BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,418
COMMITMENTS
1 64 114 3,637 3,935 3,753 4,113 666 305
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 133)
1 -0 10 102 109 113 119 20 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 2.6 82.3 89.1 84.9 93.1 15.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 19 13 21 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,808
COMMITMENTS
6,754 2,243 12,111 25,999 29,701 44,864 44,056 7,944 8,752
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 1,778)
41 470 162 2,051 821 2,254 1,453 -476 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 4.2 22.9 49.2 56.2 85.0 83.4 15.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
27 6 20 41 37 72 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 278,828
COMMITMENTS
66,891 49,020 98,679 86,785 92,438 252,355 240,138 26,473 38,690
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 1,709)
-3,429 -6,354 9,227 -4,074 -126 1,724 2,747 -15 -1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 17.6 35.4 31.1 33.2 90.5 86.1 9.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
108 83 120 59 78 231 230
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 372,178
COMMITMENTS
83,700 53,094 112,697 142,751 155,595 339,149 321,386 33,029 50,792
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 1,823)
-3,626 12,790 -2,724 6,064 -8,403 -286 1,663 2,108 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 14.3 30.3 38.4 41.8 91.1 86.4 8.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
114 117 148 119 151 316 351
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,193
COMMITMENTS
3,067 2,126 294 2,215 3,030 5,575 5,450 1,618 1,743
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,103)
-259 -210 -386 -499 -690 -1,144 -1,286 41 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 29.6 4.1 30.8 42.1 77.5 75.8 22.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
33 19 9 19 23 56 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,330
COMMITMENTS
6,986 8,173 9,475 11,576 5,239 28,037 22,887 7,293 12,443
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -4,660)
-1,029 -1,192 -2,468 -758 -164 -4,254 -3,824 -406 -837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 23.1 26.8 32.8 14.8 79.4 64.8 20.6 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
26 57 48 50 39 109 123
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,716
COMMITMENTS
546 1,779 775 5,549 4,886 6,870 7,441 846 275
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 553)
64 123 171 141 292 376 586 177 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 23.1 10.0 71.9 63.3 89.0 96.4 11.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 9 11 12 12 24 26
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 87,879
COMMITMENTS
7,872 5,072 2,326 77,185 80,009 87,383 87,407 496 472
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 30)
-526 0 279 377 -281 130 -2 -100 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 5.8 2.6 87.8 91.0 99.4 99.5 0.6 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 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 211,173
COMMITMENTS
112,911 9,846 6,162 44,891 175,847 163,964 191,856 47,208 19,316
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -12,647)
-10,668 -6,542 -814 2,155 -4,619 -9,328 -11,976 -3,320 -672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.5 4.7 2.9 21.3 83.3 77.6 90.9 22.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
47 16 18 29 32 83 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,814
COMMITMENTS
12,641 13,550 248 9,346 14,314 22,235 28,112 16,579 10,702
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 33)
-926 -869 20 491 1,016 -415 167 448 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 34.9 0.6 24.1 36.9 57.3 72.4 42.7 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 9 1 7 12 18 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 209,964
COMMITMENTS
137,986 2,121 730 62,153 204,581 200,869 207,432 9,095 2,532
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -10,071)
-9,259 -3,868 114 -1,145 -6,427 -10,290 -10,181 219 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.7 1.0 0.3 29.6 97.4 95.7 98.8 4.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
96 7 5 15 22 113 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 189,055
COMMITMENTS
64,379 34,108 5,502 74,584 130,044 144,465 169,654 44,590 19,401
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 5,883)
3,992 575 135 1,445 4,570 5,572 5,280 311 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 18.0 2.9 39.5 68.8 76.4 89.7 23.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
36 28 13 23 34 66 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 153,620
COMMITMENTS
52,769 21,918 5,445 67,157 89,803 125,372 117,166 28,248 36,454
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 3,979)
5,921 -3,022 -52 -3,080 8,904 2,789 5,830 1,190 -1,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 14.3 3.5 43.7 58.5 81.6 76.3 18.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
28 30 15 24 28 59 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 273,402
COMMITMENTS
46,103 101,936 32,150 147,901 79,901 226,154 213,987 47,248 59,416
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 1,732)
-5,403 -4,867 2,345 5,572 4,480 2,513 1,958 -781 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 37.3 11.8 54.1 29.2 82.7 78.3 17.3 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
46 75 50 55 64 134 156
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,171
COMMITMENTS
25,298 3,917 226 3,456 28,120 28,980 32,263 5,191 1,908
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 1,384)
1,909 493 96 -517 609 1,488 1,198 -104 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.0 11.5 0.7 10.1 82.3 84.8 94.4 15.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
28 12 1 4 12 32 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,599,481
COMMITMENTS
1453957 455,280 3746410 5467956 6440297 10668323 10641987 931,158 957,495
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 138,237)
-125,693 40,554 130,633 78,808 4,995 83,748 176,182 54,489 -37,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 3.9 32.3 47.1 55.5 92.0 91.7 8.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
70 35 87 131 133 237 230
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 907,392
COMMITMENTS
100,676 81,879 52,125 631,693 683,501 784,494 817,505 122,898 89,887
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 24,240)
3,837 6,898 2,933 22,488 14,907 29,259 24,738 -5,019 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 9.0 5.7 69.6 75.3 86.5 90.1 13.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
127 115 105 241 246 425 410
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 258,025
COMMITMENTS
9,053 13,246 18,113 164,278 184,869 191,444 216,228 66,581 41,796
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 5,467)
1,880 4,418 852 3,874 1,365 6,606 6,635 -1,139 -1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 5.1 7.0 63.7 71.6 74.2 83.8 25.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
14 16 22 63 57 90 83
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,246,836
COMMITMENTS
489,714 374,767 138,458 2337078 2493160 2965251 3006385 281,586 240,452
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 93,865)
22,675 25,286 -2,482 93,067 67,710 113,261 90,514 -19,396 3,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 11.5 4.3 72.0 76.8 91.3 92.6 8.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
123 105 92 219 226 388 377
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 118,644
COMMITMENTS
18,378 3,728 1,652 85,521 110,969 105,551 116,349 13,093 2,295
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 2,005)
-1,102 130 1,430 1,956 609 2,284 2,169 -279 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 3.1 1.4 72.1 93.5 89.0 98.1 11.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
19 4 1 57 39 76 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 84,504
COMMITMENTS
26,513 5,133 2,234 49,029 74,179 77,776 81,545 6,728 2,958
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 647)
-2,095 1,602 659 2,667 -1,948 1,232 313 -585 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 6.1 2.6 58.0 87.8 92.0 96.5 8.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
83 23 18 73 71 163 105
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 422,518
COMMITMENTS
132,564 25,663 11,168 245,146 370,895 388,878 407,725 33,640 14,792
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 3,233)
-10,474 8,011 3,295 13,337 -9,742 6,158 1,565 -2,926 1,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 6.1 2.6 58.0 87.8 92.0 96.5 8.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
83 23 18 73 71 163 105
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 181,538
COMMITMENTS
98,598 36,255 9,524 39,916 113,236 148,038 159,015 33,499 22,523
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -12,861)
-20,008 7,587 1,144 8,715 -19,837 -10,149 -11,106 -2,712 -1,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.3 20.0 5.2 22.0 62.4 81.5 87.6 18.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
38 25 22 24 32 71 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 20,484
COMMITMENTS
2,249 2,642 127 11,976 7,070 14,352 9,839 6,132 10,645
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -289)
929 -1,642 127 -179 523 877 -992 -1,166 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 12.9 0.6 58.5 34.5 70.1 48.0 29.9 52.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 3 1 17 7 23 10
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 32,548
COMMITMENTS
5,526 6,453 189 20,850 17,622 26,565 24,264 5,983 8,284
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 3,586)
-1,067 3,202 -130 4,290 2,104 3,093 5,176 493 -1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 19.8 0.6 64.1 54.1 81.6 74.5 18.4 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 9 2 21 19 32 29
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 9,296
COMMITMENTS
5,857 991 0 2,390 8,127 8,247 9,118 1,049 178
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1,179)
-23 -386 0 -858 -708 -881 -1,094 -298 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.0 10.7 0.0 25.7 87.4 88.7 98.1 11.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 2 0 6 2 16 4
Updated October 5, 2012