BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,206
COMMITMENTS
6 44 137 4,270 4,760 4,414 4,942 792 264
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 52)
-5 1 1 269 58 265 59 -213 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.8 2.6 82.0 91.4 84.8 94.9 15.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 19 13 21 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,630
COMMITMENTS
6,380 2,453 12,408 24,346 28,300 43,133 43,161 8,497 8,470
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 925)
275 -158 147 323 772 745 761 179 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 4.8 24.0 47.2 54.8 83.5 83.6 16.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
28 8 21 39 36 72 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 282,588
COMMITMENTS
70,806 45,664 90,839 93,019 106,430 254,665 242,934 27,923 39,654
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 10,793)
1,432 5,841 4,539 3,336 -2,417 9,307 7,962 1,487 2,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 16.2 32.1 32.9 37.7 90.1 86.0 9.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
112 80 123 63 74 230 240
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 360,493
COMMITMENTS
89,557 48,398 98,656 144,335 159,642 332,548 306,696 27,945 53,797
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -1,158)
-2,171 3,151 4,299 -3,762 -7,357 -1,633 93 475 -1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 13.4 27.4 40.0 44.3 92.2 85.1 7.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
133 106 148 104 147 306 349
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,060
COMMITMENTS
4,466 2,555 1,125 2,592 5,088 8,184 8,768 1,876 1,292
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -423)
-377 -78 88 360 9 72 20 -494 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 25.4 11.2 25.8 50.6 81.4 87.2 18.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
41 19 13 20 29 73 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,267
COMMITMENTS
8,082 10,703 17,563 15,101 6,540 40,746 34,806 9,522 15,461
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 176)
570 1,054 -228 -220 -25 122 802 54 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 21.3 34.9 30.0 13.0 81.1 69.2 18.9 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
32 59 60 63 57 131 148
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,060
COMMITMENTS
246 1,765 594 6,352 5,401 7,192 7,761 868 299
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 90)
15 108 -57 128 1 87 52 4 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 21.9 7.4 78.8 67.0 89.2 96.3 10.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 8 10 12 13 23 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 94,566
COMMITMENTS
6,179 5,866 4,874 83,293 83,428 94,346 94,168 220 398
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 4,385)
-604 38 0 4,996 4,357 4,392 4,395 -7 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.2 5.2 88.1 88.2 99.8 99.6 0.2 0.4
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 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 180,252
COMMITMENTS
86,354 24,351 7,768 39,347 123,313 133,469 155,431 46,783 24,821
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 14,989)
10,500 301 827 3,893 13,451 15,221 14,579 -232 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 13.5 4.3 21.8 68.4 74.0 86.2 26.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
44 19 17 24 30 77 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,731
COMMITMENTS
10,684 22,145 13 33,374 17,503 44,071 39,661 12,660 17,070
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 901)
4,763 562 -254 -3,892 5,349 617 5,657 285 -4,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 39.0 0.0 58.8 30.9 77.7 69.9 22.3 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 12 1 11 13 18 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 221,529
COMMITMENTS
104,239 9,613 3,037 107,852 206,040 215,128 218,690 6,401 2,839
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -1,243)
-2,901 454 726 225 -2,397 -1,950 -1,217 707 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 4.3 1.4 48.7 93.0 97.1 98.7 2.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
53 19 10 20 22 79 47
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 124,464
COMMITMENTS
41,485 40,061 4,093 49,494 54,057 95,072 98,211 29,393 26,253
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -394)
-3,670 2,111 1,004 -642 111 -3,308 3,227 2,914 -3,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 32.2 3.3 39.8 43.4 76.4 78.9 23.6 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
29 28 12 27 28 61 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 160,681
COMMITMENTS
53,610 29,924 5,509 77,555 87,515 136,674 122,947 24,007 37,734
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 8,627)
9,492 -1,350 -140 -4,016 16,658 5,337 15,168 3,290 -6,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 18.6 3.4 48.3 54.5 85.1 76.5 14.9 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
23 39 19 24 31 60 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 364,513
COMMITMENTS
43,671 147,648 35,165 242,754 109,135 321,589 291,948 42,924 72,565
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -4,589)
-408 -22,248 2,874 -5,046 13,507 -2,580 -5,866 -2,010 1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 40.5 9.6 66.6 29.9 88.2 80.1 11.8 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
44 85 53 59 57 137 161
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,078
COMMITMENTS
14,076 14,043 499 2,593 2,812 17,168 17,354 910 724
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,068)
-50 -242 463 299 792 712 1,013 356 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.9 77.7 2.8 14.3 15.6 95.0 96.0 5.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 3 9 6 17 12
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,374
COMMITMENTS
18,215 3,986 126 9,294 25,514 27,635 29,626 3,739 1,748
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -610)
-1,620 523 2 1,698 -1,013 80 -488 -690 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.1 12.7 0.4 29.6 81.3 88.1 94.4 11.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
22 14 1 12 10 35 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,018,705
COMMITMENTS
1272404 453,177 4131744 5705352 6439739 11109500 11024660 909,204 994,045
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 517,498)
164,851 146,973 191,634 110,483 132,149 466,967 470,757 50,530 46,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 3.8 34.4 47.5 53.6 92.4 91.7 7.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
66 43 86 134 138 243 231
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 987,569
COMMITMENTS
81,334 86,699 60,084 687,182 711,513 828,600 858,296 158,969 129,273
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 21,747)
5,938 1,021 -488 16,865 24,072 22,314 24,605 -568 -2,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 8.8 6.1 69.6 72.0 83.9 86.9 16.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 598)
124 113 103 257 261 439 420
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 310,895
COMMITMENTS
8,096 7,939 21,987 203,868 204,273 233,951 234,199 76,944 76,696
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 5,114)
-379 -1,342 627 5,586 6,856 5,834 6,141 -719 -1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.6 7.1 65.6 65.7 75.3 75.3 24.7 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
13 11 21 70 61 94 83
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,383,373
COMMITMENTS
384,419 412,026 172,260 2416567 2536201 2973247 3120487 410,126 262,886
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 83,161)
19,761 -6 6,249 56,393 86,080 82,403 92,323 758 -9,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 12.2 5.1 71.4 75.0 87.9 92.2 12.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559)
115 110 91 231 240 399 388
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 120,045
COMMITMENTS
16,394 2,500 902 91,718 112,338 109,014 115,740 11,031 4,305
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 4,144)
1,486 -61 902 1,534 3,651 3,922 4,492 222 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 2.1 0.8 76.4 93.6 90.8 96.4 9.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
19 3 1 56 37 75 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 112,468
COMMITMENTS
32,941 4,624 1,821 64,419 97,897 99,182 104,343 13,286 8,126
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 8,928)
2,462 -926 60 4,795 7,933 7,316 7,068 1,611 1,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 4.1 1.6 57.3 87.0 88.2 92.8 11.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
79 27 16 75 85 160 123
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,503
COMMITMENTS
486 1,231 0 11,258 16,320 11,744 17,551 6,759 952
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 4,518)
-253 0 0 2,877 4,213 2,624 4,213 1,894 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 6.7 0.0 60.8 88.2 63.5 94.9 36.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 10 10 11 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 469,826
COMMITMENTS
166,220 20,908 5,163 265,807 407,887 437,190 433,958 32,636 35,868
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 22,048)
13,548 -4,655 325 9,589 18,602 23,462 14,273 -1,414 7,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 4.5 1.1 56.6 86.8 93.1 92.4 6.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
80 27 14 69 83 153 120
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 207,112
COMMITMENTS
124,238 45,873 7,092 43,759 131,600 175,089 184,566 32,022 22,546
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -2,232)
-2,968 5,728 1,410 1,904 -8,334 346 -1,195 -2,577 -1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.0 22.1 3.4 21.1 63.5 84.5 89.1 15.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
39 36 19 28 28 77 73
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,129
COMMITMENTS
2,600 11,623 0 21,124 4,774 23,724 16,397 7,405 14,732
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 1,033)
267 200 0 759 109 1,026 309 7 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 37.3 0.0 67.9 15.3 76.2 52.7 23.8 47.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 5 0 19 5 25 10
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,291
COMMITMENTS
11,855 6,232 1,175 31,268 13,536 44,298 20,943 4,993 28,348
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -959)
-737 -125 234 1,085 -857 582 -748 -1,541 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 12.6 2.4 63.4 27.5 89.9 42.5 10.1 57.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 6 2 23 17 37 24
Updated August 31, 2012