BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,792
COMMITMENTS
68 1 164 2,884 3,282 3,116 3,447 676 346
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 4.3 76.0 86.5 82.2 90.9 17.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 16 11 19 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,195
COMMITMENTS
6,343 2,224 11,353 22,306 26,292 40,002 39,870 8,193 8,325
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,398)
880 -54 486 369 644 1,735 1,076 -336 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 4.6 23.6 46.3 54.6 83.0 82.7 17.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
23 7 20 36 31 65 52
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,476
COMMITMENTS
72,351 31,002 86,417 82,184 102,435 240,952 219,855 23,524 44,621
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 5,671)
2,601 -5,904 5,254 -631 2,998 7,225 2,348 -1,554 3,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 11.7 32.7 31.1 38.7 91.1 83.1 8.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
102 86 132 58 75 240 230
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 364,685
COMMITMENTS
92,814 45,885 101,287 139,964 164,668 334,065 311,839 30,620 52,846
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 12,504)
6,245 -10,711 6,714 78 13,084 13,037 9,087 -534 3,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 12.6 27.8 38.4 45.2 91.6 85.5 8.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
114 108 149 122 156 318 350
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,309
COMMITMENTS
3,994 2,210 561 2,910 4,868 7,465 7,639 1,844 1,670
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 1,412)
821 37 150 319 1,173 1,290 1,360 122 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 23.7 6.0 31.3 52.3 80.2 82.1 19.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
38 21 14 30 34 78 60
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,932
COMMITMENTS
7,380 6,859 7,839 9,760 4,954 24,979 19,652 6,953 12,280
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -2,343)
-147 -2,375 -378 -1,665 -0 -2,190 -2,753 -152 411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 21.5 24.5 30.6 15.5 78.2 61.5 21.8 38.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
29 42 43 50 45 106 115
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,618
COMMITMENTS
170 1,403 854 4,903 4,155 5,927 6,412 691 205
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 423)
-199 175 108 552 181 461 463 -38 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 21.2 12.9 74.1 62.8 89.6 96.9 10.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 8 11 13 12 25 26
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 88,251
COMMITMENTS
8,126 5,307 2,326 77,124 80,219 87,576 87,852 675 399
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 728)
123 235 0 529 494 652 729 76 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 6.0 2.6 87.4 90.9 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 1 15 16 17 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 194,597
COMMITMENTS
99,150 7,834 7,856 47,665 158,509 154,671 174,200 39,926 20,397
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -8,585)
-7,395 -3,354 626 3,971 -6,531 -2,798 -9,259 -5,787 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 4.0 4.0 24.5 81.5 79.5 89.5 20.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
44 17 18 25 31 78 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,850
COMMITMENTS
10,756 8,395 36 10,000 17,966 20,792 26,397 17,058 11,453
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 314)
467 -3,086 27 943 3,561 1,437 502 -1,123 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 22.2 0.1 26.4 47.5 54.9 69.7 45.1 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 10 2 10 13 23 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 207,606
COMMITMENTS
136,680 4,278 1,101 61,211 199,724 198,992 205,103 8,614 2,503
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -1,176)
-3,107 -53 425 1,690 -2,079 -992 -1,707 -184 531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.8 2.1 0.5 29.5 96.2 95.9 98.8 4.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
78 11 8 20 20 103 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 166,547
COMMITMENTS
56,209 36,293 6,078 71,450 99,686 133,737 142,057 32,810 24,490
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -7,114)
2,274 2,734 985 -720 -15,873 2,540 -12,154 -9,654 5,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 21.8 3.6 42.9 59.9 80.3 85.3 19.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
32 25 14 24 32 64 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 154,087
COMMITMENTS
25,688 42,702 9,415 102,931 51,154 138,034 103,270 16,053 50,816
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 10,122)
-17,502 10,887 2,372 29,520 -14,737 14,390 -1,478 -4,268 11,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 27.7 6.1 66.8 33.2 89.6 67.0 10.4 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
20 46 19 29 25 59 80
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 260,177
COMMITMENTS
37,913 97,267 25,497 150,669 75,086 214,080 197,850 46,097 62,327
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -2,244)
-3,952 -1,635 179 2,530 880 -1,243 -575 -1,001 -1,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 37.4 9.8 57.9 28.9 82.3 76.0 17.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
43 74 50 53 61 127 154
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,696
COMMITMENTS
18,772 496 59 8,178 26,671 27,009 27,226 687 470
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 38)
-1 -36 0 28 210 27 174 11 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 1.8 0.2 29.5 96.3 97.5 98.3 2.5 1.7
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 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,139
COMMITMENTS
20,528 4,179 131 4,011 22,716 24,670 27,026 4,469 2,113
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -348)
-118 -183 -6 61 -686 -63 -875 -285 527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.4 14.3 0.4 13.8 78.0 84.7 92.7 15.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
26 11 1 5 12 32 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,990,454
COMMITMENTS
1384687 397,818 3886132 5786208 6671244 11057027 10955194 933,426 1035259
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 203,361)
-71,157 -33,039 89,076 207,036 143,710 224,955 199,748 -21,595 3,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 3.3 32.4 48.3 55.6 92.2 91.4 7.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
66 36 88 129 134 234 230
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 941,091
COMMITMENTS
96,056 84,671 58,822 662,889 710,891 817,767 854,385 123,324 86,706
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 12,531)
-4,923 13,436 2,519 14,588 849 12,185 16,805 345 -4,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 9.0 6.3 70.4 75.5 86.9 90.8 13.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606)
154 102 114 254 240 459 405
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 272,596
COMMITMENTS
9,966 14,343 19,183 173,469 200,046 202,618 233,573 69,978 39,024
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 4,562)
-301 6,835 -893 2,184 2,217 991 8,159 3,571 -3,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.3 7.0 63.6 73.4 74.3 85.7 25.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
20 12 26 67 60 96 89
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,342,474
COMMITMENTS
461,346 382,535 167,301 2447095 2554224 3075742 3104059 266,732 238,415
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 39,846)
-6,374 49,742 327 62,020 -6,841 55,973 43,227 -16,127 -3,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 11.4 5.0 73.2 76.4 92.0 92.9 8.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559)
139 98 98 231 220 418 368
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 112,710
COMMITMENTS
14,849 3,278 788 85,848 105,975 101,485 110,041 11,225 2,669
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -1,000)
-729 -79 561 857 -1,460 689 -978 -1,689 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 2.9 0.7 76.2 94.0 90.0 97.6 10.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
16 3 1 56 37 72 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,133
COMMITMENTS
17,440 7,327 1,485 50,319 64,201 69,244 73,013 6,888 3,119
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -4,100)
-3,812 939 -486 -596 -4,735 -4,894 -4,281 795 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 9.6 2.0 66.1 84.3 91.0 95.9 9.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
60 38 16 70 76 136 124
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 380,664
COMMITMENTS
87,202 36,636 7,426 251,593 321,004 346,222 365,067 34,442 15,597
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -20,498)
-19,061 4,696 -2,429 -2,982 -23,675 -24,472 -21,407 3,974 909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 9.6 2.0 66.1 84.3 91.0 95.9 9.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
60 38 16 70 76 136 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 183,979
COMMITMENTS
83,499 38,806 7,292 64,692 111,937 155,482 158,034 28,496 25,945
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 8,184)
5,966 -1,148 925 1,863 8,604 8,754 8,381 -570 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 21.1 4.0 35.2 60.8 84.5 85.9 15.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
31 30 20 24 33 65 73
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 25,635
COMMITMENTS
3,564 4,545 0 16,536 7,828 20,100 12,373 5,535 13,262
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 438)
-1,979 1,565 0 2,792 135 813 1,700 -375 -1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 17.7 0.0 64.5 30.5 78.4 48.3 21.6 51.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 5 0 16 9 24 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,445
COMMITMENTS
6,783 6,021 241 18,242 19,373 25,266 25,635 6,179 5,810
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -10,106)
-80 -2,126 26 -6,092 -836 -6,146 -2,936 -3,960 -7,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 19.1 0.8 58.0 61.6 80.3 81.5 19.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 8 3 23 20 36 31
Updated October 26, 2012