BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,175
COMMITMENTS
9 143 11 2,510 2,425 2,530 2,579 644 596
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -512)
-147 -69 2 -326 -305 -471 -372 -41 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.5 0.3 79.1 76.4 79.7 81.2 20.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 13 11 15 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,450
COMMITMENTS
8,680 3,688 12,573 26,575 24,915 47,829 41,176 5,622 12,275
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -6,513)
-1,406 641 -1,127 -3,249 -4,266 -5,782 -4,752 -731 -1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 6.9 23.5 49.7 46.6 89.5 77.0 10.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
26 12 20 37 35 69 61
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 314,499
COMMITMENTS
86,893 18,054 83,179 111,362 165,271 281,434 266,505 33,065 47,994
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -263)
1,569 -1,922 -647 -458 2,691 463 121 -726 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 5.7 26.4 35.4 52.6 89.5 84.7 10.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
115 66 118 70 92 256 228
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 393,893
COMMITMENTS
107,519 28,721 101,212 154,383 198,694 363,114 328,626 30,779 65,267
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -20,108)
-6,706 -1,421 -16,039 1,819 -3,036 -20,926 -20,497 818 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 7.3 25.7 39.2 50.4 92.2 83.4 7.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
141 61 122 112 170 305 312
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 12,568
COMMITMENTS
3,931 4,929 2,064 3,701 2,451 9,696 9,444 2,872 3,124
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,154)
231 345 577 517 95 1,326 1,018 828 1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 39.2 16.4 29.4 19.5 77.1 75.1 22.9 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
30 28 21 27 23 67 68
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,054
COMMITMENTS
12,825 2,419 7,573 8,202 7,397 28,600 17,388 6,455 17,666
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -451)
-1,029 -238 -555 910 380 -674 -412 223 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 6.9 21.6 23.4 21.1 81.6 49.6 18.4 50.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
46 29 45 40 43 111 103
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 114,375
COMMITMENTS
7,483 127 5,053 99,494 107,503 112,030 112,683 2,345 1,692
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,820)
21 0 984 23 726 1,028 1,710 1,792 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.1 4.4 87.0 94.0 97.9 98.5 2.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 15 16 18 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 162,858
COMMITMENTS
30,786 49,452 6,336 96,497 81,218 133,618 137,006 29,240 25,852
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 7,270)
838 -5,841 703 5,438 12,024 6,980 6,886 290 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 30.4 3.9 59.3 49.9 82.0 84.1 18.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
22 17 12 27 33 56 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,521
COMMITMENTS
5,036 15,384 3,267 32,360 12,250 40,663 30,901 8,858 18,620
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 5,976)
-176 1,521 -74 6,136 2,173 5,886 3,620 90 2,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 31.1 6.6 65.3 24.7 82.1 62.4 17.9 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 18 8 16 15 27 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,231
COMMITMENTS
18,219 39,081 1,145 108,274 83,916 127,638 124,142 2,593 6,089
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 9,337)
11,680 -3,698 350 -2,548 12,995 9,482 9,647 -145 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 30.0 0.9 83.1 64.4 98.0 95.3 2.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
18 28 4 22 25 42 57
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 217,598
COMMITMENTS
26,321 68,637 4,260 172,749 112,838 203,331 185,735 14,267 31,863
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 18,640)
2,676 -123 -742 16,467 18,818 18,401 17,953 239 687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 31.5 2.0 79.4 51.9 93.4 85.4 6.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
19 31 13 29 33 55 70
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 189,968
COMMITMENTS
56,250 18,909 4,692 108,528 138,438 169,469 162,038 20,499 27,930
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 11,189)
697 3,138 -511 12,350 8,870 12,536 11,496 -1,347 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 10.0 2.5 57.1 72.9 89.2 85.3 10.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
25 33 20 28 29 65 70
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 339,915
COMMITMENTS
33,011 122,946 45,978 226,904 106,486 305,893 275,411 34,022 64,504
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 5,696)
5,043 -1,951 3,732 -1,965 10,844 6,810 12,626 -1,115 -6,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 36.2 13.5 66.8 31.3 90.0 81.0 10.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
33 84 54 58 57 124 162
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,597
COMMITMENTS
10,745 6,888 1 15,376 18,497 26,122 25,386 1,475 2,211
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -680)
-273 -412 1 -443 -115 -715 -526 35 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 25.0 0.0 55.7 67.0 94.7 92.0 5.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 18 1 11 9 19 28
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,538,365
COMMITMENTS
278,165 948,057 5844794 7600337 6632666 13723296 13425517 815,069 1112847
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -315,290)
-147 -55,647 -54,096 -216,834 -73,427 -271,077 -183,171 -44,213 -132,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.5 40.2 52.3 45.6 94.4 92.3 5.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
43 67 101 148 152 253 267
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,075,940
COMMITMENTS
58,555 99,509 85,010 789,348 759,296 932,913 943,815 143,028 132,126
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 34,676)
9,859 -5,111 9,221 9,476 25,281 28,557 29,391 6,119 5,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 9.2 7.9 73.4 70.6 86.7 87.7 13.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
93 131 108 248 258 404 434
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 410,432
COMMITMENTS
32,315 18,393 33,078 251,373 295,962 316,766 347,433 93,667 63,000
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 30,669)
8,937 466 3,228 2,827 30,879 14,991 34,573 15,677 -3,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 4.5 8.1 61.2 72.1 77.2 84.7 22.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
18 26 35 76 69 114 110
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,327,538
COMMITMENTS
234,279 508,661 156,580 2689875 2316668 3080733 2981909 246,805 345,630
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 20,034)
24,452 -8,049 10,131 33,246 -27,991 67,828 -25,909 -47,794 45,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 15.3 4.7 80.8 69.6 92.6 89.6 7.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
86 120 95 225 236 366 396
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 117,168
COMMITMENTS
8,394 5,420 32 97,201 106,693 105,627 112,145 11,542 5,023
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -2,836)
-56 -146 23 -4,374 -2,173 -4,407 -2,296 1,571 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 4.6 0.0 83.0 91.1 90.1 95.7 9.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
8 6 1 52 38 60 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 95,173
COMMITMENTS
9,455 4,631 1,392 65,514 73,030 76,361 79,052 18,812 16,121
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 6,078)
1,800 -1,050 743 2,759 6,810 5,303 6,504 775 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 4.9 1.5 68.8 76.7 80.2 83.1 19.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
45 31 16 80 87 132 127
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 29,891
COMMITMENTS
981 538 50 14,819 28,246 15,850 28,834 14,041 1,057
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 814)
981 0 0 101 1,086 1,082 1,086 -268 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.8 0.2 49.6 94.5 53.0 96.5 47.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 12 13 14 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 326,410
COMMITMENTS
47,275 25,369 1,804 253,474 223,918 302,553 251,090 23,857 75,320
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 26,319)
9,001 -346 -1,188 13,291 28,622 21,104 27,088 5,215 -769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 7.8 0.6 77.7 68.6 92.7 76.9 7.3 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
45 31 15 77 83 128 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,487
COMMITMENTS
53,016 23,313 8,833 74,026 104,156 135,875 136,301 19,612 19,186
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 18,232)
18,878 1,831 3,221 -4,030 18,674 18,068 23,726 164 -5,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 15.0 5.7 47.6 67.0 87.4 87.7 12.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 24 17 30 32 60 64
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,676
COMMITMENTS
3,741 5,042 1,511 19,114 9,649 24,366 16,202 6,310 14,474
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 2,357)
357 -540 1,407 838 1,134 2,602 2,001 -245 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 16.4 4.9 62.3 31.5 79.4 52.8 20.6 47.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 8 4 21 11 31 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,054
COMMITMENTS
4,104 7,442 2,277 37,238 16,749 43,619 26,468 6,435 23,586
CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 827)
-633 -981 629 2,641 -465 2,637 -817 -1,810 1,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 14.9 4.5 74.4 33.5 87.1 52.9 12.9 47.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 10 6 36 21 47 34
Updated December 9, 2011