BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,982
COMMITMENTS
253 2,337 504 5,600 3,683 6,357 6,524 625 458
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 463)
22 189 40 311 194 372 422 91 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 33.5 7.2 80.2 52.8 91.0 93.4 9.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 8 4 20 13 27 23
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,581
COMMITMENTS
5,079 2,200 8,177 22,058 18,827 35,315 29,204 4,266 10,377
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2,455)
2 -51 815 1,242 1,482 2,058 2,246 397 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 5.6 20.7 55.7 47.6 89.2 73.8 10.8 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 11 24 38 31 68 59
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,366
COMMITMENTS
74 1,935 328 2,904 1,727 3,306 3,990 1,060 376
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 196)
6 131 9 214 47 229 187 -33 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 44.3 7.5 66.5 39.5 75.7 91.4 24.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 6 5 12 10 17 18
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,300
COMMITMENTS
5,325 192 1,168 3,392 5,483 9,885 6,843 415 3,457
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 786)
313 16 120 309 399 742 535 44 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 1.9 11.3 32.9 53.2 96.0 66.4 4.0 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
10 2 6 10 15 21 22
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 325,756
COMMITMENTS
102,742 19,254 85,251 104,083 166,291 292,076 270,796 33,680 54,959
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 5,336)
-7,034 2,896 6,236 5,554 -2,723 4,756 6,409 579 -1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 5.9 26.2 32.0 51.0 89.7 83.1 10.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
125 66 126 109 128 301 275
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 405,481
COMMITMENTS
124,291 31,221 101,015 141,481 217,415 366,788 349,651 38,693 55,830
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -3,245)
-5,644 567 474 626 -4,962 -4,544 -3,922 1,299 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 7.7 24.9 34.9 53.6 90.5 86.2 9.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
147 86 144 149 172 364 347
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,914
COMMITMENTS
1,501 752 511 1,563 2,337 3,575 3,600 1,339 1,314
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2)
276 -52 -20 -198 48 58 -24 -56 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 15.3 10.4 31.8 47.6 72.7 73.3 27.3 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
22 13 10 22 24 51 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,108
COMMITMENTS
12,385 4,585 7,468 11,927 10,543 31,780 22,596 9,327 18,512
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -3,602)
-1,066 -413 -1,871 -277 370 -3,214 -1,914 -388 -1,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 11.2 18.2 29.0 25.6 77.3 55.0 22.7 45.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
50 26 33 64 71 136 115
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,355
COMMITMENTS
986 4,499 1,327 8,434 5,373 10,747 11,199 608 156
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 595)
20 186 149 402 221 571 557 24 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 39.6 11.7 74.3 47.3 94.6 98.6 5.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 12 13 20 14 36 31
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 40,127
COMMITMENTS
3,217 5,479 1,882 34,487 32,085 39,586 39,446 541 681
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -2,508)
-3,417 29 52 865 -2,728 -2,500 -2,647 -8 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 13.7 4.7 85.9 80.0 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 3 14 13 18 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,215
COMMITMENTS
28,154 56,184 7,772 81,104 41,993 117,030 105,950 28,186 39,266
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 11,550)
-3,159 8,227 2,437 12,320 -3,441 11,598 7,222 -47 4,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 38.7 5.4 55.9 28.9 80.6 73.0 19.4 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 29 17 24 25 55 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,734
COMMITMENTS
13,012 9,012 1,158 16,831 24,977 31,001 35,148 14,733 10,587
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 856)
-98 -712 -204 256 1,767 -46 851 902 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 19.7 2.5 36.8 54.6 67.8 76.9 32.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 8 6 13 12 27 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 127,573
COMMITMENTS
38,508 26,043 2,080 81,264 96,510 121,852 124,632 5,721 2,941
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -2,551)
-2,054 -4,983 379 -102 1,538 -1,777 -3,066 -773 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 20.4 1.6 63.7 75.7 95.5 97.7 4.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
33 26 5 11 20 49 46
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 239,960
COMMITMENTS
56,501 55,699 14,967 131,533 141,053 203,001 211,719 36,959 28,241
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 33,853)
3,281 273 1,711 26,013 29,453 31,005 31,437 2,847 2,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 23.2 6.2 54.8 58.8 84.6 88.2 15.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
39 38 26 35 44 90 92
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 285,517
COMMITMENTS
23,663 145,411 25,442 218,020 49,648 267,125 220,501 18,392 65,016
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 28,564)
4,125 15,565 2,656 18,224 4,993 25,006 23,215 3,559 5,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 50.9 8.9 76.4 17.4 93.6 77.2 6.4 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
30 78 30 37 37 83 129
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 331,131
COMMITMENTS
74,337 77,978 61,702 152,107 123,888 288,146 263,568 42,985 67,562
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 14,404)
-6,473 6,218 1,363 18,801 3,120 13,691 10,700 713 3,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 23.5 18.6 45.9 37.4 87.0 79.6 13.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
43 71 54 54 58 130 150
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 12,817
COMMITMENTS
5,927 1,336 3,274 2,984 7,432 12,185 12,042 632 775
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 10.4 25.5 23.3 58.0 95.1 94.0 4.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 3 5 8 12 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,919
COMMITMENTS
16,064 5,815 6 1,352 12,825 17,422 18,646 3,497 2,273
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -3,531)
-2,876 -649 -107 -558 -2,694 -3,541 -3,450 10 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.8 27.8 0.0 6.5 61.3 83.3 89.1 16.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
23 14 1 7 10 31 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,017,819
COMMITMENTS
858,524 1443358 6463243 8727916 7962267 16049682 15868868 968,137 1148951
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 458,399)
-22,484 147,730 96,084 375,518 248,761 449,119 492,575 9,280 -34,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 8.5 38.0 51.3 46.8 94.3 93.2 5.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
50 77 99 141 147 258 263
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 950,560
COMMITMENTS
108,011 82,036 73,022 651,514 708,449 832,547 863,507 118,013 87,053
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 16,091)
2,135 -1,961 4,450 13,225 20,326 19,810 22,815 -3,719 -6,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 8.6 7.7 68.5 74.5 87.6 90.8 12.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
153 119 139 252 246 477 434
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 238,156
COMMITMENTS
15,013 3,107 17,690 147,204 183,377 179,907 204,174 58,249 33,982
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 7,479)
-1,162 942 2,405 5,031 9,432 6,273 12,779 1,206 -5,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.3 7.4 61.8 77.0 75.5 85.7 24.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
20 14 28 55 56 89 84
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,562,020
COMMITMENTS
499,143 428,800 242,504 2521550 2625362 3263198 3296667 298,822 265,353
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 43,063)
16,663 -14,340 10,050 40,971 54,469 67,684 50,179 -24,621 -7,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 12.0 6.8 70.8 73.7 91.6 92.6 8.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588)
145 113 127 238 233 447 411
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 114,307
COMMITMENTS
16,781 3,388 854 85,183 106,359 102,818 110,601 11,489 3,706
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 6,179)
2,098 110 138 3,215 5,708 5,451 5,956 728 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 3.0 0.7 74.5 93.0 89.9 96.8 10.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
16 6 3 52 44 69 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 85,701
COMMITMENTS
28,462 2,901 1,346 49,809 75,796 79,617 80,043 6,084 5,658
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 3,121)
2,957 712 -67 315 1,663 3,205 2,309 -84 812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 3.4 1.6 58.1 88.4 92.9 93.4 7.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
79 37 20 70 62 160 108
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 428,504
COMMITMENTS
142,309 14,503 6,730 249,045 378,982 398,083 400,215 30,420 28,288
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 15,605)
14,784 3,562 -334 1,574 8,316 16,024 11,544 -419 4,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 3.4 1.6 58.1 88.4 92.9 93.4 7.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
79 37 20 70 62 160 108
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 139,602
COMMITMENTS
17,031 48,672 14,047 86,206 43,620 117,284 106,339 22,318 33,263
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -17,860)
419 -3,306 3,331 -22,070 -19,492 -18,319 -19,467 459 1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 34.9 10.1 61.8 31.2 84.0 76.2 16.0 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
29 35 24 22 22 59 73
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 68,743
COMMITMENTS
19,022 11,451 24 36,676 48,875 55,722 60,350 13,021 8,393
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 3,887)
2,907 2,416 -568 525 699 2,864 2,547 1,023 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 16.7 0.0 53.4 71.1 81.1 87.8 18.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
26 14 1 28 13 55 27
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 91,407
COMMITMENTS
36,075 12,006 790 43,226 16,189 80,091 28,985 11,316 62,422
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 6,665)
4,703 4,857 -571 1,384 912 5,516 5,198 1,149 1,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 13.1 0.9 47.3 17.7 87.6 31.7 12.4 68.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
36 10 5 39 26 77 40
Updated December 2, 2013