BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,420
COMMITMENTS
159 429 36 2,628 2,533 2,822 2,997 598 423
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,057)
-27 -251 -42 -870 -849 -940 -1,142 -118 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 12.5 1.0 76.8 74.0 82.5 87.6 17.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 10 11 12 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,706
COMMITMENTS
6,701 1,430 11,936 25,310 27,877 43,947 41,243 6,759 9,463
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -9,198)
-2,778 124 -2,461 -3,266 -5,439 -8,505 -7,776 -694 -1,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 2.8 23.5 49.9 55.0 86.7 81.3 13.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 6 20 38 39 67 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 300,548
COMMITMENTS
68,210 36,599 80,460 120,399 138,421 269,070 255,480 31,478 45,068
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 4,868)
321 6,474 -3,645 5,152 416 1,828 3,245 3,041 1,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 12.2 26.8 40.1 46.1 89.5 85.0 10.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
104 74 127 58 81 226 239
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 413,292
COMMITMENTS
101,912 50,661 114,459 166,671 182,411 383,042 347,530 30,250 65,761
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 9,241)
6,506 4,089 52 1,099 2,746 7,657 6,888 1,584 2,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 12.3 27.7 40.3 44.1 92.7 84.1 7.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
112 104 144 96 156 284 340
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,517
COMMITMENTS
3,992 3,977 735 3,163 2,336 7,890 7,048 1,628 2,469
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -99)
24 -894 53 47 549 125 -292 -224 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 41.8 7.7 33.2 24.5 82.9 74.1 17.1 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 33 14 16 18 48 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,195
COMMITMENTS
10,309 5,754 7,616 10,537 7,882 28,462 21,253 7,733 14,943
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 357)
17 -84 -61 -91 209 -135 64 492 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 15.9 21.0 29.1 21.8 78.6 58.7 21.4 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
32 33 48 44 53 104 119
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 103,363
COMMITMENTS
9,164 1,000 2,888 90,276 98,581 102,328 102,469 1,035 894
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -1,640)
-0 0 0 -1,498 -1,478 -1,498 -1,478 -142 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.0 2.8 87.3 95.4 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 1 3 18 15 25 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,353
COMMITMENTS
18,241 15,686 7,024 53,756 75,074 79,021 97,784 45,332 26,568
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 3,056)
-6,506 6,101 1,601 7,481 -3,936 2,576 3,766 481 -709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 12.6 5.6 43.2 60.4 63.5 78.6 36.5 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
26 17 16 34 32 64 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 61,980
COMMITMENTS
11,641 5,962 7,621 21,607 34,370 40,869 47,953 21,111 14,027
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 5,518)
-1,768 1,115 3,287 3,976 1,189 5,495 5,591 23 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 9.6 12.3 34.9 55.5 65.9 77.4 34.1 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 9 9 15 15 32 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,130
COMMITMENTS
34,163 20,917 1,463 68,644 79,808 104,270 102,188 6,860 8,942
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -225)
-6,791 843 969 5,805 -2,525 -17 -713 -208 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 18.8 1.3 61.8 71.8 93.8 92.0 6.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
18 38 9 24 18 45 64
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 118,499
COMMITMENTS
30,272 44,083 3,345 58,986 46,739 92,602 94,167 25,897 24,332
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 16,513)
-796 13,407 1,100 21,690 -1,006 21,993 13,500 -5,480 3,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 37.2 2.8 49.8 39.4 78.1 79.5 21.9 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
26 27 13 32 30 64 64
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 137,956
COMMITMENTS
47,859 15,003 7,767 53,007 80,388 108,633 103,158 29,323 34,798
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -2,341)
-6,146 2,081 1,034 6,883 -8,663 1,771 -5,548 -4,112 3,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 10.9 5.6 38.4 58.3 78.7 74.8 21.3 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
34 28 21 32 22 77 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 272,472
COMMITMENTS
33,630 66,177 45,005 142,555 98,464 221,189 209,645 51,282 62,827
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 44,068)
-9,597 24,490 8,397 49,580 3,221 48,381 36,108 -4,314 7,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 24.3 16.5 52.3 36.1 81.2 76.9 18.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
42 68 55 60 61 133 153
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 33,956
COMMITMENTS
20,641 15,842 69 12,535 17,630 33,245 33,541 711 415
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -5,455)
2,125 2,982 -5,020 -2,355 -3,776 -5,250 -5,814 -205 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 46.7 0.2 36.9 51.9 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 2 5 6 14 9
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,939
COMMITMENTS
19,215 1,545 14 4,090 24,315 23,319 25,874 4,620 2,065
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 1,083)
1,262 157 -57 -535 256 670 356 413 727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.8 5.5 0.1 14.6 87.0 83.5 92.6 16.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 7 1 9 9 29 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,147,369
COMMITMENTS
784,806 807,283 7495122 8983340 8816986 17263268 17119391 884,101 1027978
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 445,798)
-48,837 78,244 389,358 116,874 -10,480 457,395 457,122 -11,597 -11,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 4.4 41.3 49.5 48.6 95.1 94.3 4.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
58 67 114 153 158 277 285
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,444,454
COMMITMENTS
60,169 162,557 139,693 1068514 976,666 1268376 1278917 176,078 165,537
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 103,226)
1,666 2,068 23,392 66,541 72,645 91,599 98,106 11,626 5,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 11.3 9.7 74.0 67.6 87.8 88.5 12.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636)
95 161 109 260 274 425 476
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 592,088
COMMITMENTS
25,058 74,004 51,468 426,235 367,984 502,762 493,456 89,326 98,632
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 59,818)
3,057 13,691 6,343 43,391 33,644 52,792 53,678 7,027 6,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 12.5 8.7 72.0 62.2 84.9 83.3 15.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
25 26 35 82 69 125 112
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,261,831
COMMITMENTS
402,423 669,638 214,255 3211395 3043411 3828073 3927304 433,758 334,527
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 217,036)
61,844 10,687 16,446 115,746 195,008 194,037 222,142 23,000 -5,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 15.7 5.0 75.4 71.4 89.8 92.2 10.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593)
88 150 93 234 262 381 446
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,251
COMMITMENTS
14,180 4,632 31 89,588 97,438 103,799 102,101 6,452 8,150
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 76)
3,719 -314 -1,046 -3,969 1,202 -1,296 -158 1,372 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 4.2 0.0 81.3 88.4 94.1 92.6 5.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
6 5 2 48 37 54 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 107,938
COMMITMENTS
7,678 6,849 2,098 86,403 87,589 96,179 96,536 11,759 11,402
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 4,180)
2,211 -1,252 -1,859 1,892 6,113 2,243 3,002 1,936 1,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.3 1.9 80.0 81.1 89.1 89.4 10.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
32 35 18 86 97 133 136
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,516
COMMITMENTS
570 1,634 44 24,186 18,674 24,799 20,352 2,717 7,164
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 219)
-159 -1,166 -9 244 0 76 -1,175 143 1,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 5.9 0.2 87.9 67.9 90.1 74.0 9.9 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 4 2 15 6 19 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 402,108
COMMITMENTS
40,897 31,426 4,917 311,084 344,575 356,899 380,918 45,210 21,190
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 19,803)
5,778 -6,501 -3,177 8,238 30,564 10,839 20,886 8,964 -1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 7.8 1.2 77.4 85.7 88.8 94.7 11.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
33 33 18 82 94 127 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,163
COMMITMENTS
61,827 13,876 8,955 39,332 97,351 110,115 120,183 30,048 19,980
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 11,826)
1,480 1,461 5,541 2,387 7,503 9,409 14,506 2,416 -2,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 9.9 6.4 28.1 69.5 78.6 85.7 21.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
30 15 12 19 26 52 50
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,150
COMMITMENTS
6,322 8,873 3,024 17,780 13,216 27,126 25,113 15,024 17,037
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 11,049)
-421 -2,520 3,024 -75 2,486 2,528 2,990 8,521 8,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 21.1 7.2 42.2 31.4 64.4 59.6 35.6 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 12 5 20 16 35 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 78,673
COMMITMENTS
13,550 2,898 1,644 23,181 59,611 38,375 64,153 40,298 14,520
CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 16,047)
-1,957 -755 856 4,583 7,581 3,482 7,682 12,565 8,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 3.7 2.1 29.5 75.8 48.8 81.5 51.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
16 7 4 28 32 46 41
Updated September 9, 2011