BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,866
COMMITMENTS
311 2,356 680 5,676 3,549 6,667 6,585 1,200 1,282
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 367)
4 60 14 362 337 379 411 -13 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 29.9 8.6 72.2 45.1 84.8 83.7 15.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 11 9 19 17 30 29
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 70,655
COMMITMENTS
23,638 4,861 14,775 29,038 33,402 67,452 53,038 3,203 17,617
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 2,194)
1,650 -60 254 402 1,489 2,305 1,683 -112 510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 6.9 20.9 41.1 47.3 95.5 75.1 4.5 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
32 21 39 42 38 91 81
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,212
COMMITMENTS
165 1,598 739 5,354 3,381 6,258 5,719 954 1,494
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 218)
69 55 3 159 112 231 169 -13 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 22.2 10.2 74.2 46.9 86.8 79.3 13.2 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 10 11 19 12 31 24
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,511
COMMITMENTS
3,485 35 1,024 1,494 3,072 6,003 4,131 508 2,380
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -87)
-68 22 -3 -20 -130 -91 -110 4 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.5 0.5 15.7 22.9 47.2 92.2 63.4 7.8 36.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 3 13 8 14 22 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 304,363
COMMITMENTS
107,201 21,905 84,443 87,097 157,906 278,741 264,255 25,622 40,109
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 8,396)
8,421 1,536 6,366 -4,195 -1,523 10,593 6,379 -2,196 2,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 7.2 27.7 28.6 51.9 91.6 86.8 8.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
116 58 99 95 104 258 224
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 446,859
COMMITMENTS
156,683 18,943 137,869 114,205 226,326 408,757 383,137 38,102 63,722
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 8,628)
7,387 23 6,668 -4,520 938 9,535 7,629 -907 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 4.2 30.9 25.6 50.6 91.5 85.7 8.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
159 74 131 135 195 358 359
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,300
COMMITMENTS
1,414 2,675 442 2,328 862 4,185 3,979 1,116 1,321
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 50)
-73 -77 65 -27 44 -35 32 85 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 50.5 8.3 43.9 16.3 79.0 75.1 21.0 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 17 9 21 17 42 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,883
COMMITMENTS
15,066 8,446 11,029 14,029 11,215 40,124 30,690 10,759 20,192
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -6,477)
12 617 -3,462 -2,739 -2,452 -6,189 -5,296 -288 -1,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 16.6 21.7 27.6 22.0 78.9 60.3 21.1 39.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
66 50 56 64 73 163 153
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,516
COMMITMENTS
3,605 22,116 3,430 26,084 6,874 33,119 32,420 1,398 2,097
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,696)
328 1,338 15 1,262 53 1,605 1,406 91 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 64.1 9.9 75.6 19.9 96.0 93.9 4.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 21 14 20 14 40 39
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 61,119
COMMITMENTS
6,761 8,852 0 54,024 51,668 60,785 60,520 334 599
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,777)
2,310 802 -109 -492 1,148 1,709 1,841 68 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 14.5 0.0 88.4 84.5 99.5 99.0 0.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 7 0 12 14 21 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,831
COMMITMENTS
30,749 47,365 10,594 56,980 26,810 98,322 84,768 24,509 38,063
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -3,763)
12 -3,341 -902 -3,527 1,853 -4,417 -2,390 654 -1,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 38.6 8.6 46.4 21.8 80.0 69.0 20.0 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
22 31 20 20 20 51 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 68,968
COMMITMENTS
8,255 30,757 3,819 49,061 12,844 61,135 47,420 7,833 21,548
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,694)
-1,010 269 993 600 978 583 2,240 1,111 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 44.6 5.5 71.1 18.6 88.6 68.8 11.4 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 16 8 14 14 30 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 176,530
COMMITMENTS
26,394 58,938 21,615 124,434 89,996 172,443 170,549 4,087 5,980
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 8,686)
-4,903 -1,308 9,766 3,645 -539 8,508 7,919 177 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 33.4 12.2 70.5 51.0 97.7 96.6 2.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
37 57 8 19 22 59 85
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 215,264
COMMITMENTS
39,109 66,418 24,336 130,884 86,603 194,328 177,357 20,936 37,907
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 4,955)
-6,248 3,330 1,463 12,544 -1,103 7,759 3,689 -2,804 1,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 30.9 11.3 60.8 40.2 90.3 82.4 9.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
28 35 26 29 37 71 84
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 330,780
COMMITMENTS
43,668 149,487 42,058 224,295 71,544 310,022 263,089 20,758 67,691
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 21,374)
-900 10,218 4,818 16,267 2,679 20,185 17,714 1,189 3,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 45.2 12.7 67.8 21.6 93.7 79.5 6.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
32 69 35 32 33 85 116
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 577,319
COMMITMENTS
59,035 219,349 67,345 412,364 189,317 538,744 476,010 38,575 101,308
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 8,056)
2,802 -4,012 1,734 4,011 7,689 8,547 5,411 -491 2,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 38.0 11.7 71.4 32.8 93.3 82.5 6.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
51 98 65 59 69 148 194
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 72,548
COMMITMENTS
7,818 55,604 4,783 59,182 11,483 71,783 71,870 765 678
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 2,624)
-293 -311 1,072 1,621 1,730 2,400 2,491 224 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 76.6 6.6 81.6 15.8 98.9 99.1 1.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 9 4 5 7 15 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,097
COMMITMENTS
9,630 11,924 433 8,276 3,708 18,339 16,065 2,758 5,032
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,189)
496 1,543 211 165 -451 872 1,303 317 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 56.5 2.1 39.2 17.6 86.9 76.1 13.1 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 34 4 10 11 30 47
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,948,394
COMMITMENTS
1468899 1592597 7624487 8925717 8331497 18019103 17548581 929,291 1399813
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -91,344)
63,295 937 -51,893 -187,109 -118,226 -175,708 -169,182 84,363 77,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 8.4 40.2 47.1 44.0 95.1 92.6 4.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
48 107 115 147 160 275 306
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,006,578
COMMITMENTS
109,150 107,539 96,939 683,396 705,400 889,486 909,879 117,092 96,699
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -50,212)
-1,143 2,714 -17,955 -28,597 -34,332 -47,694 -49,573 -2,517 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 10.7 9.6 67.9 70.1 88.4 90.4 11.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 641)
143 137 138 272 260 490 463
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 246,971
COMMITMENTS
15,330 12,785 30,739 149,396 161,423 195,465 204,946 51,506 42,024
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -15,922)
1,418 -1,570 -2,866 -13,511 -10,644 -14,959 -15,080 -963 -842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.2 12.4 60.5 65.4 79.1 83.0 20.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
13 20 27 53 50 87 79
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,798,036
COMMITMENTS
508,204 512,875 291,900 2670000 2719888 3470103 3524663 327,932 273,373
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -171,449)
-9,062 25,163 -79,186 -75,427 -118,442 -163,674 -172,465 -7,775 1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 13.5 7.7 70.3 71.6 91.4 92.8 8.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
140 124 123 259 250 458 438
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 99,125
COMMITMENTS
11,279 6,179 703 67,836 88,757 79,818 95,639 19,307 3,486
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -166)
1,152 1,607 -937 596 -477 811 193 -977 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 6.2 0.7 68.4 89.5 80.5 96.5 19.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
16 8 3 53 37 71 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 92,031
COMMITMENTS
20,918 7,506 2,373 58,424 73,839 81,715 83,719 10,316 8,312
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 567)
-878 1,051 -610 1,085 -1,456 -403 -1,014 970 1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 8.2 2.6 63.5 80.2 88.8 91.0 11.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
68 48 27 84 73 163 137
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,120
COMMITMENTS
1,108 400 0 8,121 12,068 9,229 12,468 3,891 652
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,606)
-386 400 0 1,090 1,481 704 1,881 902 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 3.0 0.0 61.9 92.0 70.3 95.0 29.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 0 10 9 13 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 394,554
COMMITMENTS
99,051 35,530 11,867 251,514 308,857 362,431 356,253 32,123 38,301
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -5,196)
-4,568 1,151 -942 -27 -14,683 -5,537 -14,474 341 9,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 9.0 3.0 63.7 78.3 91.9 90.3 8.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
66 48 27 80 73 157 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 159,544
COMMITMENTS
12,421 57,960 12,231 112,234 51,280 136,886 121,471 22,658 38,073
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 14,426)
2,532 11,483 877 7,593 1,721 11,002 14,082 3,424 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 36.3 7.7 70.3 32.1 85.8 76.1 14.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
17 51 19 21 25 47 86
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 72,034
COMMITMENTS
24,582 21,392 74 33,372 25,712 58,028 47,178 14,006 24,856
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,281)
117 -603 -844 885 1,905 158 458 1,123 823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 29.7 0.1 46.3 35.7 80.6 65.5 19.4 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
24 10 2 26 17 51 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 123,997
COMMITMENTS
50,528 19,104 2,743 59,320 31,081 112,591 52,928 11,406 71,069
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -2,541)
-3,670 856 -224 998 -2,540 -2,896 -1,908 355 -633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 15.4 2.2 47.8 25.1 90.8 42.7 9.2 57.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
39 11 12 30 25 72 46
Updated November 29, 2014