BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,154
COMMITMENTS
11 43 136 4,001 4,703 4,149 4,882 1,005 272
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 140)
7 -34 -12 14 99 8 53 132 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.8 2.6 77.6 91.2 80.5 94.7 19.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 18 12 20 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,706
COMMITMENTS
6,105 2,610 12,261 24,022 27,528 42,388 42,400 8,318 8,306
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 4,904)
1,077 -341 1,676 1,500 2,582 4,253 3,917 652 988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 5.1 24.2 47.4 54.3 83.6 83.6 16.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
28 8 19 39 36 70 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 271,794
COMMITMENTS
69,374 39,824 86,300 89,683 108,848 245,358 234,972 26,436 36,823
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -11,868)
-2,509 729 -7,989 -1,916 -4,402 -12,414 -11,662 546 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 14.7 31.8 33.0 40.0 90.3 86.5 9.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
114 77 117 62 75 228 226
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 361,651
COMMITMENTS
91,728 45,247 94,357 148,097 166,999 334,181 306,603 27,470 55,048
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -3,481)
-531 -6,846 -4,148 1,228 5,197 -3,450 -5,796 -31 2,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 12.5 26.1 41.0 46.2 92.4 84.8 7.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
132 96 148 104 149 307 338
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,483
COMMITMENTS
4,843 2,632 1,037 2,232 5,079 8,112 8,748 2,371 1,734
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 546)
287 118 160 -201 -152 246 126 300 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 25.1 9.9 21.3 48.5 77.4 83.5 22.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
46 20 15 19 31 77 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,091
COMMITMENTS
7,512 9,649 17,791 15,321 6,564 40,624 34,004 9,467 16,087
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,494)
-250 1,428 527 888 53 1,165 2,007 328 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 19.3 35.5 30.6 13.1 81.1 67.9 18.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
32 57 56 68 55 132 142
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,970
COMMITMENTS
231 1,657 651 6,224 5,400 7,105 7,709 864 261
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 177)
13 -135 105 36 258 154 229 22 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 20.8 8.2 78.1 67.8 89.2 96.7 10.8 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 7 10 12 13 23 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 90,181
COMMITMENTS
6,783 5,828 4,874 78,297 79,071 89,954 89,773 227 408
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -17,176)
165 107 0 -17,357 -17,292 -17,192 -17,185 16 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 6.5 5.4 86.8 87.7 99.7 99.5 0.3 0.5
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 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 165,263
COMMITMENTS
75,854 24,050 6,940 35,454 109,862 118,248 140,852 47,015 24,411
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 29,045)
22,157 -333 652 363 29,489 23,172 29,807 5,872 -763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 14.6 4.2 21.5 66.5 71.6 85.2 28.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
39 16 16 21 29 68 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,830
COMMITMENTS
5,921 21,583 267 37,266 12,154 43,454 34,004 12,375 21,825
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -2,035)
-219 -3,411 267 -4,762 -408 -4,714 -3,552 2,679 1,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 38.7 0.5 66.8 21.8 77.8 60.9 22.2 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 8 1 10 11 17 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 222,772
COMMITMENTS
107,140 9,159 2,311 107,627 208,437 217,078 219,907 5,694 2,865
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 15,776)
11,324 -3,146 -335 4,408 19,302 15,397 15,821 379 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 4.1 1.0 48.3 93.6 97.4 98.7 2.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
53 18 9 19 24 78 47
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 124,858
COMMITMENTS
45,155 37,950 3,089 50,136 53,946 98,380 94,984 26,478 29,874
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 5,389)
13,575 5,590 39 -13,224 194 390 5,824 4,999 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 30.4 2.5 40.2 43.2 78.8 76.1 21.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
29 27 10 26 27 59 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 152,054
COMMITMENTS
44,118 31,274 5,649 81,571 70,856 131,338 107,779 20,717 44,275
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -8,324)
-12,068 6,910 1,451 7,607 -19,401 -3,011 -11,040 -5,314 2,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 20.6 3.7 53.6 46.6 86.4 70.9 13.6 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
18 41 20 24 27 54 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 369,103
COMMITMENTS
44,079 169,896 32,290 247,800 95,628 324,169 297,814 44,934 71,289
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 992)
2,374 -11,441 -410 -6,979 12,210 -5,015 360 6,007 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 46.0 8.7 67.1 25.9 87.8 80.7 12.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
35 95 47 58 59 133 161
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,010
COMMITMENTS
14,126 14,285 36 2,294 2,020 16,456 16,341 554 669
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -170)
2 0 0 -188 -22 -186 -22 16 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.0 84.0 0.2 13.5 11.9 96.7 96.1 3.3 3.9
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 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,984
COMMITMENTS
19,835 3,463 124 7,596 26,527 27,555 30,114 4,429 1,870
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,884)
1,562 437 0 114 1,319 1,676 1,756 208 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.0 10.8 0.4 23.7 82.9 86.2 94.2 13.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
21 11 1 8 12 30 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,501,207
COMMITMENTS
1107553 306,204 3940110 5594870 6307590 10642533 10553903 858,674 947,304
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -56,598)
-57,618 -12,338 -624 51,558 -36,587 -6,685 -49,549 -49,913 -7,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 2.7 34.3 48.6 54.8 92.5 91.8 7.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
59 48 84 138 141 245 232
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 965,823
COMMITMENTS
75,396 85,677 60,573 670,317 687,441 806,286 833,691 159,537 132,132
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -9,263)
-2,186 2,791 -8,975 -3,336 -6,534 -14,497 -12,718 5,235 3,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 8.9 6.3 69.4 71.2 83.5 86.3 16.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592)
115 118 99 250 258 421 420
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 305,780
COMMITMENTS
8,475 9,281 21,360 198,282 197,417 228,117 228,058 77,663 77,723
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -10,687)
-1,406 1,786 -6,463 -5,559 -7,828 -13,429 -12,505 2,742 1,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 3.0 7.0 64.8 64.6 74.6 74.6 25.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
12 9 17 71 57 91 76
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,300,213
COMMITMENTS
364,658 412,032 166,011 2360175 2450121 2890844 3028164 409,369 272,048
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 7,120)
-11,197 -2,274 -5,262 11,115 6,470 -5,344 -1,066 12,464 8,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 12.5 5.0 71.5 74.2 87.6 91.8 12.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
109 114 88 224 238 383 390
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 115,901
COMMITMENTS
14,908 2,561 0 90,184 108,687 105,092 111,248 10,809 4,653
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 5,665)
1,988 23 0 2,759 5,311 4,747 5,334 919 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 2.2 0.0 77.8 93.8 90.7 96.0 9.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 3 0 54 38 70 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 103,541
COMMITMENTS
30,479 5,550 1,762 59,625 89,964 91,865 97,275 11,675 6,266
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 19,721)
3,423 225 1,138 10,028 16,364 14,589 17,727 5,132 1,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 5.4 1.7 57.6 86.9 88.7 93.9 11.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
75 30 19 70 84 152 127
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,985
COMMITMENTS
739 1,231 0 8,381 12,107 9,120 13,338 4,865 647
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 8.8 0.0 59.9 86.6 65.2 95.4 34.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 11 8 13 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 447,778
COMMITMENTS
152,672 25,563 4,838 256,218 389,285 413,727 419,685 34,051 28,093
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 28,677)
17,388 -1,061 1,722 8,233 21,283 27,343 21,944 1,334 6,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 5.7 1.1 57.2 86.9 92.4 93.7 7.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
74 31 17 63 83 143 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 209,343
COMMITMENTS
127,206 40,145 5,682 41,855 139,933 174,744 185,760 34,600 23,583
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 21,294)
17,628 -3,150 907 1,394 24,230 19,929 21,987 1,365 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 19.2 2.7 20.0 66.8 83.5 88.7 16.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
34 38 18 29 30 78 71
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,096
COMMITMENTS
2,333 11,423 0 20,365 4,665 22,698 16,088 7,398 14,008
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -1,065)
-1,928 -477 0 96 -404 -1,832 -881 767 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 38.0 0.0 67.7 15.5 75.4 53.5 24.6 46.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 5 0 18 5 23 10
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,250
COMMITMENTS
12,592 6,357 941 30,183 14,393 43,716 21,691 6,534 28,559
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -1,376)
1,752 998 133 -4,338 1,500 -2,453 2,631 1,077 -4,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 12.7 1.9 60.1 28.6 87.0 43.2 13.0 56.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 5 3 23 17 39 25
Updated August 24, 2012