BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,148
COMMITMENTS
0 31 95 3,399 3,771 3,494 3,897 654 251
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,058)
-6 -13 -42 -871 -989 -920 -1,045 -138 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 2.3 82.0 90.9 84.2 94.0 15.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 19 11 21 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,772
COMMITMENTS
6,023 1,918 10,768 21,794 25,986 38,585 38,671 8,188 8,101
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -4,858)
-357 -535 -1,641 -2,551 -2,314 -4,549 -4,489 -309 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 4.1 23.0 46.6 55.6 82.5 82.7 17.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
25 8 19 38 35 68 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,462
COMMITMENTS
74,651 49,384 91,202 93,975 105,451 259,828 246,037 28,634 42,424
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 5,874)
3,845 3,720 363 955 -980 5,163 3,104 711 2,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 17.1 31.6 32.6 36.6 90.1 85.3 9.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
123 85 128 62 74 239 249
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 372,257
COMMITMENTS
91,591 49,740 105,943 146,957 164,348 344,491 320,031 27,766 52,226
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 11,764)
2,035 1,343 7,287 2,622 4,706 11,943 13,335 -179 -1,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 13.4 28.5 39.5 44.1 92.5 86.0 7.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
133 110 152 112 153 322 353
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,220
COMMITMENTS
3,861 2,239 813 2,695 4,781 7,369 7,833 1,852 1,388
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -840)
-605 -315 -312 102 -308 -815 -936 -25 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 24.3 8.8 29.2 51.8 79.9 85.0 20.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
35 13 10 20 27 63 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,018
COMMITMENTS
7,375 9,353 12,118 13,524 5,446 33,017 26,916 8,001 14,102
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -9,250)
-707 -1,350 -5,445 -1,576 -1,094 -7,729 -7,890 -1,521 -1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 22.8 29.5 33.0 13.3 80.5 65.6 19.5 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
31 44 48 48 44 106 117
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,733
COMMITMENTS
198 1,409 573 5,203 4,390 5,974 6,372 759 360
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -1,327)
-47 -356 -22 -1,149 -1,011 -1,218 -1,388 -109 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 20.9 8.5 77.3 65.2 88.7 94.7 11.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 8 11 11 11 22 23
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 94,687
COMMITMENTS
5,393 5,588 4,990 83,351 83,714 93,734 94,292 953 395
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 121)
-786 -278 116 58 286 -612 124 733 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.9 5.3 88.0 88.4 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 2 3 16 19 20 24
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 188,681
COMMITMENTS
88,867 21,684 8,165 45,219 131,773 142,251 161,621 46,430 27,060
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 8,429)
2,513 -2,667 397 5,872 8,460 8,783 6,190 -354 2,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 11.5 4.3 24.0 69.8 75.4 85.7 24.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
37 22 20 26 30 75 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,337
COMMITMENTS
9,013 22,125 13 33,830 19,108 42,856 41,246 14,481 16,091
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 606)
-1,671 -20 0 456 1,605 -1,215 1,585 1,821 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 38.6 0.0 59.0 33.3 74.7 71.9 25.3 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 10 1 12 15 18 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 222,655
COMMITMENTS
101,497 10,616 6,095 108,926 203,436 216,518 220,147 6,137 2,508
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,126)
-2,742 1,003 3,058 1,074 -2,604 1,390 1,457 -264 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 4.8 2.7 48.9 91.4 97.2 98.9 2.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
60 17 11 19 21 86 44
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 142,125
COMMITMENTS
41,216 48,537 3,733 61,392 61,193 106,342 113,463 35,784 28,662
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 17,661)
-269 8,476 -360 11,899 7,136 11,270 15,252 6,391 2,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 34.2 2.6 43.2 43.1 74.8 79.8 25.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
30 25 11 26 29 61 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 163,686
COMMITMENTS
55,245 28,607 5,478 76,782 94,823 137,505 128,908 26,181 34,778
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 3,005)
1,635 -1,317 -31 -773 7,308 831 5,961 2,174 -2,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 17.5 3.3 46.9 57.9 84.0 78.8 16.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
26 35 19 24 31 62 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 369,054
COMMITMENTS
43,142 148,575 37,549 244,816 113,250 325,507 299,374 43,547 69,680
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 4,541)
-529 927 2,384 2,062 4,115 3,918 7,426 623 -2,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 40.3 10.2 66.3 30.7 88.2 81.1 11.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
44 87 57 57 56 142 159
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,393
COMMITMENTS
14,815 3,414 128 7,271 19,836 22,214 23,378 3,179 2,015
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: -5,981)
-3,400 -572 2 -2,023 -5,678 -5,421 -6,248 -560 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 13.4 0.5 28.6 78.1 87.5 92.1 12.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 13 2 13 8 35 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,650,645
COMMITMENTS
1483346 485,992 4462561 5794537 6734158 11740444 11682712 910,201 967,933
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 631,940)
210,942 32,815 330,818 89,184 294,419 630,943 658,052 996 -26,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 3.8 35.3 45.8 53.2 92.8 92.3 7.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
73 43 89 137 140 253 236
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 999,767
COMMITMENTS
81,478 92,374 63,492 697,773 715,866 842,743 871,732 157,024 128,035
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 12,197)
144 5,676 3,407 10,592 4,353 14,143 13,436 -1,946 -1,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 9.2 6.4 69.8 71.6 84.3 87.2 15.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606)
128 119 105 258 258 444 426
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 313,924
COMMITMENTS
7,889 11,041 22,286 204,864 204,600 235,039 237,927 78,885 75,997
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 3,030)
-207 3,102 299 996 328 1,088 3,729 1,941 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 3.5 7.1 65.3 65.2 74.9 75.8 25.1 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
12 11 19 69 63 91 84
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,429,212
COMMITMENTS
405,106 443,831 168,865 2464548 2556328 3038519 3169025 390,693 260,188
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 45,839)
20,687 31,805 -3,395 47,980 20,127 65,272 48,537 -19,434 -2,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 12.9 4.9 71.9 74.5 88.6 92.4 11.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
121 115 95 234 237 408 395
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 121,422
COMMITMENTS
16,398 3,736 1,188 92,540 111,683 110,126 116,607 11,296 4,815
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,376)
4 1,236 286 822 -656 1,112 866 264 510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 3.1 1.0 76.2 92.0 90.7 96.0 9.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
20 4 2 53 39 74 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 116,004
COMMITMENTS
34,120 5,191 1,905 66,021 100,388 102,045 107,484 13,958 8,520
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 3,535)
1,178 567 84 1,601 2,490 2,863 3,142 672 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 4.5 1.6 56.9 86.5 88.0 92.7 12.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
88 27 18 72 85 168 122
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 21,646
COMMITMENTS
241 1,231 0 14,070 19,269 14,311 20,500 7,335 1,146
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 3,143)
-245 0 0 2,812 2,949 2,567 2,949 576 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.7 0.0 65.0 89.0 66.1 94.7 33.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 9 11 10 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 471,787
COMMITMENTS
172,138 22,545 6,781 259,753 405,594 438,672 434,920 33,115 36,866
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 1,961)
5,917 1,637 1,619 -6,054 -2,293 1,482 963 479 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 4.8 1.4 55.1 86.0 93.0 92.2 7.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
88 27 16 67 83 162 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 212,259
COMMITMENTS
112,640 50,738 11,060 57,727 124,809 181,427 186,608 30,833 25,652
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 5,147)
-11,598 4,865 3,968 13,967 -6,791 6,337 2,042 -1,190 3,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.1 23.9 5.2 27.2 58.8 85.5 87.9 14.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
43 36 22 28 27 81 75
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,572
COMMITMENTS
2,630 11,540 140 20,598 4,230 23,368 15,910 8,204 15,662
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 443)
30 -83 140 -526 -544 -356 -487 799 930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 36.6 0.4 65.2 13.4 74.0 50.4 26.0 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 5 1 19 4 25 9
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,865
COMMITMENTS
12,410 8,075 1,392 37,244 15,399 51,046 24,866 5,819 31,999
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 7,574)
555 1,843 217 5,976 1,863 6,748 3,923 826 3,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 14.2 2.4 65.5 27.1 89.8 43.7 10.2 56.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 9 2 26 19 40 29
Updated September 4, 2012