BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,731
COMMITMENTS
757 1,524 918 6,874 6,089 8,548 8,531 1,183 1,200
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 332)
87 -80 90 117 315 294 324 38 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 15.7 9.4 70.6 62.6 87.8 87.7 12.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 9 8 20 21 29 32
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,089
COMMITMENTS
17,199 4,004 12,408 22,010 24,073 51,617 40,485 3,473 14,604
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 484)
264 352 174 114 346 552 871 -68 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 7.3 22.5 40.0 43.7 93.7 73.5 6.3 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
22 27 36 39 35 83 77
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,687
COMMITMENTS
128 1,201 1,564 6,142 4,808 7,835 7,573 852 1,114
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 539)
33 143 122 339 484 494 749 45 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 13.8 18.0 70.7 55.3 90.2 87.2 9.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 12 10 21 15 33 29
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,938
COMMITMENTS
1,209 82 508 1,573 1,896 3,289 2,486 650 1,453
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 72)
-92 21 60 -19 4 -51 85 123 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 2.1 12.9 39.9 48.2 83.5 63.1 16.5 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 8 8 10 18 18
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 306,308
COMMITMENTS
68,312 44,120 111,732 103,021 112,599 283,065 268,451 23,244 37,858
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 8,120)
-2,039 2,672 3,280 7,462 3,298 8,704 9,250 -584 -1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 14.4 36.5 33.6 36.8 92.4 87.6 7.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
104 92 134 86 80 263 246
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 392,432
COMMITMENTS
128,613 20,824 113,254 114,760 202,369 356,628 336,448 35,804 55,984
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 6,139)
-1,808 549 7,205 1,202 -808 6,599 6,946 -459 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 5.3 28.9 29.2 51.6 90.9 85.7 9.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
149 82 172 143 177 391 369
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,340
COMMITMENTS
2,059 2,876 874 1,868 1,215 4,801 4,965 1,540 1,376
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -56)
-64 -546 278 -390 168 -176 -100 120 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 45.4 13.8 29.5 19.2 75.7 78.3 24.3 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
19 25 13 24 19 52 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,968
COMMITMENTS
17,534 5,862 8,780 12,695 15,211 39,009 29,853 9,960 19,116
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 3,035)
1,620 691 679 221 1,352 2,520 2,721 515 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 12.0 17.9 25.9 31.1 79.7 61.0 20.3 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
72 45 49 55 78 153 150
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,719
COMMITMENTS
910 3,936 258 3,592 981 4,759 5,175 959 544
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 49)
34 22 -7 8 50 34 65 15 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 68.8 4.5 62.8 17.1 83.2 90.5 16.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 6 5 10 6 17 15
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 35,865
COMMITMENTS
1,695 18,073 3,939 29,321 10,553 34,956 32,566 909 3,299
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 501)
-55 197 273 178 -84 396 386 105 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 50.4 11.0 81.8 29.4 97.5 90.8 2.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
12 32 22 25 19 53 57
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,909
COMMITMENTS
6,984 4,849 997 50,596 52,173 58,577 58,019 332 890
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -293)
910 -932 -324 -981 473 -395 -783 102 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 8.2 1.7 85.9 88.6 99.4 98.5 0.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 5 2 12 11 18 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,826
COMMITMENTS
27,994 29,078 16,734 74,232 62,849 118,960 108,661 24,866 35,165
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,576)
-1,303 7,028 2,977 2,533 -10,355 4,207 -350 -2,631 1,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 20.2 11.6 51.6 43.7 82.7 75.6 17.3 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
25 26 18 21 21 54 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,088
COMMITMENTS
12,075 3,438 3,821 11,456 16,428 27,352 23,687 9,736 13,401
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,909)
1,202 1,326 112 513 -1,060 1,826 378 83 1,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 9.3 10.3 30.9 44.3 73.7 63.9 26.3 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 7 8 9 11 22 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 153,194
COMMITMENTS
34,010 79,075 14,378 101,262 53,083 149,650 146,535 3,544 6,659
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 23,753)
10,024 22,689 -4,051 17,025 4,786 22,998 23,424 755 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 51.6 9.4 66.1 34.7 97.7 95.7 2.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
27 50 13 21 21 58 78
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 217,629
COMMITMENTS
30,771 55,701 29,472 132,846 105,738 193,089 190,911 24,540 26,717
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 621)
-3,809 -3,287 4,217 391 -1,400 799 -470 -178 1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 25.6 13.5 61.0 48.6 88.7 87.7 11.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
30 42 27 28 38 74 91
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 314,519
COMMITMENTS
45,835 132,531 32,006 217,263 72,650 295,104 237,187 19,415 77,331
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 18,112)
-4,686 19,952 7,096 15,392 -8,890 17,801 18,157 311 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 42.1 10.2 69.1 23.1 93.8 75.4 6.2 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
25 88 29 34 39 79 136
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 560,961
COMMITMENTS
48,091 210,427 95,726 371,050 160,535 514,867 466,688 46,094 94,273
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -6,585)
4,456 -1,950 949 -9,803 -11,604 -4,398 -12,605 -2,187 6,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 37.5 17.1 66.1 28.6 91.8 83.2 8.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
54 112 79 62 70 169 209
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 16,770
COMMITMENTS
7,577 8,828 2,975 5,372 3,940 15,924 15,743 846 1,027
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,353)
-1,713 3,414 -22 462 -4,474 -1,273 -1,082 -80 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 52.6 17.7 32.0 23.5 95.0 93.9 5.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 6 1 5 4 13 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,005
COMMITMENTS
9,432 19,971 1,195 19,500 6,313 30,127 27,479 2,878 5,526
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,491)
-994 4,458 480 4,575 -952 4,061 3,986 430 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 60.5 3.6 59.1 19.1 91.3 83.3 8.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
14 38 7 13 12 30 55
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,131,243
COMMITMENTS
1759937 1570897 7660462 8862186 8594716 18282586 17826075 848,657 1305168
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 372,885)
21,062 119,858 215,320 208,770 61,296 445,152 396,474 -72,267 -23,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 8.2 40.0 46.3 44.9 95.6 93.2 4.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
64 104 131 152 164 300 319
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 863,654
COMMITMENTS
83,829 82,966 70,578 577,159 589,591 731,566 743,135 132,088 120,519
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 13,052)
3,580 -4,057 -5,243 10,489 20,577 8,826 11,278 4,225 1,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 9.6 8.2 66.8 68.3 84.7 86.0 15.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 640)
148 137 153 253 269 478 483
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 193,198
COMMITMENTS
10,933 5,376 20,082 115,538 104,895 146,553 130,352 46,645 62,846
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -1,871)
-60 -20 -1,765 -2,110 -1,783 -3,935 -3,568 2,064 1,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.8 10.4 59.8 54.3 75.9 67.5 24.1 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
16 15 19 43 42 72 64
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,352,277
COMMITMENTS
370,249 393,723 246,709 2308106 2423483 2925064 3063916 427,213 288,361
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 74,614)
11,435 -26,952 -10,622 62,994 111,803 63,806 74,228 10,807 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 11.7 7.4 68.9 72.3 87.3 91.4 12.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
142 126 145 240 259 449 463
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,272
COMMITMENTS
8,605 4,794 1,367 70,152 80,468 80,124 86,629 11,148 4,643
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,885)
-838 -2,616 -363 3,595 3,287 2,394 308 -509 1,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.3 1.5 76.9 88.2 87.8 94.9 12.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
16 6 3 50 41 67 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 77,290
COMMITMENTS
19,033 5,784 3,019 46,397 62,810 68,449 71,612 8,841 5,677
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 12,348)
2,488 -1,202 860 6,187 11,824 9,535 11,482 2,813 866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.5 3.9 60.0 81.3 88.6 92.7 11.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
76 37 21 76 66 158 118
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 9,364
COMMITMENTS
779 923 0 5,979 8,065 6,758 8,988 2,606 376
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 9.9 0.0 63.9 86.1 72.2 96.0 27.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 0 8 9 10 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 339,629
COMMITMENTS
96,897 29,930 9,468 202,089 273,724 308,454 313,122 31,176 26,507
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 14,918)
14,170 -5,000 -1,326 1,039 18,795 13,884 12,469 1,034 2,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 8.8 2.8 59.5 80.6 90.8 92.2 9.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
76 36 20 73 64 154 115
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 180,020
COMMITMENTS
62,234 75,422 13,831 85,969 52,450 162,034 141,703 17,986 38,317
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 13,285)
-2,537 18,840 1,391 15,593 -7,565 14,447 12,666 -1,162 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 41.9 7.7 47.8 29.1 90.0 78.7 10.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
26 40 22 20 20 56 72
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 61,538
COMMITMENTS
21,612 9,087 612 27,538 42,903 49,762 52,602 11,776 8,936
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -221)
-355 -854 149 -374 1 -580 -704 359 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 14.8 1.0 44.7 69.7 80.9 85.5 19.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 11 3 22 11 47 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 122,561
COMMITMENTS
40,620 9,113 2,100 69,384 20,835 112,104 32,048 10,457 90,513
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 5,867)
525 -1,614 116 5,933 2,063 6,574 565 -707 5,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 7.4 1.7 56.6 17.0 91.5 26.1 8.5 73.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
38 11 8 37 24 80 38
Updated June 5, 2015