BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,685
COMMITMENTS
194 2,338 206 4,226 2,111 4,626 4,655 1,059 1,030
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 340)
36 153 5 401 65 442 223 -102 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 41.1 3.6 74.3 37.1 81.4 81.9 18.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 11 7 18 13 27 25
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,376
COMMITMENTS
21,415 6,753 734 15,635 22,388 37,784 29,875 1,592 9,501
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,854)
1,763 583 -49 303 784 2,017 1,318 -163 536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 17.2 1.9 39.7 56.9 96.0 75.9 4.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
19 28 26 29 32 65 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,899
COMMITMENTS
101 1,281 169 3,811 2,116 4,081 3,566 818 1,333
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 252)
7 9 10 182 271 199 290 53 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 26.1 3.4 77.8 43.2 83.3 72.8 16.7 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 7 7 13 11 20 21
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,070
COMMITMENTS
3,212 662 52 506 2,148 3,770 2,862 300 1,208
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 73)
16 35 -5 35 -1 46 29 27 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.9 16.3 1.3 12.4 52.8 92.6 70.3 7.4 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 7 6 5 11 15 21
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,985
COMMITMENTS
98,090 39,978 24,495 82,505 135,410 205,090 199,883 24,895 30,102
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,053)
6,101 -389 1,485 -4,873 -465 2,713 631 -660 1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 17.4 10.7 35.9 58.9 89.2 86.9 10.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
96 57 73 76 96 213 200
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 323,230
COMMITMENTS
149,325 54,885 35,305 102,913 181,833 287,543 272,023 35,687 51,207
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 13,243)
6,080 -837 2,345 2,911 9,935 11,336 11,443 1,907 1,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 17.0 10.9 31.8 56.3 89.0 84.2 11.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
144 75 105 108 166 306 310
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,949
COMMITMENTS
1,475 2,788 217 2,292 668 3,984 3,673 965 1,276
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 678)
64 54 104 581 215 749 373 -71 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 56.3 4.4 46.3 13.5 80.5 74.2 19.5 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
16 18 5 24 14 42 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,861
COMMITMENTS
15,057 10,713 6,569 14,888 11,287 36,514 28,569 10,347 18,292
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 389)
175 688 -40 344 -156 479 492 -90 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 22.9 14.0 31.8 24.1 77.9 61.0 22.1 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
63 51 50 72 79 168 158
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 26,290
COMMITMENTS
5,889 19,519 209 19,487 5,435 25,585 25,163 705 1,127
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,794)
776 1,457 -9 987 181 1,754 1,629 40 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 74.2 0.8 74.1 20.7 97.3 95.7 2.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 13 5 19 12 38 28
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,337
COMMITMENTS
4,445 8,050 109 53,517 49,515 58,071 57,674 266 663
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,658)
0 -477 0 2,710 2,962 2,710 2,485 -52 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 13.8 0.2 91.7 84.9 99.5 98.9 0.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 8 1 12 13 17 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 106,914
COMMITMENTS
32,082 51,599 4,194 49,125 14,172 85,401 69,965 21,513 36,949
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -1,531)
-586 -2,915 414 -242 816 -414 -1,685 -1,117 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 48.3 3.9 45.9 13.3 79.9 65.4 20.1 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
21 29 16 18 17 44 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 60,718
COMMITMENTS
9,142 31,258 312 45,159 7,872 54,613 39,442 6,105 21,276
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -562)
390 -169 105 -609 253 -114 189 -448 -751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 51.5 0.5 74.4 13.0 89.9 65.0 10.1 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 17 4 12 10 25 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 167,389
COMMITMENTS
31,305 60,339 11,642 120,555 90,244 163,502 162,225 3,887 5,164
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 25)
1,912 1,272 -2,339 378 1,289 -49 222 74 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 36.0 7.0 72.0 53.9 97.7 96.9 2.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
37 52 6 19 20 59 76
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 166,966
COMMITMENTS
42,865 65,694 4,448 99,090 62,517 146,403 132,659 20,563 34,307
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 15,306)
2,204 12,142 -233 12,076 -820 14,047 11,089 1,259 4,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 39.3 2.7 59.3 37.4 87.7 79.5 12.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
27 35 13 23 32 55 76
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 238,898
COMMITMENTS
46,612 139,066 4,716 171,130 38,295 222,458 182,077 16,440 56,821
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 11,322)
-659 9,232 327 9,962 1,600 9,630 11,159 1,692 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 58.2 2.0 71.6 16.0 93.1 76.2 6.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
36 59 20 27 26 70 98
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 465,168
COMMITMENTS
58,048 226,778 9,306 365,846 141,782 433,200 377,866 31,968 87,302
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,192)
-2,406 2,431 2,378 339 -777 311 4,032 881 -2,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 48.8 2.0 78.6 30.5 93.1 81.2 6.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
46 86 34 49 61 111 165
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 69,924
COMMITMENTS
8,111 55,915 3,711 57,561 9,753 69,383 69,379 541 545
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -3,518)
-746 2,403 -2,592 -103 -3,329 -3,441 -3,518 -77 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 80.0 5.3 82.3 13.9 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 9 4 4 6 14 16
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,907
COMMITMENTS
9,134 10,381 222 8,111 4,159 17,467 14,762 2,440 5,145
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 98)
-110 148 -70 -257 202 -437 280 535 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 52.1 1.1 40.7 20.9 87.7 74.2 12.3 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
16 29 3 8 11 25 42
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,656,623
COMMITMENTS
1635614 2213920 2075723 7173526 6143029 10884863 10432672 771,760 1223951
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -101,412)
23,785 -68,361 -63,346 -95,068 -7,902 -134,629 -139,609 33,217 38,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 19.0 17.8 61.5 52.7 93.4 89.5 6.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
44 95 99 125 144 237 274
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 753,656
COMMITMENTS
110,990 99,307 23,475 515,612 553,514 650,076 676,296 103,579 77,359
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 23,619)
4,412 -2,726 2,772 17,201 26,437 24,386 26,483 -767 -2,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 13.2 3.1 68.4 73.4 86.3 89.7 13.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
126 112 70 245 236 405 386
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 148,714
COMMITMENTS
13,865 7,666 3,699 88,318 104,704 105,882 116,069 42,832 32,645
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,818)
729 160 1,311 776 4,746 2,816 6,217 2 -3,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 5.2 2.5 59.4 70.4 71.2 78.0 28.8 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
16 7 10 44 36 64 51
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,024,708
COMMITMENTS
514,438 487,022 70,064 2136469 2244050 2720971 2801136 303,737 223,572
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 104,003)
24,760 -8,088 963 82,125 108,457 107,848 101,332 -3,845 2,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 16.1 2.3 70.6 74.2 90.0 92.6 10.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
123 111 58 230 223 380 365
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 99,278
COMMITMENTS
10,127 4,572 1,640 67,240 89,234 79,007 95,446 20,271 3,832
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,968)
2,147 -2,804 989 730 3,320 3,866 1,505 -1,898 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 4.6 1.7 67.7 89.9 79.6 96.1 20.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
15 6 4 52 40 69 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 84,518
COMMITMENTS
21,504 6,179 1,771 52,128 70,281 75,402 78,231 9,115 6,286
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 5,426)
781 468 777 3,136 3,016 4,694 4,261 733 1,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 7.3 2.1 61.7 83.2 89.2 92.6 10.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
74 45 18 75 82 157 137
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 11,474
COMMITMENTS
1,494 0 0 7,031 10,587 8,525 10,587 2,949 887
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,791)
181 0 0 828 1,492 1,009 1,492 782 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 0.0 0.0 61.3 92.3 74.3 92.3 25.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 0 11 7 15 7
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 365,218
COMMITMENTS
102,154 33,003 6,748 225,484 298,470 334,386 338,221 30,832 26,997
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 18,177)
4,590 3,933 2,293 11,541 7,620 18,424 13,846 -247 4,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 9.0 1.8 61.7 81.7 91.6 92.6 8.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
71 46 17 68 82 147 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,859
COMMITMENTS
9,522 47,124 1,114 90,530 35,291 101,166 83,529 16,693 34,330
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -5,867)
-3,374 -3,799 463 -3,050 389 -5,961 -2,947 94 -2,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 40.0 0.9 76.8 29.9 85.8 70.9 14.2 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
11 43 7 16 20 31 66
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 70,753
COMMITMENTS
24,465 21,995 918 32,487 23,807 57,870 46,720 12,883 24,033
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,309)
3,700 1,491 234 -656 224 3,278 1,949 -969 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 31.1 1.3 45.9 33.6 81.8 66.0 18.2 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
23 12 4 26 16 53 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 126,538
COMMITMENTS
54,198 18,248 2,967 58,322 33,621 115,487 54,836 11,051 71,702
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -1,070)
-1,592 2,316 508 41 -2,704 -1,043 120 -27 -1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 14.4 2.3 46.1 26.6 91.3 43.3 8.7 56.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
43 10 11 32 23 76 43
Updated November 21, 2014