751 -599 -8,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 3.6 1.1 73.4 91.7 87.2 96.4 12.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
18 3 3 46 41 64 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 70,618
COMMITMENTS
20,074 5,262 1,496 42,880 60,044 64,450 66,802 6,168 3,816
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -18,944)
4,286 -1,935 -2,759 -16,481 -10,192 -14,954 -14,886 -3,990 -4,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 7.5 2.1 60.7 85.0 91.3 94.6 8.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
71 35 16 71 67 148 112
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 353,090
COMMITMENTS
100,369 26,310 7,478 214,401 300,221 322,249 334,010 30,841 19,080
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -47,075)
14,503 -7,685 -5,598 -49,440 -16,618 -40,535 -29,902 -6,540 -17,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 7.5 2.1 60.7 85.0 91.3 94.6 8.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
71 35 16 71 67 148 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,225
COMMITMENTS
55,646 65,245 7,995 49,435 24,636 113,076 97,876 17,149 32,349
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -3,138)
-9,508 -4,433 556 4,471 -149 -4,481 -4,026 1,343 888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 50.1 6.1 38.0 18.9 86.8 75.2 13.2 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 30 17 15 17 42 61
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,236
COMMITMENTS
17,123 15,149 0 28,611 34,194 45,734 49,343 10,502 6,893
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 3,618)
2,337 753 -45 443 1,549 2,735 2,257 883 1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 26.9 0.0 50.9 60.8 81.3 87.7 18.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
19 14 0 23 11 42 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 113,918
COMMITMENTS
44,351 11,812 94 60,307 8,081 104,752 19,987 9,166 93,931
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 2,748)
1,727 1,701 -350 1,869 -2,129 3,246 -778 -498 3,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 10.4 0.1 52.9 7.1 92.0 17.5 8.0 82.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
38 15 2 31 15 69 32
Updated June 26, 2015