BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,014
COMMITMENTS
5 77 148 3,988 4,604 4,141 4,829 873 185
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 128)
-3 7 -3 114 146 109 151 20 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.5 3.0 79.5 91.8 82.6 96.3 17.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 18 12 20 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,801
COMMITMENTS
5,028 2,951 10,585 22,523 24,947 38,135 38,483 7,666 7,318
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 896)
-231 38 609 548 300 927 947 -30 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 6.4 23.1 49.2 54.5 83.3 84.0 16.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
21 13 19 38 35 66 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,662
COMMITMENTS
71,884 39,095 94,290 91,599 113,249 257,772 246,634 25,890 37,028
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 13,121)
4,371 3,421 8,968 -1,452 2,043 11,887 14,432 1,234 -1,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 13.8 33.2 32.3 39.9 90.9 86.9 9.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
119 83 117 61 76 235 229
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 365,132
COMMITMENTS
92,259 52,093 98,505 146,868 161,802 337,632 312,399 27,501 52,733
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 4,253)
5,506 -662 2,808 -1,797 5,659 6,516 7,805 -2,263 -3,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 14.3 27.0 40.2 44.3 92.5 85.6 7.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
123 107 146 109 148 306 338
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,936
COMMITMENTS
4,556 2,514 876 2,434 5,232 7,866 8,622 2,071 1,314
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,721)
866 -414 159 287 1,857 1,312 1,602 410 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 25.3 8.8 24.5 52.6 79.2 86.8 20.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
44 18 14 20 30 74 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,598
COMMITMENTS
7,761 8,221 17,264 14,433 6,512 39,459 31,997 9,139 16,601
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -1,336)
-287 -404 535 -856 -545 -608 -413 -728 -923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 16.9 35.5 29.7 13.4 81.2 65.8 18.8 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
28 55 52 67 54 128 134
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,793
COMMITMENTS
218 1,792 546 6,188 5,142 6,951 7,480 842 313
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 176)
-5 1 42 66 114 103 156 73 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 23.0 7.0 79.4 66.0 89.2 96.0 10.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 6 9 12 13 22 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 107,357
COMMITMENTS
6,618 5,721 4,874 95,654 96,363 107,146 106,958 211 399
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,203)
1,165 353 0 196 1,072 1,361 1,425 -158 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.3 4.5 89.1 89.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 2 15 18 18 23
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,218
COMMITMENTS
53,697 24,384 6,288 35,090 80,373 95,075 111,045 41,143 25,173
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 15,799)
10,657 937 2,136 -1,783 11,168 11,010 14,241 4,789 1,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 17.9 4.6 25.8 59.0 69.8 81.5 30.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
33 20 16 21 25 64 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,865
COMMITMENTS
6,140 24,994 0 42,029 12,562 48,169 37,556 9,696 20,308
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 374)
-631 308 0 1,376 357 745 665 -371 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 43.2 0.0 72.6 21.7 83.2 64.9 16.8 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 12 0 11 12 18 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 206,996
COMMITMENTS
95,816 12,305 2,646 103,219 189,135 201,681 204,086 5,315 2,910
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 25,476)
13,915 -218 1,386 9,848 24,312 25,149 25,480 327 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 5.9 1.3 49.9 91.4 97.4 98.6 2.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
49 22 9 19 23 74 50
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 119,469
COMMITMENTS
31,581 32,360 3,049 63,360 53,752 97,990 89,160 21,479 30,309
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -273)
6,206 -1,611 -518 -9,151 1,814 -3,463 -314 3,190 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 27.1 2.6 53.0 45.0 82.0 74.6 18.0 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
15 33 10 25 25 48 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 160,379
COMMITMENTS
56,186 24,364 4,198 73,964 90,257 134,348 118,820 26,030 41,559
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 2,983)
233 -3,129 315 2,073 2,029 2,621 -786 362 3,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 15.2 2.6 46.1 56.3 83.8 74.1 16.2 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 33 16 22 28 57 67
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 368,111
COMMITMENTS
41,704 181,336 32,701 254,779 83,417 329,184 297,454 38,927 70,657
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 5,037)
-3,219 3,238 4,208 4,224 259 5,214 7,706 -177 -2,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 49.3 8.9 69.2 22.7 89.4 80.8 10.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
43 91 47 56 53 130 160
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,180
COMMITMENTS
14,124 14,285 36 2,482 2,042 16,642 16,363 538 817
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 178)
207 0 0 -71 207 136 207 42 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.2 83.1 0.2 14.4 11.9 96.9 95.2 3.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 4 1 7 6 15 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,100
COMMITMENTS
18,273 3,026 124 7,482 25,208 25,879 28,358 4,221 1,742
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,155)
465 -194 -19 863 1,337 1,309 1,124 -154 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.7 10.1 0.4 24.9 83.7 86.0 94.2 14.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
21 12 1 9 9 31 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,557,805
COMMITMENTS
1165172 318,542 3940734 5543312 6344176 10649218 10603453 908,587 954,352
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -419,924)
-122,294 -144,344 -166,302 -146,648 -112,626 -435,243 -423,272 15,320 3,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 2.8 34.1 48.0 54.9 92.1 91.7 7.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
65 43 83 140 140 246 230
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 975,086
COMMITMENTS
77,582 82,886 69,548 673,653 693,975 820,783 846,409 154,302 128,677
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 20,592)
-1,573 3,699 2,431 21,502 17,031 22,360 23,162 -1,768 -2,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 8.5 7.1 69.1 71.2 84.2 86.8 15.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607)
120 133 120 246 255 436 440
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 316,467
COMMITMENTS
9,881 7,495 27,823 203,841 205,244 241,546 240,563 74,921 75,904
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -386)
-1,673 849 -98 -92 1,743 -1,863 2,493 1,478 -2,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 2.4 8.8 64.4 64.9 76.3 76.0 23.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
15 14 24 74 58 102 84
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,293,093
COMMITMENTS
375,855 414,305 171,274 2349060 2443651 2896188 3029231 396,905 263,862
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 104,887)
-3,287 10,464 16,436 107,968 76,443 121,117 103,343 -16,230 1,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 12.6 5.2 71.3 74.2 87.9 92.0 12.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
116 129 110 218 237 397 413
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,236
COMMITMENTS
12,920 2,538 0 87,425 103,377 100,345 105,915 9,891 4,321
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 4,604)
53 -46 0 3,725 4,012 3,778 3,966 826 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.3 0.0 79.3 93.8 91.0 96.1 9.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 3 0 55 39 68 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 83,820
COMMITMENTS
27,057 5,325 623 49,597 73,600 77,277 79,548 6,543 4,272
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 3,626)
1,701 753 89 1,364 2,573 3,154 3,415 472 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 6.4 0.7 59.2 87.8 92.2 94.9 7.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
77 29 16 64 81 146 121
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 419,101
COMMITMENTS
135,284 26,624 3,116 247,985 368,001 386,384 397,741 32,716 21,360
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 18,130)
8,505 3,764 446 6,821 12,863 15,772 17,073 2,358 1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 6.4 0.7 59.2 87.8 92.2 94.9 7.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
77 29 16 64 81 146 121
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 188,050
COMMITMENTS
109,578 43,295 4,775 40,461 115,703 154,814 163,773 33,235 24,276
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 14,286)
15,121 1,543 885 -1,986 12,401 14,020 14,829 267 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 23.0 2.5 21.5 61.5 82.3 87.1 17.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
30 41 16 25 27 69 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,161
COMMITMENTS
4,261 11,900 0 20,269 5,069 24,530 16,969 6,631 14,192
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -453)
-509 -251 -2 323 -364 -188 -617 -265 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 38.2 0.0 65.0 16.3 78.7 54.5 21.3 45.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 6 0 19 7 26 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,626
COMMITMENTS
10,840 5,359 808 34,521 12,893 46,169 19,060 5,457 32,566
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -2,102)
-28 121 242 254 691 468 1,054 -2,570 -3,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 10.4 1.6 66.9 25.0 89.4 36.9 10.6 63.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 6 2 24 15 37 22
Updated August 17, 2012