BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,735
COMMITMENTS
0 163 17 3,154 2,960 3,171 3,140 564 595
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 179)
0 5 12 238 116 250 133 -71 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.5 84.4 79.3 84.9 84.1 15.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 12 11 14 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,756
COMMITMENTS
8,020 8,950 1,027 19,950 18,044 28,997 28,021 4,759 5,735
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 348)
28 -790 72 -296 1,061 -196 343 544 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 26.5 3.0 59.1 53.5 85.9 83.0 14.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
16 16 11 29 28 51 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 236,595
COMMITMENTS
72,855 38,778 38,099 99,825 122,029 210,779 198,906 25,816 37,689
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -13,116)
-7,696 4,504 -4,213 3,738 -11,449 -8,171 -11,158 -4,945 -1,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 16.4 16.1 42.2 51.6 89.1 84.1 10.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
89 66 100 52 76 196 210
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 310,904
COMMITMENTS
103,089 61,148 38,584 145,090 157,738 286,763 257,470 24,141 53,434
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -290)
-2,307 4,347 1,153 3,135 -4,687 1,981 813 -2,271 -1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 19.7 12.4 46.7 50.7 92.2 82.8 7.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
95 90 108 85 143 244 290
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,051
COMMITMENTS
3,721 5,243 910 3,383 1,944 8,014 8,097 2,037 1,954
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,132)
-109 188 -245 -98 -201 -452 -258 -680 -874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 52.2 9.1 33.7 19.3 79.7 80.6 20.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 28 11 22 18 54 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,297
COMMITMENTS
12,868 4,524 4,044 7,727 6,073 24,639 14,641 5,658 15,656
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 249)
263 272 -245 403 92 421 119 -172 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 14.9 13.3 25.5 20.0 81.3 48.3 18.7 51.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
39 28 37 32 35 94 89
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 119,621
COMMITMENTS
6,938 1,547 3,193 108,952 114,082 119,083 118,822 538 799
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -8,490)
366 1,420 -366 -6,174 -7,511 -6,174 -6,457 -2,316 -2,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 1.3 2.7 91.1 95.4 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 16 14 18 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 174,254
COMMITMENTS
21,428 48,296 10,554 90,485 93,717 122,467 152,567 51,787 21,687
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 825)
-14,359 -876 5,057 -14,584 -1,941 -23,886 2,240 24,711 -1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 27.7 6.1 51.9 53.8 70.3 87.6 29.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
20 16 4 26 33 50 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 33,020
COMMITMENTS
10,417 13,553 30 15,149 2,522 25,596 16,105 7,424 16,915
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -23,082)
5,412 -1,933 -3,981 -24,961 -13,343 -23,530 -19,257 448 -3,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 41.0 0.1 45.9 7.6 77.5 48.8 22.5 51.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 13 1 10 8 17 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,352
COMMITMENTS
20,177 38,979 24 93,742 71,196 113,943 110,199 2,409 6,153
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -9,481)
2,568 -1,524 -2,492 -9,137 -6,373 -9,061 -10,389 -420 908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 33.5 0.0 80.6 61.2 97.9 94.7 2.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 29 1 20 21 38 51
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 183,972
COMMITMENTS
26,533 52,472 116 143,472 104,008 170,121 156,596 13,851 27,376
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -34,231)
2,751 -10,819 -3,322 -35,774 -17,631 -36,345 -31,772 2,114 -2,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 28.5 0.1 78.0 56.5 92.5 85.1 7.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 31 5 23 23 41 57
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 132,006
COMMITMENTS
52,148 27,672 1 62,663 79,993 114,812 107,666 17,194 24,340
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -72,812)
-101 11,023 -6,681 -65,053 -74,678 -71,835 -70,336 -977 -2,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 21.0 0.0 47.5 60.6 87.0 81.6 13.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 23 1 13 22 33 45
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 266,597
COMMITMENTS
49,557 163,254 977 188,839 45,720 239,373 209,951 27,224 56,646
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -61,143)
14,050 11,290 -14,104 -56,102 -55,295 -56,156 -58,109 -4,987 -3,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 61.2 0.4 70.8 17.1 89.8 78.8 10.2 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
30 67 10 42 37 79 107
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 9,442
COMMITMENTS
5,735 5,123 225 1,834 1,811 7,794 7,159 1,648 2,283
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -19,244)
-5,413 -642 -326 -13,330 -18,090 -19,069 -19,058 -175 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.7 54.3 2.4 19.4 19.2 82.5 75.8 17.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 14 1 5 3 14 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,560,266
COMMITMENTS
324,762 885,334 1416033 5062571 4281796 6803366 6583163 756,900 977,103
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,116,860)
-186,866 -193,411 -173,964 -714,688 -720,441 -1075518 -1087816 -41,342 -29,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 11.7 18.7 67.0 56.6 90.0 87.1 10.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
34 52 70 119 124 197 212
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 745,391
COMMITMENTS
58,312 95,575 25,282 532,445 514,982 616,039 635,840 129,351 109,551
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -277,994)
-13,038 -11,388 -14,220 -240,278 -236,043 -267,536 -261,651 -10,457 -16,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 12.8 3.4 71.4 69.1 82.6 85.3 17.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 509)
79 94 41 221 222 321 336
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 233,129
COMMITMENTS
20,460 20,744 1,284 141,131 152,370 162,875 174,398 70,254 58,731
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -109,038)
-14,136 2,868 -1,212 -80,828 -106,488 -96,176 -104,832 -12,862 -4,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 8.9 0.6 60.5 65.4 69.9 74.8 30.1 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
10 13 7 49 49 64 64
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,561,308
COMMITMENTS
264,668 449,566 44,582 1956572 1813060 2265822 2307208 295,486 254,100
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -844,778)
4,917 -71,855 -64,466 -797,252 -647,774 -856,801 -784,095 12,023 -60,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 17.6 1.7 76.4 70.8 88.5 90.1 11.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 485)
76 94 35 200 202 294 313
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 106,909
COMMITMENTS
6,641 6,139 32 91,506 96,719 98,179 102,890 8,730 4,019
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -25,338)
-1,295 717 -212 -23,562 -24,841 -25,069 -24,336 -269 -1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 5.7 0.0 85.6 90.5 91.8 96.2 8.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
7 8 1 49 37 56 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,165
COMMITMENTS
8,987 4,465 282 36,435 43,760 45,705 48,507 5,460 2,658
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -63,248)
-3,972 533 -3,744 -41,673 -44,450 -49,389 -47,661 -13,859 -15,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 8.7 0.6 71.2 85.5 89.3 94.8 10.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
43 23 8 64 75 109 104
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 255,825
COMMITMENTS
44,937 22,324 1,411 182,176 218,798 228,524 242,533 27,301 13,292
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -156,888)
-19,465 -8,982 -4,386 -138,614 -71,619 -162,465 -84,987 5,577 -71,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 8.7 0.6 71.2 85.5 89.3 94.8 10.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
43 23 8 64 75 109 104
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 104,817
COMMITMENTS
52,047 26,305 2,738 32,830 59,702 87,615 88,745 17,202 16,072
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -48,479)
-8,085 602 -1,225 -37,483 -47,017 -46,793 -47,640 -1,686 -839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.7 25.1 2.6 31.3 57.0 83.6 84.7 16.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
19 22 1 13 20 33 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 22,336
COMMITMENTS
3,253 8,333 3 13,010 4,624 16,266 12,960 6,070 9,376
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -216)
-254 -385 3 -844 -580 -1,095 -962 879 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 37.3 0.0 58.2 20.7 72.8 58.0 27.2 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 9 1 15 3 22 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 32,500
COMMITMENTS
7,340 3,118 1,188 18,678 14,273 27,206 18,579 5,294 13,921
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,658)
-227 1,797 1,134 1,978 1,091 2,885 4,022 -1,227 -2,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 9.6 3.7 57.5 43.9 83.7 57.2 16.3 42.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 9 2 19 16 29 26
Updated December 23, 2011