BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,276
COMMITMENTS
374 2,586 784 5,747 3,890 6,905 7,261 1,370 1,015
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 232)
33 18 -6 167 146 194 158 38 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 31.3 9.5 69.4 47.0 83.4 87.7 16.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 9 9 17 16 29 28
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 71,574
COMMITMENTS
21,550 4,918 16,059 30,253 34,388 67,862 55,365 3,713 16,210
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,896)
1,212 2,010 690 876 -555 2,778 2,145 118 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 6.9 22.4 42.3 48.0 94.8 77.4 5.2 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
33 18 38 45 39 94 79
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 6,826
COMMITMENTS
98 1,788 640 5,182 2,898 5,920 5,326 906 1,500
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 278)
-1 246 52 218 67 268 365 10 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 26.2 9.4 75.9 42.4 86.7 78.0 13.3 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 9 10 16 11 26 22
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,560
COMMITMENTS
4,391 81 1,027 1,794 4,194 7,212 5,302 348 2,258
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 145)
75 3 93 69 23 237 119 -93 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.1 1.1 13.6 23.7 55.5 95.4 70.1 4.6 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 4 13 9 18 24 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,535
COMMITMENTS
93,584 21,460 74,743 99,073 160,409 267,399 256,613 28,135 38,922
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 3,300)
-962 2,423 2,612 1,153 -2,438 2,803 2,598 498 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 7.3 25.3 33.5 54.3 90.5 86.8 9.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
128 51 97 101 103 265 223
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 414,641
COMMITMENTS
144,032 20,495 119,420 118,717 215,513 382,168 355,428 32,472 59,212
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -5,943)
-1,236 267 -1,465 -1,955 -4,228 -4,656 -5,426 -1,287 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 4.9 28.8 28.6 52.0 92.2 85.7 7.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
149 92 134 143 183 359 358
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,306
COMMITMENTS
1,385 2,403 184 1,652 628 3,222 3,215 1,084 1,091
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 268)
190 329 -135 324 -120 379 74 -111 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 55.8 4.3 38.4 14.6 74.8 74.7 25.2 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 14 7 18 13 39 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,531
COMMITMENTS
14,420 7,513 13,772 16,574 12,622 44,765 33,906 10,766 21,625
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -6,555)
-822 865 -3,925 -1,268 -1,225 -6,015 -4,286 -541 -2,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 13.5 24.8 29.8 22.7 80.6 61.1 19.4 38.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
66 54 65 88 93 194 184
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 30,040
COMMITMENTS
2,595 19,019 3,680 22,614 5,905 28,890 28,604 1,151 1,436
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 1,721)
-29 973 89 1,534 494 1,594 1,557 126 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 63.3 12.3 75.3 19.7 96.2 95.2 3.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 19 16 19 12 41 35
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 54,011
COMMITMENTS
5,247 11,429 0 47,570 42,030 52,817 53,459 1,194 552
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 6,016)
476 902 0 4,643 5,145 5,119 6,047 897 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 21.2 0.0 88.1 77.8 97.8 99.0 2.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 9 0 11 14 18 23
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 133,221
COMMITMENTS
29,725 48,629 12,757 64,995 31,193 107,477 92,579 25,743 40,642
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 11,549)
3,762 1,771 676 7,939 7,287 12,377 9,734 -828 1,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 36.5 9.6 48.8 23.4 80.7 69.5 19.3 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 29 20 24 19 55 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 66,491
COMMITMENTS
8,197 27,254 2,830 48,906 12,171 59,932 42,255 6,560 24,237
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 3,582)
1,295 762 520 1,716 661 3,530 1,942 51 1,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 41.0 4.3 73.6 18.3 90.1 63.5 9.9 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 12 7 13 11 28 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 160,199
COMMITMENTS
30,258 56,823 6,785 119,087 90,600 156,130 154,208 4,069 5,991
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 15,926)
3,412 3,148 1,104 11,380 11,464 15,895 15,716 31 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 35.5 4.2 74.3 56.6 97.5 96.3 2.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
36 54 6 21 21 60 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 184,169
COMMITMENTS
43,600 47,964 23,707 97,423 82,093 164,730 153,764 19,439 30,405
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 9,548)
3,128 2,051 4,388 4,291 2,319 11,807 8,757 -2,259 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 26.0 12.9 52.9 44.6 89.4 83.5 10.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
34 34 31 28 35 78 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 282,438
COMMITMENTS
34,718 108,444 42,987 185,487 66,117 263,192 217,548 19,246 64,890
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 56,719)
13,916 18,383 19,992 23,864 9,024 57,771 47,399 -1,052 9,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 38.4 15.2 65.7 23.4 93.2 77.0 6.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
29 69 35 32 32 84 113
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 598,537
COMMITMENTS
59,928 229,646 82,218 417,694 186,608 559,840 498,472 38,696 100,065
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 47,425)
4,451 10,750 11,466 30,953 13,456 46,871 35,672 555 11,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 38.4 13.7 69.8 31.2 93.5 83.3 6.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
53 111 72 59 70 154 211
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 16,166
COMMITMENTS
1,322 3,570 0 9,275 6,742 10,597 10,312 5,569 5,854
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 22.1 0.0 57.4 41.7 65.6 63.8 34.4 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 0 9 10 12 12
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 70,667
COMMITMENTS
6,447 49,991 6,465 56,847 13,568 69,759 70,024 908 643
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 23,608)
-1,404 21,013 -1,281 26,108 3,997 23,423 23,729 185 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 70.7 9.1 80.4 19.2 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 8 3 4 6 13 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,722
COMMITMENTS
9,737 13,846 461 11,941 3,892 22,139 18,199 1,583 5,523
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 1,696)
1,231 1,442 50 990 -498 2,271 994 -575 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 58.4 1.9 50.3 16.4 93.3 76.7 6.7 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 23 3 11 12 34 38
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,610,455
COMMITMENTS
1314333 1690787 8039936 9388567 8574185 18742836 18304908 867,618 1305547
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 619,369)
82,778 80,101 207,855 391,104 293,071 681,737 581,028 -62,368 38,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 8.6 41.0 47.9 43.7 95.6 93.3 4.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
50 110 125 150 161 286 314
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 970,169
COMMITMENTS
101,863 107,673 95,123 649,189 664,870 846,176 867,666 123,993 102,504
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 14,465)
1,641 -7,718 13,221 12,006 19,425 26,868 24,928 -12,403 -10,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 11.1 9.8 66.9 68.5 87.2 89.4 12.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
148 127 144 271 253 489 455
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 239,311
COMMITMENTS
13,971 11,656 26,771 146,478 151,803 187,220 190,230 52,091 49,081
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 5,030)
1,388 -7,161 4,290 702 17,724 6,380 14,853 -1,350 -9,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.9 11.2 61.2 63.4 78.2 79.5 21.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
14 22 27 54 52 88 82
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,654,292
COMMITMENTS
472,810 513,430 308,413 2513556 2565336 3294779 3387178 359,513 267,114
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 47,173)
10,791 6,744 35,128 56,520 8,503 102,439 50,375 -55,266 -3,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 14.1 8.4 68.8 70.2 90.2 92.7 9.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
144 115 131 255 242 456 431
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,801
COMMITMENTS
7,135 7,071 556 69,545 87,565 77,236 95,192 21,565 3,609
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -6,572)
98 -3,665 -71 -2,821 -1,907 -2,794 -5,643 -3,778 -929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 7.2 0.6 70.4 88.6 78.2 96.3 21.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
11 6 4 50 38 63 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 72,935
COMMITMENTS
17,431 7,702 1,883 45,450 58,818 64,764 68,403 8,171 4,532
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,812)
1,764 1,625 -215 1,937 2,350 3,486 3,760 -674 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 10.6 2.6 62.3 80.6 88.8 93.8 11.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
54 46 24 72 79 140 136
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 364,675
COMMITMENTS
87,154 38,509 9,416 227,249 294,092 323,819 342,017 40,856 22,658
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 14,060)
8,819 8,125 -1,074 9,684 11,749 17,430 18,799 -3,370 -4,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 10.6 2.6 62.3 80.6 88.8 93.8 11.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
54 46 24 72 79 140 136
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,691
COMMITMENTS
14,326 54,517 13,466 109,154 51,734 136,946 119,717 20,744 37,974
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 6,422)
-3,458 2,250 804 9,061 -921 6,406 2,132 16 4,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 34.6 8.5 69.2 32.8 86.8 75.9 13.2 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
17 49 21 20 22 48 81
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 64,650
COMMITMENTS
17,002 15,147 1,388 33,791 23,704 52,181 40,239 12,469 24,411
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 11,250)
4,175 4,235 1,297 3,666 1,604 9,138 7,136 2,112 4,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 23.4 2.1 52.3 36.7 80.7 62.2 19.3 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
18 15 5 27 12 50 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 118,205
COMMITMENTS
47,306 15,809 2,868 57,008 32,436 107,182 51,113 11,023 67,092
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 29,497)
12,826 6,151 1,594 14,208 11,284 28,628 19,029 869 10,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 13.4 2.4 48.2 27.4 90.7 43.2 9.3 56.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
42 7 8 31 21 73 36
Updated November 7, 2014