MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,885
COMMITMENTS
6,077 2,140 11,080 21,529 25,719 38,686 38,940 8,200 7,946
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -5,922)
-677 -103 -1,031 -4,470 -3,982 -6,178 -5,116 256 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 4.6 23.6 45.9 54.9 82.5 83.1 17.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
27 5 20 35 30 65 52
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 280,939
COMMITMENTS
65,619 42,568 102,077 86,101 93,868 253,798 238,513 27,141 42,426
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 2,111)
-1,272 -6,452 3,398 -683 1,429 1,443 -1,625 668 3,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 15.2 36.3 30.6 33.4 90.3 84.9 9.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
90 94 124 59 79 227 233
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 344,149
COMMITMENTS
86,497 56,894 88,653 139,256 150,201 314,406 295,748 29,743 48,401
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -28,029)
2,797 3,800 -24,044 -3,496 -5,394 -24,743 -25,638 -3,286 -2,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 16.5 25.8 40.5 43.6 91.4 85.9 8.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
114 111 142 117 146 305 341
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,322
COMMITMENTS
3,049 2,557 342 2,407 2,912 5,798 5,811 1,523 1,511
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 129)
-18 431 49 193 -118 223 361 -94 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 34.9 4.7 32.9 39.8 79.2 79.4 20.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
31 20 10 22 23 61 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,311
COMMITMENTS
6,831 8,795 8,601 11,602 4,870 27,034 22,266 7,276 12,045
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -1,019)
-154 622 -874 26 -369 -1,002 -621 -17 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 25.6 25.1 33.8 14.2 78.8 64.9 21.2 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
24 60 42 49 40 101 124
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,192
COMMITMENTS
392 1,251 772 4,280 3,944 5,443 5,967 749 226
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -1,524)
-155 -529 -3 -1,269 -942 -1,427 -1,474 -97 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 20.2 12.5 69.1 63.7 87.9 96.4 12.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 7 10 12 11 23 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 88,004
COMMITMENTS
7,824 5,072 2,326 77,352 80,164 87,502 87,562 502 442
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 125)
-48 0 0 167 155 119 155 6 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 5.8 2.6 87.9 91.1 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 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 204,215
COMMITMENTS
106,227 9,346 5,889 45,361 168,035 157,477 183,270 46,738 20,945
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -6,958)
-6,684 -501 -273 470 -7,812 -6,487 -8,586 -471 1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 4.6 2.9 22.2 82.3 77.1 89.7 22.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
44 19 17 27 31 81 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,266
COMMITMENTS
11,676 11,982 3 9,709 11,397 21,388 23,382 14,878 12,884
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -2,548)
-965 -1,568 -245 363 -2,918 -848 -4,731 -1,701 2,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 33.0 0.0 26.8 31.4 59.0 64.5 41.0 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 8 1 8 9 17 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 209,257
COMMITMENTS
139,392 3,000 480 60,114 202,765 199,986 206,245 9,271 3,012
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -707)
1,406 879 -250 -2,039 -1,816 -883 -1,187 176 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.6 1.4 0.2 28.7 96.9 95.6 98.6 4.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
100 8 4 15 21 117 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 170,252
COMMITMENTS
55,446 31,742 3,667 72,368 115,304 131,482 150,714 38,771 19,539
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -18,803)
-8,933 -2,366 -1,834 -2,216 -14,740 -12,983 -18,940 -5,820 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 18.6 2.2 42.5 67.7 77.2 88.5 22.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
35 25 13 23 33 64 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 137,490
COMMITMENTS
40,613 27,116 4,458 70,399 68,623 115,470 100,197 22,020 37,293
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -16,129)
-12,156 5,198 -987 3,242 -21,180 -9,901 -16,969 -6,228 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 19.7 3.2 51.2 49.9 84.0 72.9 16.0 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
20 35 14 27 25 57 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 267,868
COMMITMENTS
39,941 115,446 24,663 157,201 70,690 221,805 210,799 46,063 57,068
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -5,535)
-6,162 13,511 -7,487 9,299 -9,211 -4,349 -3,188 -1,186 -2,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 43.1 9.2 58.7 26.4 82.8 78.7 17.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
42 68 48 53 60 125 146
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,795
COMMITMENTS
18,573 532 59 1,429 19,722 20,061 20,313 734 482
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,707)
1,316 -15,981 31 265 17,624 1,612 1,674 95 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.3 2.6 0.3 6.9 94.8 96.5 97.7 3.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 1 1 5 8 13 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,498
COMMITMENTS
21,075 4,365 137 3,857 24,123 25,069 28,625 5,429 1,873
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -3,673)
-4,223 448 -89 401 -3,997 -3,911 -3,638 238 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 14.3 0.4 12.6 79.1 82.2 93.9 17.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
25 12 1 5 13 31 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,752,347
COMMITMENTS
1448641 439,379 3820868 5521118 6502566 10790626 10762813 961,721 989,534
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 152,866)
-5,317 -15,901 74,458 53,162 62,270 122,303 120,826 30,563 32,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 3.7 32.5 47.0 55.3 91.8 91.6 8.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
69 37 88 130 133 236 233
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 917,063
COMMITMENTS
95,199 76,853 54,702 645,144 700,449 795,045 832,005 122,018 85,059
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 9,671)
-5,477 -5,026 2,577 13,450 16,948 10,551 14,499 -879 -4,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 8.4 6.0 70.3 76.4 86.7 90.7 13.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
146 108 120 247 248 446 424
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 266,030
COMMITMENTS
10,253 8,388 20,149 168,709 198,199 199,111 226,736 66,919 39,293
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 8,005)
1,200 -4,859 2,036 4,431 13,330 7,667 10,508 338 -2,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.2 7.6 63.4 74.5 74.8 85.2 25.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
20 11 24 63 59 93 85
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,255,168
COMMITMENTS
447,853 365,451 149,642 2382175 2511248 2979671 3026341 275,498 228,827
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 8,332)
-41,861 -9,316 11,184 45,097 18,088 14,420 19,956 -6,088 -11,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 11.2 4.6 73.2 77.1 91.5 93.0 8.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564)
136 105 109 226 226 410 392
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 113,506
COMMITMENTS
16,206 3,407 263 84,869 107,126 101,338 110,796 12,168 2,710
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -5,138)
-2,172 -321 -1,389 -652 -3,843 -4,213 -5,553 -925 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 3.0 0.2 74.8 94.4 89.3 97.6 10.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
17 3 1 55 39 72 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 82,173
COMMITMENTS
24,516 7,641 2,295 48,962 69,256 75,774 79,192 6,399 2,980
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -2,331)
-1,997 2,509 62 -67 -4,923 -2,002 -2,353 -329 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 9.3 2.8 59.6 84.3 92.2 96.4 7.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
78 39 19 77 79 163 129
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 410,863
COMMITMENTS
122,580 38,207 11,477 244,812 346,279 378,868 395,962 31,995 14,901
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -11,654)
-9,984 12,544 309 -334 -24,616 -10,009 -11,763 -1,645 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 9.3 2.8 59.6 84.3 92.2 96.4 7.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
78 39 19 77 79 163 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 177,270
COMMITMENTS
78,525 39,675 7,077 61,520 103,566 147,123 150,318 30,147 26,952
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -4,268)
-20,073 3,420 -2,447 21,604 -9,671 -916 -8,698 -3,352 4,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 22.4 4.0 34.7 58.4 83.0 84.8 17.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
31 30 19 24 31 63 72
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 20,785
COMMITMENTS
2,489 2,224 0 12,380 7,428 14,869 9,652 5,916 11,133
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 301)
240 -418 -127 404 358 517 -187 -216 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 10.7 0.0 59.6 35.7 71.5 46.4 28.5 53.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 3 0 18 8 24 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,541
COMMITMENTS
4,182 6,405 70 24,649 18,657 28,901 25,132 5,640 9,409
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 1,993)
-1,344 -48 -119 3,799 1,035 2,336 868 -343 1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 18.5 0.2 71.4 54.0 83.7 72.8 16.3 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 9 1 23 18 34 27
Updated October 12, 2012