MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,796
COMMITMENTS
5,463 2,279 10,867 21,938 25,649 38,267 38,794 8,529 8,003
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -89)
-614 138 -214 409 -70 -418 -146 329 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 4.9 23.2 46.9 54.8 81.8 82.9 18.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
23 7 20 34 31 63 52
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 258,805
COMMITMENTS
69,750 36,906 81,163 82,814 99,438 233,727 217,506 25,078 41,299
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -22,133)
4,131 -5,662 -20,914 -3,287 5,570 -20,071 -21,007 -2,063 -1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 14.3 31.4 32.0 38.4 90.3 84.0 9.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
94 94 127 58 77 229 238
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 352,181
COMMITMENTS
86,569 56,597 94,572 139,886 151,584 321,028 302,753 31,153 49,428
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 8,033)
73 -297 5,919 631 1,383 6,622 7,005 1,410 1,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 16.1 26.9 39.7 43.0 91.2 86.0 8.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
118 107 146 121 150 313 349
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,897
COMMITMENTS
3,173 2,173 411 2,591 3,696 6,174 6,280 1,722 1,617
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 575)
124 -384 69 183 784 376 469 199 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 27.5 5.2 32.8 46.8 78.2 79.5 21.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
32 19 10 24 26 63 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,275
COMMITMENTS
7,527 9,234 8,218 11,425 4,954 27,170 22,405 7,105 11,870
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -36)
695 439 -383 -177 84 135 140 -171 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 26.9 24.0 33.3 14.5 79.3 65.4 20.7 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
30 53 39 53 40 104 117
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,194
COMMITMENTS
368 1,229 746 4,351 3,974 5,466 5,949 729 245
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 2)
-23 -22 -26 71 30 22 -18 -20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 19.8 12.0 70.2 64.2 88.2 96.0 11.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 7 9 11 11 21 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 87,523
COMMITMENTS
8,003 5,072 2,326 76,595 79,725 86,924 87,123 599 400
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -481)
179 0 0 -757 -439 -578 -439 97 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 5.8 2.7 87.5 91.1 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 16 16 18 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 203,182
COMMITMENTS
106,545 11,188 7,230 43,693 165,041 157,469 183,459 45,714 19,723
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -1,033)
318 1,843 1,341 -1,668 -2,995 -9 189 -1,024 -1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 5.5 3.6 21.5 81.2 77.5 90.3 22.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
47 17 17 25 29 78 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,536
COMMITMENTS
10,289 11,481 9 9,057 14,405 19,355 25,895 18,181 11,641
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 1,270)
-1,387 -501 6 -652 3,008 -2,033 2,513 3,303 -1,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 30.6 0.0 24.1 38.4 51.6 69.0 48.4 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 9 1 8 11 17 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 208,782
COMMITMENTS
139,787 4,331 676 59,521 201,803 199,984 206,810 8,798 1,972
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -475)
395 1,331 196 -593 -962 -2 565 -473 -1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 2.1 0.3 28.5 96.7 95.8 99.1 4.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
97 13 6 17 21 117 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 173,661
COMMITMENTS
53,935 33,559 5,093 72,169 115,559 131,197 154,211 42,464 19,450
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 3,409)
-1,511 1,817 1,426 -199 255 -285 3,498 3,694 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 19.3 2.9 41.6 66.5 75.5 88.8 24.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
32 27 12 22 33 62 64
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 143,965
COMMITMENTS
43,190 31,815 7,043 73,411 65,890 123,644 104,749 20,321 39,216
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 6,474)
2,577 4,699 2,585 3,012 -2,733 8,173 4,551 -1,699 1,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 22.1 4.9 51.0 45.8 85.9 72.8 14.1 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
26 37 19 27 25 62 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 262,421
COMMITMENTS
41,865 98,901 25,318 148,139 74,206 215,322 198,425 47,099 63,996
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -5,447)
1,924 -16,545 655 -9,061 3,516 -6,483 -12,374 1,036 6,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 37.7 9.6 56.5 28.3 82.1 75.6 17.9 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
44 65 50 52 61 127 145
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,658
COMMITMENTS
18,773 532 59 8,150 26,461 26,982 27,052 676 606
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 6,863)
200 0 0 6,721 6,739 6,921 6,739 -58 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.9 1.9 0.2 29.5 95.7 97.6 97.8 2.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 1 1 7 9 16 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,487
COMMITMENTS
20,646 4,362 137 3,950 23,402 24,733 27,901 4,754 1,586
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -1,011)
-429 -3 0 93 -721 -336 -724 -675 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.0 14.8 0.5 13.4 79.4 83.9 94.6 16.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
28 12 1 5 13 34 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,787,093
COMMITMENTS
1455844 430,857 3797056 5579172 6527534 10832072 10755447 955,021 1031646
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 34,746)
7,204 -8,522 -23,812 58,054 24,968 41,446 -7,366 -6,700 42,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 3.7 32.2 47.3 55.4 91.9 91.2 8.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
69 41 87 127 130 236 228
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 928,560
COMMITMENTS
100,978 71,234 56,303 648,300 710,043 805,581 837,580 122,979 90,980
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 11,497)
5,779 -5,619 1,601 3,156 9,594 10,536 5,575 960 5,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 7.7 6.1 69.8 76.5 86.8 90.2 13.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616)
143 124 129 252 243 467 425
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 268,035
COMMITMENTS
10,266 7,508 20,076 171,285 197,830 201,627 225,414 66,407 42,621
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 2,005)
13 -880 -73 2,576 -370 2,517 -1,323 -512 3,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 2.8 7.5 63.9 73.8 75.2 84.1 24.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
17 15 27 66 60 98 88
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,302,628
COMMITMENTS
467,721 332,793 166,974 2385075 2561065 3019769 3060832 282,858 241,796
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 47,459)
19,867 -32,658 17,331 2,900 49,817 40,099 34,491 7,361 12,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 10.1 5.1 72.2 77.5 91.4 92.7 8.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570)
134 117 115 229 220 427 388
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 113,710
COMMITMENTS
15,578 3,357 227 84,991 107,435 100,796 111,019 12,914 2,691
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 204)
-628 -50 -36 122 309 -542 223 746 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 3.0 0.2 74.7 94.5 88.6 97.6 11.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
17 3 2 53 38 70 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 80,232
COMMITMENTS
21,253 6,388 1,971 50,915 68,936 74,139 77,295 6,094 2,938
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -1,940)
-3,263 -1,253 -324 1,953 -320 -1,635 -1,898 -305 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 8.0 2.5 63.5 85.9 92.4 96.3 7.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
78 32 18 78 77 164 119
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 401,162
COMMITMENTS
106,264 31,940 9,855 254,575 344,679 370,694 386,474 30,468 14,688
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -9,702)
-16,317 -6,267 -1,622 9,763 -1,600 -8,175 -9,488 -1,527 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 8.0 2.5 63.5 85.9 92.4 96.3 7.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
78 32 18 78 77 164 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 175,795
COMMITMENTS
77,532 39,954 6,367 62,829 103,333 146,728 149,653 29,066 26,141
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: -1,475)
-993 279 -710 1,309 -233 -394 -664 -1,081 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 22.7 3.6 35.7 58.8 83.5 85.1 16.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
30 32 19 23 32 64 72
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 25,197
COMMITMENTS
5,543 2,980 0 13,744 7,693 19,287 10,673 5,910 14,524
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 4,412)
3,054 756 0 1,364 265 4,418 1,021 -6 3,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 11.8 0.0 54.5 30.5 76.5 42.4 23.5 57.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 4 0 18 9 26 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,551
COMMITMENTS
6,863 8,147 215 24,334 20,209 31,412 28,571 10,139 12,980
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 7,010)
2,681 1,742 145 -315 1,552 2,511 3,439 4,499 3,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 19.6 0.5 58.6 48.6 75.6 68.8 24.4 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 11 2 23 20 36 32
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 9,597
COMMITMENTS
5,481 1,592 0 3,168 7,790 8,649 9,382 948 215
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 301)
-376 601 0 778 -337 402 264 -101 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 16.6 0.0 33.0 81.2 90.1 97.8 9.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 3 0 6 2 15 5
Updated June 29, 2007