Figure 1
LIVE HOGS - CHICAGO MERCANTILE EXCHANGE
COMMITMENTS OF TRADERS IN ALL FUTURES COMBINED AND INDICATED FUTURES. SEPTEMBER 29, 1989
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: TOTAL : REPORTABLE POSITIONS :
F :------------------------------------------------------------------------------------: NONREPORTABLE
U : : NON-COMMERCIAL : : : POSITIONS
T ------------------------------------------------: : :
U : OPEN : LONG OR SHORT: LONG AND SHORT: COMMERCIAL : TOTAL :
R : INTEREST: ONLY : (SPREADING) : : :
E : :-------------------------------------------------------------------------------------------
S : : LONG : SHORT : LONG : SHORT: LONG : SHORT : LONG : SHORT : LONG : SHORT
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: : (CONTRACTS OF 30,000 POUNDS)
ALL : 30,875: 10.386 2.910 2.521 2.521 4.045 6.347 16.952 11,778 : 13.923 19.097
OLD : 5,393: 2.251 922 O O 610 930 2.861 1,852 : 2.532 3.541
OTHER : 25,482: 9.601 3.454 1.055 1.055 3.435 5.417 14.091 9,926 : 11.391 15.556
: :
: : CHANGES IN COMMITMENTS FROM AUGUST 31, 1989
: :
ALL : 4,930: 3.590 -325 1.133 1.133 172 517 4.895 1,325: 35 3.605
: :
: : PERCENT OF OPEN INTEREST REPRESENTED BY EACH CATEGORY OF TRADERS
ALL : 100.0% : 33.6 9.4 8.2 8.2 13.1 20.6 54.9 38.1: 45.1 61.9
OLD : 100.0% : 41.7 17.1 0.0 0.0 11.3 17.2 53.1 34.3: 46.9 65.7
OTHER : 100.0% : 37.7 13.6 4.1 4.1 13.5 21.3 55.3 39.0: 44.7 61.0
:---------:
:NUMBER OF:
:TRADERS : NUMBER OF TRADERS IN EACH CATEGORY
:---------:
ALL : 99 : 51 21 19 19 11 18 74 48:
OLD : 33 : 17 7 0 0 4 6 21 13:
OTHER : 92 : 48 21 8 8 10 17 63 41:
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: CONCENTRATION RATIOS
: PERCENT OF OPEN INTEREST HELD BY THE INDICATED NUMBER OF LARGEST TRADERS
:-----------------------------------------------------------------------------------------------------------------
: BY GROSS POSITION : BY NET POSITION
:-----------------------------------------------------------------------------------------------------------------
: 4 OR LESS TRADERS : 8 OR LESS TRADERS : 4 OR LESS TRADERS : 8 OR LESS TRADERS
:-----------------------------------------------------------------------------------------------------------------
: LONG : SHORT : LONG : SHORT : LONG : SHORT : LONG : SHORT
:-----------------------------------------------------------------------------------------------------------------
ALL : 11.3 15.7 19.7 21.8 9.8 14.1 17.0 18.9
OLD : 18.0 20.1 31.3 29.1 18.0 20.1 30.9 29.1
OTHER : 13.0 16.7 21.4 23.3 11.3 14.5 18.2 19.7
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