BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,900
COMMITMENTS
74 0 167 2,938 3,365 3,179 3,532 721 367
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 108)
6 -0 3 54 83 63 86 45 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 4.3 75.3 86.3 81.5 90.6 18.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 16 11 19 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,293
COMMITMENTS
6,491 2,434 11,791 22,922 26,540 41,204 40,765 8,089 8,528
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,098)
148 209 438 616 247 1,203 895 -105 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 4.9 23.9 46.5 53.8 83.6 82.7 16.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
22 9 21 36 31 66 53
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,178
COMMITMENTS
71,753 29,681 83,508 81,090 100,956 236,351 214,145 23,827 46,033
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -4,297)
-598 -1,321 -2,909 -1,093 -1,479 -4,601 -5,709 303 1,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 11.4 32.1 31.2 38.8 90.8 82.3 9.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
103 91 133 58 74 240 234
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 380,870
COMMITMENTS
93,467 52,781 108,004 145,230 164,159 346,702 324,944 34,168 55,925
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 16,185)
653 6,896 6,718 5,266 -509 12,636 13,105 3,548 3,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 13.9 28.4 38.1 43.1 91.0 85.3 9.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
115 101 157 122 155 321 356
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,783
COMMITMENTS
4,480 2,427 717 3,317 5,848 8,514 8,992 2,269 1,791
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,474)
486 217 155 407 980 1,049 1,352 425 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 22.5 6.6 30.8 54.2 79.0 83.4 21.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
42 22 12 30 32 82 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,996
COMMITMENTS
8,109 7,163 6,217 8,179 4,526 22,505 17,907 6,491 11,090
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -2,936)
729 304 -1,622 -1,581 -427 -2,474 -1,745 -462 -1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 24.7 21.4 28.2 15.6 77.6 61.8 22.4 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
33 40 39 47 42 100 109
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,761
COMMITMENTS
190 1,399 881 5,005 4,284 6,075 6,564 686 197
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 143)
20 -5 27 102 129 149 152 -6 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 20.7 13.0 74.0 63.4 89.9 97.1 10.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 8 12 12 12 25 26
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 85,252
COMMITMENTS
7,108 5,072 2,729 74,778 77,023 84,615 84,824 637 428
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -2,999)
-1,018 -235 403 -2,346 -3,196 -2,961 -3,028 -38 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 5.9 3.2 87.7 90.3 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 15 16 17 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 185,758
COMMITMENTS
87,011 5,883 10,194 46,850 150,642 144,055 166,719 41,702 19,038
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -8,840)
-12,138 -1,951 2,338 -815 -7,867 -10,616 -7,481 1,776 -1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 3.2 5.5 25.2 81.1 77.6 89.8 22.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
39 14 18 25 29 72 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,773
COMMITMENTS
11,785 9,419 118 10,469 17,343 22,372 26,880 16,401 11,893
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 923)
1,029 1,024 82 469 -623 1,580 483 -657 440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 24.3 0.3 27.0 44.7 57.7 69.3 42.3 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 8 3 9 12 21 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 202,456
COMMITMENTS
130,624 4,615 1,096 62,410 193,779 194,130 199,490 8,326 2,966
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -5,150)
-6,056 337 -5 1,199 -5,945 -4,862 -5,613 -288 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 2.3 0.5 30.8 95.7 95.9 98.5 4.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
78 14 8 18 17 101 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 174,707
COMMITMENTS
58,175 33,695 5,637 73,796 112,689 137,608 152,021 37,099 22,686
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 8,160)
1,966 -2,598 -441 2,346 13,003 3,871 9,964 4,289 -1,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 19.3 3.2 42.2 64.5 78.8 87.0 21.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 24 12 24 33 62 62
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 164,494
COMMITMENTS
19,724 55,991 9,674 121,105 43,971 150,503 109,635 13,991 54,859
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 10,407)
-5,964 13,289 259 18,174 -7,183 12,469 6,365 -2,062 4,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 34.0 5.9 73.6 26.7 91.5 66.6 8.5 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
19 43 21 29 25 60 77
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 264,788
COMMITMENTS
37,690 99,794 25,701 156,161 75,373 219,552 200,868 45,235 63,920
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 4,611)
-223 2,527 204 5,492 287 5,473 3,019 -862 1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 37.7 9.7 59.0 28.5 82.9 75.9 17.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
41 74 54 58 64 134 157
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,703
COMMITMENTS
18,643 491 59 9,135 27,763 27,837 28,313 866 390
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,007)
-129 -5 0 957 1,092 828 1,087 179 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.0 1.7 0.2 31.8 96.7 97.0 98.6 3.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 1 1 8 9 17 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,023
COMMITMENTS
20,849 4,104 226 5,473 24,721 26,548 29,051 4,475 1,972
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,884)
321 -75 95 1,462 2,005 1,878 2,025 6 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 13.2 0.7 17.6 79.7 85.6 93.6 14.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
26 11 1 7 14 33 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,050,985
COMMITMENTS
1301686 438,971 3969088 5857555 6605904 11128329 11013963 922,656 1037022
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 60,532)
-83,001 41,153 82,955 71,347 -65,340 71,302 58,768 -10,770 1,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 3.6 32.9 48.6 54.8 92.3 91.4 7.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
65 38 87 130 135 235 230
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 947,313
COMMITMENTS
99,925 86,878 53,884 669,826 716,269 823,635 857,031 123,679 90,282
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 6,222)
3,869 2,208 -4,938 6,937 5,378 5,868 2,647 354 3,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 9.2 5.7 70.7 75.6 86.9 90.5 13.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607)
141 111 112 256 250 452 418
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 272,621
COMMITMENTS
9,887 9,883 20,087 175,813 200,246 205,788 230,216 66,834 42,405
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 25)
-78 -4,460 904 2,343 199 3,169 -3,357 -3,144 3,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.6 7.4 64.5 73.5 75.5 84.4 24.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
21 10 25 69 62 98 89
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,373,460
COMMITMENTS
459,622 394,411 159,550 2470063 2580116 3089235 3134077 284,226 239,383
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 30,987)
-1,725 11,877 -7,751 22,968 25,892 13,492 30,018 17,494 968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 11.7 4.7 73.2 76.5 91.6 92.9 8.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559)
128 107 99 232 226 412 380
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 113,941
COMMITMENTS
14,105 3,278 2,259 85,256 105,886 101,620 111,423 12,321 2,518
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 1,231)
-744 0 1,471 -592 -89 135 1,382 1,096 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 2.9 2.0 74.8 92.9 89.2 97.8 10.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
17 3 1 57 37 74 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,144
COMMITMENTS
16,870 7,008 1,413 51,277 64,858 69,560 73,279 6,584 2,865
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 11)
-570 -319 -73 959 658 316 266 -305 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 9.2 1.9 67.3 85.2 91.4 96.2 8.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
58 33 17 73 74 139 116
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 380,719
COMMITMENTS
84,351 35,039 7,064 256,386 324,292 347,801 366,395 32,918 14,324
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 56)
-2,851 -1,597 -363 4,793 3,288 1,579 1,328 -1,524 -1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 9.2 1.9 67.3 85.2 91.4 96.2 8.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
58 33 17 73 74 139 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 188,883
COMMITMENTS
90,519 38,834 6,792 57,506 117,763 154,817 163,389 34,066 25,494
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 4,904)
7,020 28 -500 -7,186 5,827 -665 5,355 5,569 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 20.6 3.6 30.4 62.3 82.0 86.5 18.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
31 29 19 23 35 64 73
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,071
COMMITMENTS
7,143 7,312 0 17,403 7,939 24,546 15,251 5,525 14,820
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 4,436)
3,579 2,767 0 867 111 4,446 2,878 -10 1,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 24.3 0.0 57.9 26.4 81.6 50.7 18.4 49.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 5 0 17 9 27 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 33,463
COMMITMENTS
10,084 6,053 182 17,141 18,868 27,407 25,103 6,056 8,360
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: 2,018)
3,301 32 -59 -1,101 -505 2,141 -532 -123 2,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 18.1 0.5 51.2 56.4 81.9 75.0 18.1 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
13 9 2 23 20 36 31
Updated November 2, 2012