BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,488
COMMITMENTS
186 454 31 2,780 2,616 2,997 3,101 491 387
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 59)
-3 16 -1 94 92 90 107 -31 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 13.0 0.9 79.7 75.0 85.9 88.9 14.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 1 13 12 16 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,024
COMMITMENTS
7,684 1,707 12,685 28,717 30,407 49,086 44,799 5,938 10,225
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,631)
515 209 142 1,717 1,139 2,374 1,490 -743 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 3.1 23.1 52.2 55.3 89.2 81.4 10.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 8 22 41 42 73 65
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 298,841
COMMITMENTS
70,743 38,187 83,818 115,726 133,811 270,288 255,816 28,553 43,025
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 8,293)
-1,560 -1,558 9,848 2,069 -99 10,357 8,192 -2,064 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 12.8 28.0 38.7 44.8 90.4 85.6 9.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
107 73 121 57 78 226 224
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 429,031
COMMITMENTS
107,778 33,945 124,782 166,028 201,147 398,587 359,874 30,444 69,157
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 8,266)
1,511 -10,896 6,084 362 12,607 7,957 7,794 309 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 7.9 29.1 38.7 46.9 92.9 83.9 7.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
128 89 142 108 178 310 346
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,258
COMMITMENTS
3,929 2,816 1,080 2,899 3,048 7,909 6,944 1,350 2,314
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -520)
-37 -4 -59 -121 -304 -218 -367 -303 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 30.4 11.7 31.3 32.9 85.4 75.0 14.6 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 32 16 13 21 49 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,690
COMMITMENTS
12,812 5,079 9,657 10,004 8,860 32,473 23,596 8,218 17,094
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 3,622)
1,530 -366 1,429 214 1,163 3,174 2,227 448 1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 12.5 23.7 24.6 21.8 79.8 58.0 20.2 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
43 36 59 44 51 127 123
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 99,460
COMMITMENTS
11,369 129 3,652 82,525 94,267 97,546 98,048 1,914 1,412
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -7,902)
676 0 -223 -8,393 -6,059 -7,940 -6,281 38 -1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.1 3.7 83.0 94.8 98.1 98.6 1.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 1 2 17 15 23 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 131,994
COMMITMENTS
20,493 25,522 11,834 58,183 72,064 90,510 109,420 41,483 22,573
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 6,444)
3,050 2,667 5,071 -309 3,766 7,812 11,504 -1,368 -5,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 19.3 9.0 44.1 54.6 68.6 82.9 31.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 21 15 32 32 64 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 30,969
COMMITMENTS
7,124 3,675 5,304 5,079 10,793 17,507 19,772 13,462 11,197
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -22,042)
-2,360 -1,513 -972 -17,383 -19,973 -20,715 -22,458 -1,327 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 11.9 17.1 16.4 34.9 56.5 63.8 43.5 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 12 9 7 12 21 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 76,010
COMMITMENTS
8,251 25,141 149 64,078 44,732 72,478 70,022 3,532 5,988
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -43,065)
-12,688 2,993 -4,245 -22,338 -38,425 -39,271 -39,677 -3,794 -3,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 33.1 0.2 84.3 58.9 95.4 92.1 4.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
17 39 3 14 19 32 60
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 150,632
COMMITMENTS
14,905 74,002 2,856 117,549 42,972 135,310 119,830 15,322 30,802
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 2,671)
-19,681 13,623 -43 32,256 -9,950 12,532 3,630 -9,861 -959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 49.1 1.9 78.0 28.5 89.8 79.6 10.2 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
17 36 13 29 22 51 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 139,582
COMMITMENTS
63,612 18,827 5,106 40,350 85,664 109,068 109,597 30,515 29,985
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -21,931)
10,171 -170 543 -33,964 -18,802 -23,250 -18,429 1,319 -3,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 13.5 3.7 28.9 61.4 78.1 78.5 21.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
35 33 17 23 22 68 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 250,477
COMMITMENTS
20,051 95,936 34,304 158,552 55,832 212,906 186,072 37,570 64,405
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -61,191)
-6,777 16,846 882 -46,121 -69,231 -52,016 -51,504 -9,175 -9,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 38.3 13.7 63.3 22.3 85.0 74.3 15.0 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
27 85 48 51 56 112 155
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,307
COMMITMENTS
16,511 2,946 0 2,437 18,019 18,948 20,965 3,359 1,342
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -12,357)
-2,792 1,307 -163 -7,955 -12,708 -10,910 -11,564 -1,447 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.0 13.2 0.0 10.9 80.8 84.9 94.0 15.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 9 0 9 8 23 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 15,044,257
COMMITMENTS
835,647 708,611 5828391 7564652 7599439 14228690 14136441 815,568 907,816
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -3,139,596)
112,012 -27,790 -1768915 -1418161 -1196842 -3075065 -2993548 -64,531 -146,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 4.7 38.7 50.3 50.5 94.6 94.0 5.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
58 62 109 151 157 273 276
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,010,148
COMMITMENTS
56,289 125,040 66,106 732,427 655,999 854,822 847,145 155,326 163,003
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -572,750)
-6,599 -31,272 -92,555 -448,761 -422,341 -547,916 -546,168 -24,835 -26,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 12.4 6.5 72.5 64.9 84.6 83.9 15.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
86 160 96 238 271 394 458
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 360,377
COMMITMENTS
15,162 22,963 34,962 241,340 215,237 291,464 273,162 68,913 87,214
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -304,039)
-12,283 -56,130 -23,793 -244,297 -200,981 -280,372 -280,904 -23,667 -23,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 6.4 9.7 67.0 59.7 80.9 75.8 19.1 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
18 25 31 73 65 111 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,248,858
COMMITMENTS
220,430 525,179 140,925 2455434 2203809 2816790 2869914 432,068 378,944
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -1,343,557)
-228,205 -132,332 -87,191 -1022322 -1106800 -1337718 -1326323 -5,839 -17,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 16.2 4.3 75.6 67.8 86.7 88.3 13.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568)
81 145 84 213 252 352 424
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 104,878
COMMITMENTS
6,311 5,034 422 90,816 94,208 97,549 99,664 7,329 5,214
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -20,089)
-8,186 398 395 -10,352 -14,390 -18,143 -13,597 -1,946 -6,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.8 0.4 86.6 89.8 93.0 95.0 7.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
6 6 1 51 36 57 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,770
COMMITMENTS
10,485 5,312 525 45,836 52,494 56,847 58,332 5,923 4,439
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -66,608)
2,964 -2,403 -3,129 -59,683 -53,100 -59,847 -58,632 -6,760 -7,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 8.5 0.8 73.0 83.6 90.6 92.9 9.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
43 31 17 79 86 131 125
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 313,850
COMMITMENTS
52,425 26,561 2,627 229,182 262,470 284,234 291,658 29,616 22,193
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -168,912)
7,894 -8,044 -5,114 -153,949 -155,102 -151,169 -168,260 -17,742 -652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 8.5 0.8 73.0 83.6 90.6 92.9 9.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
43 31 17 79 86 131 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 86,665
COMMITMENTS
39,036 14,791 3,829 19,823 46,944 62,688 65,563 23,977 21,102
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -45,082)
-11,118 2,317 490 -29,571 -44,969 -40,199 -42,161 -4,884 -2,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 17.1 4.4 22.9 54.2 72.3 75.7 27.7 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
25 20 12 16 20 48 45
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 26,440
COMMITMENTS
3,223 7,624 0 16,016 6,826 19,239 14,450 7,201 11,990
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -680)
150 -895 -1 -854 65 -705 -831 25 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 28.8 0.0 60.6 25.8 72.8 54.7 27.2 45.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 0 18 8 26 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,544
COMMITMENTS
8,342 5,083 215 17,229 18,763 25,786 24,061 5,758 7,483
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -4,597)
-688 -140 194 1,332 -4,493 838 -4,439 -5,435 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 16.1 0.7 54.6 59.5 81.7 76.3 18.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 7 3 23 18 34 26
Updated September 23, 2011