BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,799
COMMITMENTS
8 152 11 3,097 3,021 3,116 3,184 683 615
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 624)
-1 9 -0 587 597 586 606 38 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.0 0.3 81.5 79.5 82.0 83.8 18.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 13 13 15 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,905
COMMITMENTS
9,032 4,108 12,866 27,414 25,277 49,312 42,252 5,593 12,653
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,454)
352 421 293 838 362 1,484 1,076 -29 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 7.5 23.4 49.9 46.0 89.8 77.0 10.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 16 19 38 35 71 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 306,231
COMMITMENTS
80,053 18,883 87,024 106,365 154,965 273,442 260,872 32,789 45,359
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -8,268)
-6,840 828 3,845 -4,997 -10,306 -7,992 -5,632 -276 -2,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 6.2 28.4 34.7 50.6 89.3 85.2 10.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
119 56 124 65 86 240 231
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 390,292
COMMITMENTS
101,081 31,737 103,791 155,339 190,261 360,211 325,788 30,081 64,503
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -3,601)
-6,438 3,016 2,579 956 -8,433 -2,903 -2,838 -699 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 8.1 26.6 39.8 48.7 92.3 83.5 7.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
128 74 124 114 163 288 326
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,392
COMMITMENTS
3,777 5,083 1,273 3,563 2,193 8,614 8,549 2,778 2,843
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -1,177)
-154 154 -791 -137 -258 -1,082 -895 -94 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 44.6 11.2 31.3 19.2 75.6 75.0 24.4 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 31 15 25 23 59 65
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,383
COMMITMENTS
12,935 2,748 7,226 7,753 6,740 27,913 16,715 6,470 17,668
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -671)
110 330 -347 -450 -656 -687 -673 15 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 8.0 21.0 22.5 19.6 81.2 48.6 18.8 51.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
49 27 48 39 39 111 102
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 134,737
COMMITMENTS
6,572 127 3,559 121,752 128,219 131,883 131,905 2,854 2,832
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 20,363)
-911 0 -1,494 22,259 20,717 19,854 19,223 509 1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.1 2.6 90.4 95.2 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 17 16 19 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 179,385
COMMITMENTS
36,027 48,841 7,639 106,667 98,647 150,333 155,127 29,053 24,259
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 16,527)
5,242 -611 1,303 10,170 17,429 16,715 18,121 -187 -1,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 27.2 4.3 59.5 55.0 83.8 86.5 16.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 14 8 25 34 50 54
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,801
COMMITMENTS
4,445 14,738 5,800 40,879 16,778 51,124 37,316 7,677 21,485
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 9,280)
-590 -646 2,533 8,519 4,528 10,462 6,415 -1,181 2,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 25.1 9.9 69.5 28.5 86.9 63.5 13.1 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 18 8 17 14 28 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 125,833
COMMITMENTS
17,609 40,503 2,516 102,879 77,569 123,004 120,588 2,829 5,245
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -4,398)
-610 1,422 1,371 -5,395 -6,347 -4,634 -3,554 236 -844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 32.2 2.0 81.8 61.6 97.8 95.8 2.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 32 11 22 25 51 66
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 222,220
COMMITMENTS
24,092 62,582 5,223 180,269 123,536 209,584 191,341 12,636 30,878
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 4,622)
-2,229 -6,055 963 7,520 10,699 6,254 5,607 -1,631 -985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 28.2 2.4 81.1 55.6 94.3 86.1 5.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
19 30 18 30 35 56 77
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 211,952
COMMITMENTS
52,176 16,692 9,511 130,771 156,833 192,459 183,036 19,493 28,916
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 21,983)
-4,074 -2,217 4,819 22,244 18,396 22,989 20,998 -1,006 986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.9 4.5 61.7 74.0 90.8 86.4 9.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
22 28 16 28 28 59 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 366,747
COMMITMENTS
35,998 151,731 41,216 253,145 108,310 330,359 301,257 36,388 65,490
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 26,832)
2,987 28,785 -4,762 26,241 1,823 24,466 25,846 2,367 986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 41.4 11.2 69.0 29.5 90.1 82.1 9.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
33 79 45 55 57 114 155
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,686
COMMITMENTS
11,148 5,765 551 15,164 19,901 26,863 26,217 1,823 2,469
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,089)
403 -1,123 550 -212 1,404 741 831 348 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 20.1 1.9 52.9 69.4 93.6 91.4 6.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 17 4 9 12 19 31
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,932,650
COMMITMENTS
372,193 937,829 6089557 7584436 6784422 14046185 13811808 886,465 1120842
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 394,285)
94,028 -10,229 244,763 -15,901 151,755 322,890 386,290 71,396 7,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 6.3 40.8 50.8 45.4 94.1 92.5 5.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
52 61 102 148 151 256 267
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,168,924
COMMITMENTS
71,141 102,500 89,264 857,188 839,325 1017592 1031089 151,332 137,836
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 92,984)
12,586 2,991 4,254 67,840 80,030 84,680 87,274 8,304 5,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 8.8 7.6 73.3 71.8 87.1 88.2 12.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
106 118 114 260 271 418 451
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 423,407
COMMITMENTS
34,596 15,640 31,209 266,652 305,658 332,458 352,508 90,950 70,900
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 12,975)
2,281 -2,753 -1,869 15,280 9,697 15,692 5,075 -2,717 7,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 3.7 7.4 63.0 72.2 78.5 83.3 21.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
21 24 37 79 70 120 111
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,727,585
COMMITMENTS
261,742 513,316 211,255 2952676 2668333 3425673 3392905 301,912 334,680
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 400,046)
27,463 4,656 54,675 262,801 351,665 344,940 410,996 55,106 -10,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 13.8 5.7 79.2 71.6 91.9 91.0 8.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
93 112 100 236 253 377 417
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 132,263
COMMITMENTS
7,936 5,422 244 115,071 121,573 123,251 127,239 9,013 5,024
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 15,095)
-458 2 212 17,870 14,880 17,624 15,094 -2,529 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.1 0.2 87.0 91.9 93.2 96.2 6.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
8 7 2 59 48 68 56
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 115,319
COMMITMENTS
12,949 3,869 4,235 78,651 88,814 95,835 96,918 19,483 18,401
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 20,146)
3,494 -762 2,843 13,137 15,784 19,474 17,866 671 2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 3.4 3.7 68.2 77.0 83.1 84.0 16.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
51 29 22 90 98 149 142
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 31,872
COMMITMENTS
2,946 538 0 13,950 30,126 16,896 30,664 14,976 1,208
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,981)
1,965 0 -50 -869 1,880 1,046 1,830 935 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.7 0.0 43.8 94.5 53.0 96.2 47.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 12 15 13 16
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 417,233
COMMITMENTS
64,352 30,991 6,840 323,504 293,439 394,696 331,269 22,538 85,964
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 90,823)
17,077 5,622 5,036 70,030 69,522 92,142 80,179 -1,319 10,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 7.4 1.6 77.5 70.3 94.6 79.4 5.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
50 30 21 86 97 144 141
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 160,586
COMMITMENTS
59,690 25,149 7,196 73,378 109,771 140,264 142,117 20,321 18,469
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 5,099)
6,674 1,836 -1,636 -649 5,615 4,389 5,815 709 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 15.7 4.5 45.7 68.4 87.3 88.5 12.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
22 24 15 29 31 61 60
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 22,552
COMMITMENTS
3,507 8,718 0 13,854 5,204 17,361 13,922 5,191 8,630
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -8,124)
-234 3,676 -1,511 -5,260 -4,445 -7,005 -2,280 -1,119 -5,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 38.7 0.0 61.4 23.1 77.0 61.7 23.0 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 8 0 15 5 22 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 30,842
COMMITMENTS
7,567 1,321 54 16,700 13,182 24,321 14,557 6,521 16,285
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -19,212)
3,463 -6,121 -2,223 -20,538 -3,567 -19,298 -11,911 86 -7,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 4.3 0.2 54.1 42.7 78.9 47.2 21.1 52.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 5 2 17 13 25 20
Updated December 16, 2011