BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,173
COMMITMENTS
0 62 93 3,432 3,752 3,524 3,907 648 265
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 25)
0 31 -2 32 -19 30 10 -5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 2.2 82.2 89.9 84.5 93.6 15.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 2 19 11 21 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,172
COMMITMENTS
5,507 1,871 10,675 22,087 25,949 38,269 38,495 7,903 7,677
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -600)
-515 -47 -92 292 -37 -316 -176 -285 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 4.1 23.1 47.8 56.2 82.9 83.4 17.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
28 6 21 38 35 69 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 304,584
COMMITMENTS
80,745 54,954 101,584 92,574 106,788 274,903 263,326 29,681 41,258
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 16,123)
6,095 5,569 10,382 -1,401 1,338 15,075 17,289 1,048 -1,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 18.0 33.4 30.4 35.1 90.3 86.5 9.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
116 97 136 60 76 242 257
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 384,487
COMMITMENTS
96,012 47,712 108,372 150,089 172,903 354,472 328,987 30,015 55,501
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 12,230)
4,421 -2,029 2,429 3,132 8,555 9,981 8,956 2,249 3,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 12.4 28.2 39.0 45.0 92.2 85.6 7.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
135 102 156 110 152 332 341
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,280
COMMITMENTS
3,202 1,997 729 2,760 4,158 6,690 6,884 1,591 1,397
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -940)
-659 -242 -84 65 -623 -679 -949 -261 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 24.1 8.8 33.3 50.2 80.8 83.1 19.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
29 16 8 20 24 55 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,674
COMMITMENTS
6,628 8,495 12,098 12,720 5,535 31,446 26,129 8,229 13,546
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -1,343)
-747 -858 -19 -805 90 -1,571 -787 228 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 21.4 30.5 32.1 14.0 79.3 65.9 20.7 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
29 47 44 48 45 102 117
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,663
COMMITMENTS
193 1,508 475 5,250 4,313 5,919 6,297 745 367
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -69)
-5 99 -97 47 -77 -55 -76 -14 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 22.6 7.1 78.8 64.7 88.8 94.5 11.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 8 9 11 11 20 23
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 97,350
COMMITMENTS
6,861 5,820 4,990 85,260 86,151 97,111 96,961 239 389
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 2,663)
1,468 232 0 1,909 2,437 3,377 2,669 -714 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 6.0 5.1 87.6 88.5 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 3 17 19 21 24
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 267,371
COMMITMENTS
116,276 12,902 23,805 76,170 206,081 216,251 242,788 51,120 24,583
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 78,690)
27,408 -8,781 15,640 30,951 74,308 73,999 81,167 4,690 -2,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 4.8 8.9 28.5 77.1 80.9 90.8 19.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
47 21 22 29 35 92 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,831
COMMITMENTS
11,648 20,615 1,746 31,150 22,496 44,544 44,857 14,287 13,974
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,494)
2,635 -1,510 1,733 -2,680 3,388 1,688 3,611 -194 -2,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 35.0 3.0 52.9 38.2 75.7 76.2 24.3 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 10 4 12 16 24 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 309,244
COMMITMENTS
127,168 4,925 54,499 120,120 247,731 301,787 307,155 7,457 2,089
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 86,589)
25,671 -5,691 48,404 11,194 44,295 85,269 87,008 1,320 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 1.6 17.6 38.8 80.1 97.6 99.3 2.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
81 14 18 21 23 113 51
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 188,730
COMMITMENTS
49,703 54,253 7,218 90,891 104,809 147,813 166,280 40,917 22,449
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 46,604)
8,487 5,716 3,485 29,499 43,616 41,471 52,817 5,134 -6,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 28.7 3.8 48.2 55.5 78.3 88.1 21.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
35 27 17 33 33 80 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 185,224
COMMITMENTS
60,874 27,378 6,330 86,502 111,363 153,706 145,071 31,518 40,153
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 21,537)
5,629 -1,229 852 9,720 16,540 16,200 16,163 5,337 5,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 14.8 3.4 46.7 60.1 83.0 78.3 17.0 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
31 31 17 28 34 67 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 373,921
COMMITMENTS
43,056 138,136 37,743 246,151 127,953 326,949 303,831 46,972 70,090
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 4,867)
-86 -10,439 193 1,335 14,703 1,442 4,457 3,425 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 36.9 10.1 65.8 34.2 87.4 81.3 12.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
49 76 57 54 55 137 156
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 16,112
COMMITMENTS
13,640 13,765 78 1,768 1,840 15,486 15,683 626 429
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -1,966)
-436 -278 -421 -825 -972 -1,682 -1,671 -284 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.7 85.4 0.5 11.0 11.4 96.1 97.3 3.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 4 1 5 5 12 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,152
COMMITMENTS
13,641 3,609 729 8,115 20,781 22,485 25,119 4,667 2,033
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,759)
-1,174 195 601 844 945 271 1,741 1,488 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 13.3 2.7 29.9 76.5 82.8 92.5 17.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 10 3 14 13 37 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,887,954
COMMITMENTS
1611162 502,918 4449292 5897004 6953545 11957458 11905755 930,496 982,199
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 237,309)
127,816 16,926 -13,269 102,467 219,387 217,014 223,043 20,295 14,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 3.9 34.5 45.8 54.0 92.8 92.4 7.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
69 41 90 135 139 250 235
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,029,904
COMMITMENTS
91,783 86,150 65,082 713,211 750,068 870,076 901,301 159,828 128,603
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 30,137)
10,305 -6,224 1,590 15,437 34,202 27,332 29,568 2,805 569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 8.4 6.3 69.3 72.8 84.5 87.5 15.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597)
121 123 116 258 257 444 432
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 314,815
COMMITMENTS
11,601 8,548 22,442 200,763 207,684 234,806 238,674 80,008 76,141
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 890)
3,712 -2,493 156 -4,100 3,084 -233 747 1,123 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.7 7.1 63.8 66.0 74.6 75.8 25.4 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
12 13 21 68 61 93 83
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,575,446
COMMITMENTS
431,921 419,024 182,188 2562236 2711922 3176345 3313134 399,101 262,312
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 146,234)
26,815 -24,807 13,322 97,688 155,593 137,826 144,109 8,408 2,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 11.7 5.1 71.7 75.8 88.8 92.7 11.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564)
118 116 107 238 239 413 405
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 124,148
COMMITMENTS
16,584 3,419 241 95,286 116,774 112,111 120,434 12,037 3,714
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 2,727)
186 -317 -947 2,746 5,092 1,985 3,828 742 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 2.8 0.2 76.8 94.1 90.3 97.0 9.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
19 3 1 56 40 76 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 118,001
COMMITMENTS
32,452 3,842 2,301 67,691 103,223 102,443 109,365 15,558 8,636
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,997)
-1,668 -1,349 395 1,670 2,835 398 1,881 1,599 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 3.3 1.9 57.4 87.5 86.8 92.7 13.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
85 25 19 77 80 168 118
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,758
COMMITMENTS
241 1,231 0 14,771 20,478 15,012 21,709 7,746 1,049
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 1,111)
0 0 0 701 1,209 701 1,209 410 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.4 0.0 64.9 90.0 66.0 95.4 34.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 0 8 12 9 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 476,217
COMMITMENTS
163,772 15,770 8,786 264,599 413,723 437,157 438,279 39,060 37,938
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 4,430)
-8,366 -6,775 2,004 4,846 8,129 -1,515 3,358 5,945 1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 3.3 1.8 55.6 86.9 91.8 92.0 8.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
86 24 17 73 78 163 115
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 231,918
COMMITMENTS
106,863 36,856 13,557 80,729 156,264 201,148 206,677 30,769 25,241
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 19,658)
-5,777 -13,882 2,496 23,003 31,455 19,722 20,069 -63 -411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 15.9 5.8 34.8 67.4 86.7 89.1 13.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
33 31 26 26 34 76 74
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,704
COMMITMENTS
3,955 10,184 320 22,336 7,291 26,611 17,795 9,093 17,909
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 4,132)
1,325 -1,356 180 1,738 3,061 3,243 1,885 889 2,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 28.5 0.9 62.6 20.4 74.5 49.8 25.5 50.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 6 2 19 6 27 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 73,313
COMMITMENTS
13,190 9,021 4,799 48,331 19,508 66,320 33,328 6,993 39,985
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 16,448)
780 946 3,407 11,087 4,109 15,274 8,462 1,174 7,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 12.3 6.5 65.9 26.6 90.5 45.5 9.5 54.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 9 5 28 21 46 33
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 9,650
COMMITMENTS
6,056 1,522 0 2,491 7,618 8,547 9,140 1,103 510
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 15.8 0.0 25.8 78.9 88.6 94.7 11.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 3 0 6 2 15 5
Updated September 14, 2012