BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,355
COMMITMENTS
618 1,107 1,001 6,646 6,232 8,265 8,339 1,090 1,015
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 306)
10 -10 40 219 293 269 323 36 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 11.8 10.7 71.0 66.6 88.3 89.1 11.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 10 11 21 21 33 34
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,404
COMMITMENTS
14,888 3,489 11,345 21,409 22,143 47,642 36,977 3,762 14,426
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,019)
384 348 137 523 136 1,043 621 -24 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 6.8 22.1 41.6 43.1 92.7 71.9 7.3 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 24 31 36 32 74 70
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 9,163
COMMITMENTS
132 1,346 1,603 6,451 4,944 8,186 7,893 977 1,270
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 388)
22 68 77 261 223 360 368 28 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 14.7 17.5 70.4 54.0 89.3 86.1 10.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 13 10 21 16 33 30
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,680
COMMITMENTS
382 250 633 2,146 1,398 3,162 2,281 519 1,399
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 69)
1 11 25 42 13 68 50 1 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 6.8 17.2 58.3 38.0 85.9 62.0 14.1 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 5 9 10 8 19 17
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,308
COMMITMENTS
71,873 59,420 93,342 100,118 98,719 265,333 251,481 22,975 36,827
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -3,780)
-3,359 1,283 440 -692 -2,057 -3,611 -334 -169 -3,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 20.6 32.4 34.7 34.2 92.0 87.2 8.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
101 107 127 84 79 261 251
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 317,734
COMMITMENTS
107,734 23,308 81,581 100,306 163,775 289,621 268,663 28,113 49,071
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -20,183)
-12,518 -1,937 -279 -4,320 -15,680 -17,117 -17,896 -3,066 -2,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 7.3 25.7 31.6 51.5 91.2 84.6 8.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
130 81 135 120 153 324 314
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,195
COMMITMENTS
1,718 1,455 312 1,259 1,424 3,289 3,191 906 1,004
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -557)
-212 -65 -67 -16 -375 -295 -507 -262 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 34.7 7.4 30.0 34.0 78.4 76.1 21.6 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 20 7 20 18 42 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,440
COMMITMENTS
16,337 6,556 11,664 16,125 15,362 44,126 33,582 11,313 21,857
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -1,160)
-3,045 -1,386 1,480 901 -787 -664 -693 -496 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 11.8 21.0 29.1 27.7 79.6 60.6 20.4 39.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
74 44 60 70 85 176 162
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 5,534
COMMITMENTS
1,000 3,379 295 3,271 1,210 4,566 4,884 968 649
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 57)
31 -5 9 -14 34 26 39 31 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 61.1 5.3 59.1 21.9 82.5 88.3 17.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 3 10 6 17 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 34,472
COMMITMENTS
1,999 16,437 3,593 27,907 10,589 33,499 30,620 973 3,852
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,367)
453 628 299 632 49 1,384 977 -17 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 47.7 10.4 81.0 30.7 97.2 88.8 2.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
13 33 20 21 17 47 57
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,744
COMMITMENTS
3,390 1,399 535 37,449 39,164 41,374 41,098 370 646
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -510)
-489 -413 0 16 -293 -473 -706 -37 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 3.4 1.3 89.7 93.8 99.1 98.5 0.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 4 1 10 11 18 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 103,660
COMMITMENTS
21,868 45,543 8,291 48,877 18,701 79,036 72,535 24,623 31,125
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 11,256)
4,783 9,900 450 5,665 439 10,897 10,789 359 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 43.9 8.0 47.2 18.0 76.2 70.0 23.8 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
20 29 14 21 23 48 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 23,643
COMMITMENTS
9,158 1,877 1,796 3,360 7,085 14,314 10,758 9,329 12,885
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -455)
-370 -96 -49 316 481 -102 336 -352 -791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 7.9 7.6 14.2 30.0 60.5 45.5 39.5 54.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 4 3 6 9 16 15
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,759
COMMITMENTS
36,040 74,917 587 71,959 29,239 108,586 104,743 3,172 7,015
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -421)
-3,325 7,597 135 2,430 -8,970 -760 -1,238 339 816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 67.0 0.5 64.4 26.2 97.2 93.7 2.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
26 56 9 22 17 55 75
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 214,718
COMMITMENTS
46,358 61,350 28,270 112,915 103,020 187,543 192,640 27,175 22,078
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,866)
1,262 -7,957 1,426 3,998 12,226 6,686 5,695 -2,820 -1,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 28.6 13.2 52.6 48.0 87.3 89.7 12.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
35 39 23 29 37 78 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 290,022
COMMITMENTS
43,929 125,279 22,346 204,389 83,493 270,663 231,118 19,359 58,904
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 7,298)
4,246 -1,638 1,953 -1,560 13,694 4,639 14,008 2,660 -6,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 43.2 7.7 70.5 28.8 93.3 79.7 6.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
20 65 24 29 39 65 112
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 441,287
COMMITMENTS
59,386 158,575 68,831 269,721 133,107 397,939 360,513 43,348 80,774
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 2,831)
-3,126 -2,290 2,531 5,024 1,404 4,428 1,645 -1,598 1,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 35.9 15.6 61.1 30.2 90.2 81.7 9.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
59 99 75 54 69 156 201
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,096
COMMITMENTS
9,977 6,433 3,735 4,428 7,963 18,140 18,131 956 965
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,552)
2,865 -858 560 6 3,778 3,431 3,480 121 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 33.7 19.6 23.2 41.7 95.0 94.9 5.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 8 3 4 6 15 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,256
COMMITMENTS
16,949 33,015 681 22,781 2,618 40,411 36,314 2,845 6,942
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 345)
-2,712 -209 -12 2,937 280 213 59 132 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 76.3 1.6 52.7 6.1 93.4 84.0 6.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
17 46 3 14 8 32 56
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,520,603
COMMITMENTS
1597268 1303945 6655931 8421109 8256376 16674308 16216253 846,295 1304350
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 304,679)
-92,494 -46,661 168,189 243,759 208,403 319,454 329,930 -14,775 -25,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 7.4 38.0 48.1 47.1 95.2 92.6 4.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
57 102 120 142 150 277 297
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 799,513
COMMITMENTS
80,393 96,775 79,970 522,678 517,609 683,040 694,354 116,473 105,159
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 54,851)
2,731 8,770 19,651 23,082 24,189 45,463 52,610 9,387 2,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 12.1 10.0 65.4 64.7 85.4 86.8 14.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632)
151 130 157 248 260 471 477
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 157,679
COMMITMENTS
12,962 7,158 20,996 86,065 79,964 120,023 108,118 37,656 49,562
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 12,480)
2,840 5,160 3,152 7,957 1,185 13,948 9,497 -1,469 2,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 4.5 13.3 54.6 50.7 76.1 68.6 23.9 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
21 16 29 44 38 81 69
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,209,171
COMMITMENTS
372,410 483,340 259,614 2183062 2188228 2815085 2931182 394,085 277,989
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 211,856)
31,927 50,520 50,024 75,624 115,019 157,576 215,563 54,281 -3,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 15.1 8.1 68.0 68.2 87.7 91.3 12.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 604)
140 124 142 239 252 443 454
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,362
COMMITMENTS
11,926 4,153 1,403 65,594 81,522 78,923 87,078 11,439 3,284
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -1,374)
267 855 394 -1,751 -2,621 -1,090 -1,372 -284 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 4.6 1.6 72.6 90.2 87.3 96.4 12.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
18 4 3 49 39 67 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,155
COMMITMENTS
14,274 7,937 1,689 42,786 51,054 58,748 60,679 5,406 3,476
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -6,463)
-5,800 2,674 193 -95 -8,990 -5,701 -6,123 -762 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 12.4 2.6 66.7 79.6 91.6 94.6 8.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
65 38 20 78 62 151 112
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 320,774
COMMITMENTS
71,371 39,683 8,444 213,928 255,270 293,742 303,396 27,032 17,378
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -32,315)
-28,999 13,372 966 -473 -44,952 -28,506 -30,614 -3,809 -1,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 12.4 2.6 66.7 79.6 91.6 94.6 8.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
65 38 20 78 62 151 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 133,285
COMMITMENTS
54,134 67,026 7,901 54,832 25,315 116,867 100,243 16,418 33,043
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 3,060)
-1,512 1,781 -94 5,397 680 3,791 2,367 -731 693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 50.3 5.9 41.1 19.0 87.7 75.2 12.3 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 28 16 17 18 44 59
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,863
COMMITMENTS
14,884 15,245 1 28,614 34,285 43,499 49,531 11,364 5,332
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -1,373)
-2,239 96 1 3 91 -2,235 188 862 -1,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 27.8 0.0 52.2 62.5 79.3 90.3 20.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 15 1 23 10 41 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(NIKKEI INDEX X JPY 500) OPEN INTEREST: 118,273
COMMITMENTS
43,104 8,049 278 63,615 10,996 106,997 19,323 11,276 98,950
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 4,355)
-1,247 -3,763 184 3,308 2,915 2,245 -664 2,110 5,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 6.8 0.2 53.8 9.3 90.5 16.3 9.5 83.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
36 8 2 30 16 66 26
Updated July 6, 2015