BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,179
COMMITMENTS
358 2,491 715 5,298 3,341 6,371 6,547 1,808 1,632
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 277)
47 63 31 -86 124 -8 218 285 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 30.5 8.7 64.8 40.8 77.9 80.0 22.1 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 13 7 13 14 22 27
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 80,078
COMMITMENTS
29,943 7,501 16,451 29,304 35,641 75,698 59,592 4,380 20,486
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -653)
408 1,236 -675 -79 -217 -346 344 -307 -997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 9.4 20.5 36.6 44.5 94.5 74.4 5.5 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
16 33 36 38 37 81 80
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,512
COMMITMENTS
136 1,317 712 5,523 4,226 6,371 6,256 1,141 1,256
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 286)
14 -70 26 375 376 416 332 -129 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 17.5 9.5 73.5 56.3 84.8 83.3 15.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 9 7 20 14 29 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 286,881
COMMITMENTS
75,610 34,770 92,180 94,660 122,301 262,449 249,251 24,432 37,629
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -3,174)
-3,001 2,350 2,145 -2,194 -6,520 -3,050 -2,025 -124 -1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 12.1 32.1 33.0 42.6 91.5 86.9 8.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
100 76 100 87 78 237 213
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 358,772
COMMITMENTS
85,684 13,950 118,877 122,287 175,465 326,848 308,292 31,924 50,480
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -7,764)
-7,502 91 -1,557 2,862 -4,676 -6,196 -6,141 -1,568 -1,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 3.9 33.1 34.1 48.9 91.1 85.9 8.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
127 64 125 131 162 315 313
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,952
COMMITMENTS
1,619 3,159 557 2,473 925 4,649 4,641 1,303 1,310
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 401)
-77 305 140 230 87 294 533 107 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 53.1 9.4 41.5 15.5 78.1 78.0 21.9 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
19 30 9 29 15 52 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 61,496
COMMITMENTS
11,064 5,281 20,089 18,733 12,856 49,885 38,225 11,611 23,271
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 697)
-531 -12 1,010 792 249 1,271 1,246 -574 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 8.6 32.7 30.5 20.9 81.1 62.2 18.9 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
56 51 71 84 86 181 176
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,645
COMMITMENTS
707 7,187 363 5,872 569 6,941 8,118 1,704 527
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 83)
152 75 -21 136 15 267 69 -184 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 83.1 4.2 67.9 6.6 80.3 93.9 19.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 5 8 10 4 19 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 48,821
COMMITMENTS
3,664 30,908 5,111 38,850 9,224 47,625 45,243 1,197 3,578
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 857)
-4 302 240 600 227 836 769 21 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 63.3 10.5 79.6 18.9 97.5 92.7 2.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 26 15 22 17 42 48
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 47,761
COMMITMENTS
6,114 1,372 133 41,072 45,446 47,319 46,951 442 810
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 760)
426 240 0 380 592 806 832 -46 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 2.9 0.3 86.0 95.2 99.1 98.3 0.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 5 1 11 15 18 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 137,044
COMMITMENTS
28,008 52,006 15,221 69,404 28,758 112,633 95,985 24,411 41,059
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 4,585)
4,765 -1,057 1,786 -1,325 3,615 5,227 4,345 -642 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 37.9 11.1 50.6 21.0 82.2 70.0 17.8 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
23 29 17 24 22 54 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,460
COMMITMENTS
10,064 14,914 5,509 29,890 19,838 45,464 40,262 9,996 15,198
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -5,256)
305 -2,503 239 -6,239 -471 -5,695 -2,736 439 -2,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 26.9 9.9 53.9 35.8 82.0 72.6 18.0 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 12 8 12 15 26 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 153,449
COMMITMENTS
26,747 71,312 1,286 122,170 74,723 150,203 147,322 3,246 6,127
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 4,427)
7,727 6,041 -3,524 111 2,718 4,314 5,235 113 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 46.5 0.8 79.6 48.7 97.9 96.0 2.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
30 52 6 15 20 48 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 221,349
COMMITMENTS
37,251 83,431 20,399 146,482 78,676 204,132 182,506 17,217 38,844
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 5,512)
2,452 2,909 1,094 2,439 1,120 5,984 5,123 -472 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 37.7 9.2 66.2 35.5 92.2 82.5 7.8 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
29 36 23 27 34 69 81
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 240,620
COMMITMENTS
25,574 91,185 23,997 172,421 69,057 221,992 184,238 18,628 56,382
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -16,195)
-540 -13,141 -736 -12,162 2,556 -13,438 -11,320 -2,758 -4,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 37.9 10.0 71.7 28.7 92.3 76.6 7.7 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
29 63 32 31 34 77 113
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 604,941
COMMITMENTS
46,772 224,068 104,337 409,115 169,287 560,224 497,692 44,717 107,249
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 29,558)
-1,905 -1,100 20,800 13,764 8,092 32,659 27,792 -3,102 1,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 37.0 17.2 67.6 28.0 92.6 82.3 7.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
53 120 72 61 71 157 221
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 36,682
COMMITMENTS
14,337 10,569 3,941 12,558 16,985 30,836 31,495 5,846 5,187
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 28.8 10.7 34.2 46.3 84.1 85.9 15.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 9 2 7 8 14 17
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,594
COMMITMENTS
11,908 15,567 295 11,093 3,581 23,296 19,443 2,298 6,151
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,776)
967 2,809 -61 3,096 -647 4,002 2,101 -1,226 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 60.8 1.2 43.3 14.0 91.0 76.0 9.0 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
14 33 3 11 8 26 43
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,777,067
COMMITMENTS
1660344 1376259 7153157 7984979 7908903 16798480 16438319 978,588 1338748
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 140,555)
73,640 88,547 55,483 -38,254 -19,628 90,869 124,403 49,687 16,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 7.7 40.2 44.9 44.5 94.5 92.5 5.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
55 99 117 139 149 270 293
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 824,192
COMMITMENTS
102,398 87,239 63,554 553,323 594,909 719,274 745,701 104,918 78,491
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,880)
-1,251 1,377 2,473 6,415 1,032 7,637 4,882 -4,757 -2,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 10.6 7.7 67.1 72.2 87.3 90.5 12.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601)
159 114 129 247 234 468 416
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 194,807
COMMITMENTS
14,590 12,225 19,151 117,051 133,115 150,792 164,491 44,015 30,316
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 3,491)
-96 1,966 976 4,343 3,590 5,223 6,532 -1,732 -3,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 6.3 9.8 60.1 68.3 77.4 84.4 22.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
17 15 21 53 48 83 72
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,146,928
COMMITMENTS
453,854 389,884 207,201 2181358 2308967 2842413 2906052 304,515 240,876
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -3,055)
5,654 8,480 -3,941 10,358 -12,790 12,071 -8,251 -15,125 5,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 12.4 6.6 69.3 73.4 90.3 92.3 9.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
151 106 119 230 224 435 395
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 82,989
COMMITMENTS
7,862 6,931 1,175 64,729 69,157 73,766 77,263 9,223 5,726
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -805)
-212 1,207 144 293 -2,384 225 -1,033 -1,030 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 8.4 1.4 78.0 83.3 88.9 93.1 11.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
13 9 4 52 36 67 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,718
COMMITMENTS
13,646 9,414 2,041 38,709 48,366 54,396 59,820 8,322 2,898
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -406)
-1,291 392 109 952 -497 -230 4 -176 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 15.0 3.3 61.7 77.1 86.7 95.4 13.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
57 45 23 71 62 137 121
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 313,591
COMMITMENTS
68,231 47,069 10,203 193,547 241,828 271,981 299,100 41,610 14,491
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -2,030)
-6,456 1,959 547 4,758 -2,487 -1,151 19 -878 -2,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 15.0 3.3 61.7 77.1 86.7 95.4 13.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
57 45 23 71 62 137 121
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 149,388
COMMITMENTS
16,494 65,823 10,553 106,010 27,454 133,057 103,830 16,331 45,558
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 20,705)
6,179 9,768 2,677 12,374 3,513 21,230 15,958 -525 4,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 44.1 7.1 71.0 18.4 89.1 69.5 10.9 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
22 51 20 19 22 51 83
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,339
COMMITMENTS
15,481 15,902 652 25,909 30,796 42,042 47,350 10,297 4,989
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -1,159)
1,061 247 416 -1,703 -1,693 -226 -1,030 -933 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 30.4 1.2 49.5 58.8 80.3 90.5 19.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 9 1 22 11 40 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 100,688
COMMITMENTS
48,278 3,748 2,649 40,210 18,331 91,137 24,728 9,551 75,960
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 7,840)
61 -1,686 48 7,372 3,193 7,481 1,555 359 6,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 3.7 2.6 39.9 18.2 90.5 24.6 9.5 75.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
34 5 5 29 17 65 26
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(GSCI X $250) OPEN INTEREST: 12,788
COMMITMENTS
7,579 4,477 0 4,715 7,808 12,294 12,285 494 503
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 48)
49 -50 0 0 153 49 103 -1 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.3 35.0 0.0 36.9 61.1 96.1 96.1 3.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 0 9 2 16 6
Updated January 30, 2015