BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,851
COMMITMENTS
45 131 21 3,173 3,163 3,239 3,315 612 536
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 372)
-6 23 5 351 300 350 328 22 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 3.4 0.5 82.4 82.1 84.1 86.1 15.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 3 14 12 18 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,690
COMMITMENTS
6,528 8,044 1,224 19,911 18,077 27,663 27,345 5,027 5,345
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 887)
8 147 62 1,123 824 1,193 1,033 -306 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 24.6 3.7 60.9 55.3 84.6 83.6 15.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 22 11 23 24 44 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 240,206
COMMITMENTS
73,690 56,972 35,866 103,058 112,102 212,614 204,940 27,592 35,266
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 2,169)
3,180 2,640 -1,789 1,195 2,698 2,586 3,549 -417 -1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 23.7 14.9 42.9 46.7 88.5 85.3 11.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
97 77 103 49 75 203 221
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,881
COMMITMENTS
111,148 68,472 47,173 146,591 157,568 304,912 273,213 28,969 60,668
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 521)
-292 49 618 1,208 -1,199 1,534 -532 -1,013 1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 20.5 14.1 43.9 47.2 91.3 81.8 8.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
125 87 124 86 159 281 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,111
COMMITMENTS
3,792 4,481 953 2,690 2,108 7,435 7,542 1,676 1,569
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 330)
281 500 -11 116 -193 386 296 -56 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 49.2 10.5 29.5 23.1 81.6 82.8 18.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 23 14 18 17 52 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,995
COMMITMENTS
18,408 6,544 5,550 8,833 9,207 32,791 21,301 7,204 18,694
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 2,314)
2,046 280 326 -219 637 2,153 1,243 161 1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 16.4 13.9 22.1 23.0 82.0 53.3 18.0 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
54 37 36 37 53 115 112
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 126,321
COMMITMENTS
7,958 412 3,193 114,890 122,408 126,041 126,013 280 308
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 5,265)
363 -191 0 4,760 5,551 5,123 5,360 142 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.3 2.5 91.0 96.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 1 15 15 18 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,101
COMMITMENTS
25,118 53,848 1,068 70,249 47,130 96,435 102,046 26,666 21,055
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 2,104)
2,079 2,160 205 2,343 -1,769 4,627 596 -2,523 1,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 43.7 0.9 57.1 38.3 78.3 82.9 21.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
21 15 2 23 22 45 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,577
COMMITMENTS
4,649 17,471 26 29,624 4,792 34,299 22,289 7,278 19,288
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -292)
-463 262 17 -1,082 577 -1,528 856 1,236 -1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 42.0 0.1 71.3 11.5 82.5 53.6 17.5 46.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 17 2 13 10 21 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,393
COMMITMENTS
24,219 41,547 32 103,179 84,011 127,430 125,590 2,963 4,803
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 6,548)
-928 -5,932 -69 7,616 12,997 6,619 6,996 -71 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 31.9 0.0 79.1 64.4 97.7 96.3 2.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
23 39 1 18 25 42 64
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 211,418
COMMITMENTS
23,373 65,007 602 174,545 108,900 198,520 174,509 12,898 36,909
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 11,563)
-671 5,110 -176 11,954 1,922 11,107 6,856 456 4,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 30.7 0.3 82.6 51.5 93.9 82.5 6.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
11 39 3 25 27 38 67
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 168,070
COMMITMENTS
78,355 19,493 32 64,244 124,129 142,631 143,654 25,439 24,416
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 4,537)
1,684 2,479 25 796 3,953 2,505 6,457 2,032 -1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 11.6 0.0 38.2 73.9 84.9 85.5 15.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 25 2 15 29 45 54
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 300,962
COMMITMENTS
28,396 188,426 1,361 238,254 51,069 268,011 240,856 32,951 60,106
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 6,699)
-1,374 3,461 230 6,489 966 5,345 4,657 1,354 2,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 62.6 0.5 79.2 17.0 89.1 80.0 10.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
27 83 13 46 44 84 129
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,955
COMMITMENTS
16,195 6,740 366 1,478 12,208 18,039 19,314 2,916 1,641
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 6,782)
5,537 1,111 0 936 5,820 6,473 6,931 309 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.3 32.2 1.7 7.1 58.3 86.1 92.2 13.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 13 2 1 9 15 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,833,803
COMMITMENTS
658,697 674,425 1435799 4886798 4752049 6981294 6862273 852,509 971,530
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 171,089)
296,396 -131,736 -92,453 -77,409 377,918 126,534 153,729 44,555 17,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 8.6 18.3 62.4 60.7 89.1 87.6 10.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
50 40 68 127 129 214 210
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 766,599
COMMITMENTS
59,805 105,451 20,546 563,699 543,855 644,050 669,852 122,549 96,747
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 10,758)
-1,635 4,978 4,011 5,149 -2,094 7,525 6,895 3,233 3,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 13.8 2.7 73.5 70.9 84.0 87.4 16.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
83 104 52 219 221 332 347
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 241,768
COMMITMENTS
13,027 17,309 1,269 159,149 173,748 173,445 192,326 68,323 49,442
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 4,366)
3,639 -1,130 129 487 3,861 4,255 2,860 111 1,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 7.2 0.5 65.8 71.9 71.7 79.5 28.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
11 10 6 52 50 67 62
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,624,154
COMMITMENTS
281,816 488,637 48,458 2022752 1850535 2353026 2387630 271,128 236,524
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 31,959)
-16,492 40,419 9,534 23,309 -29,777 16,351 20,176 15,608 11,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 18.6 1.8 77.1 70.5 89.7 91.0 10.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490)
81 103 43 198 204 301 328
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,621
COMMITMENTS
7,934 4,547 318 87,781 96,359 96,033 101,224 9,588 4,397
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 2,006)
683 -384 165 730 1,906 1,578 1,687 428 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 4.3 0.3 83.1 91.2 90.9 95.8 9.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
12 6 1 52 37 64 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 77,129
COMMITMENTS
15,374 3,863 2,163 49,293 65,035 66,830 71,061 10,299 6,068
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 7,971)
1,969 171 737 4,448 6,489 7,154 7,397 817 574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 5.0 2.8 63.9 84.3 86.6 92.1 13.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
60 29 13 70 88 134 126
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 11,477
COMMITMENTS
1,915 365 0 7,121 7,802 9,036 8,167 2,441 3,310
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,977)
714 0 0 1,329 1,550 2,043 1,550 -66 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 3.2 0.0 62.0 68.0 78.7 71.2 21.3 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 10 10 12 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 328,260
COMMITMENTS
76,778 26,974 1,329 210,861 286,166 288,968 314,469 39,292 13,791
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 29,970)
9,786 4,364 176 15,594 24,694 25,556 29,234 4,414 736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 8.2 0.4 64.2 87.2 88.0 95.8 12.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
59 30 11 62 85 124 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 135,321
COMMITMENTS
83,346 29,040 2,628 23,025 87,121 108,999 118,789 26,322 16,532
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 9,407)
4,625 3,845 5 2,499 6,472 7,129 10,322 2,278 -915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.6 21.5 1.9 17.0 64.4 80.5 87.8 19.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
27 21 2 11 27 40 48
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 23,372
COMMITMENTS
4,638 7,399 3 13,055 5,169 17,696 12,571 5,676 10,801
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 201)
756 -1,091 1 -414 -25 343 -1,115 -142 1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 31.7 0.0 55.9 22.1 75.7 53.8 24.3 46.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 8 1 17 6 24 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,709
COMMITMENTS
6,774 1,828 2,270 24,388 12,081 33,432 16,179 5,277 22,530
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -14)
-601 -1,062 -48 445 -834 -204 -1,944 190 1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 4.7 5.9 63.0 31.2 86.4 41.8 13.6 58.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 6 1 19 19 29 26
Updated January 20, 2012