BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,923
COMMITMENTS
478 203 9 3,753 4,120 4,240 4,332 683 591
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 482)
163 54 -15 315 389 463 428 19 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 4.1 0.2 76.2 83.7 86.1 88.0 13.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 2 14 11 19 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,643
COMMITMENTS
6,305 8,370 1,191 22,348 19,357 29,844 28,918 4,799 5,725
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,557)
121 667 38 1,308 735 1,467 1,440 90 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 24.2 3.4 64.5 55.9 86.1 83.5 13.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
11 22 11 24 24 42 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 248,543
COMMITMENTS
78,279 60,052 40,585 102,832 113,616 221,696 214,253 26,847 34,290
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -1,396)
-280 -815 2,752 -2,138 -3,554 334 -1,617 -1,730 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 24.2 16.3 41.4 45.7 89.2 86.2 10.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
89 81 96 47 70 198 207
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 339,209
COMMITMENTS
123,790 68,943 42,383 144,362 164,943 310,535 276,269 28,674 62,940
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 3,592)
8,271 458 -3,947 126 6,020 4,450 2,531 -858 1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 20.3 12.5 42.6 48.6 91.5 81.4 8.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
130 97 115 84 162 282 321
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,079
COMMITMENTS
3,781 4,989 1,608 2,727 1,963 8,116 8,560 1,963 1,519
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 436)
-178 193 399 110 61 331 653 105 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 49.5 16.0 27.1 19.5 80.5 84.9 19.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
30 26 20 17 17 60 59
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,705
COMMITMENTS
21,110 6,915 7,754 8,700 10,245 37,564 24,914 7,141 19,791
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,401)
579 -185 1,009 -44 549 1,544 1,373 -143 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 15.5 17.3 19.5 22.9 84.0 55.7 16.0 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
64 39 43 31 61 124 125
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 122,493
COMMITMENTS
10,151 534 3,193 108,918 118,579 122,262 122,306 231 187
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,379)
1,126 118 0 283 1,284 1,409 1,402 -30 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 0.4 2.6 88.9 96.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 1 15 15 19 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 119,270
COMMITMENTS
30,140 49,549 1,703 54,905 48,260 86,748 99,512 32,522 19,758
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 2,106)
368 868 252 -7 228 613 1,348 1,493 758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 41.5 1.4 46.0 40.5 72.7 83.4 27.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
28 16 6 22 22 52 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,836
COMMITMENTS
6,477 17,699 591 23,108 8,173 30,176 26,463 10,660 14,373
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,522)
1,305 13 429 -1,637 2,898 97 3,340 1,425 -1,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 43.3 1.4 56.6 20.0 73.9 64.8 26.1 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 13 4 10 15 20 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,567
COMMITMENTS
44,190 22,709 1 101,524 123,612 145,715 146,322 4,852 4,245
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 8,053)
7,678 -6,385 1 -529 15,100 7,150 8,716 903 -663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 15.1 0.0 67.4 82.1 96.8 97.2 3.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
38 27 1 18 23 56 51
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 190,849
COMMITMENTS
23,698 49,912 598 151,492 111,212 175,788 161,722 15,061 29,127
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 809)
7,595 2,448 107 -7,289 494 413 3,049 396 -2,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 26.2 0.3 79.4 58.3 92.1 84.7 7.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
21 35 6 22 28 45 67
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 172,967
COMMITMENTS
81,054 24,385 14 65,159 118,220 146,227 142,619 26,740 30,348
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 20,906)
14,860 2,558 -30 385 17,782 15,215 20,310 5,691 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 14.1 0.0 37.7 68.3 84.5 82.5 15.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
22 33 4 16 31 42 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 305,328
COMMITMENTS
31,906 189,452 2,355 239,127 55,202 273,388 247,009 31,940 58,319
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -10,022)
607 -13,194 408 -9,308 4,383 -8,293 -8,403 -1,729 -1,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 62.0 0.8 78.3 18.1 89.5 80.9 10.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
25 78 14 46 50 82 131
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,627
COMMITMENTS
25,330 10,533 380 1,796 19,087 27,506 30,000 4,121 1,627
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 6,058)
5,098 3,233 14 81 2,822 5,193 6,069 865 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.1 33.3 1.2 5.7 60.4 87.0 94.9 13.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 14 2 3 12 25 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,056,074
COMMITMENTS
771,162 631,273 1530989 4886758 4991104 7188909 7153366 867,165 902,708
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 191,993)
43,518 -48,866 112,001 63,372 168,180 218,891 231,315 -26,898 -39,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 7.8 19.0 60.7 62.0 89.2 88.8 10.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
55 38 73 130 131 224 213
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 799,299
COMMITMENTS
76,615 109,187 22,303 572,547 570,406 671,465 701,895 127,835 97,404
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 4,305)
11,787 3,662 -6,151 -1,323 11,491 4,313 9,001 -8 -4,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 13.7 2.8 71.6 71.4 84.0 87.8 16.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
96 99 51 224 224 346 349
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 253,264
COMMITMENTS
10,528 22,020 1,246 163,386 192,069 175,160 215,335 78,104 37,929
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -5,017)
-7,380 2,768 10 -7,426 6,763 -14,796 9,541 9,779 -14,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 8.7 0.5 64.5 75.8 69.2 85.0 30.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
10 11 4 53 54 65 67
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,730,177
COMMITMENTS
379,103 484,499 56,618 2045803 1891683 2481524 2432800 248,653 297,377
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 46,611)
64,845 -26,521 183 30,517 23,638 95,545 -2,700 -48,934 49,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 17.7 2.1 74.9 69.3 90.9 89.1 9.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 501)
97 94 46 203 207 320 328
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 109,600
COMMITMENTS
9,985 5,078 0 88,524 100,185 98,509 105,263 11,091 4,337
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 460)
614 -525 -321 252 1,435 545 589 -85 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 4.6 0.0 80.8 91.4 89.9 96.0 10.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
14 6 0 53 36 67 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,933
COMMITMENTS
25,453 3,938 1,070 56,757 82,774 83,280 87,783 8,652 4,150
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 815)
2,745 46 -2,900 3,995 6,213 3,839 3,358 -3,025 -2,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 4.3 1.2 61.7 90.0 90.6 95.5 9.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
73 30 10 74 83 152 119
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,494
COMMITMENTS
789 979 0 11,604 13,801 12,393 14,780 3,101 714
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -522)
-2,971 123 0 2,031 2,705 -940 2,828 418 -3,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 6.3 0.0 74.9 89.1 80.0 95.4 20.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 11 12 13 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 382,193
COMMITMENTS
127,264 18,742 1,405 225,767 344,867 354,436 365,014 27,757 17,179
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 6,684)
13,723 -15,241 353 9,821 17,540 23,897 2,652 -17,213 4,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 4.9 0.4 59.1 90.2 92.7 95.5 7.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
73 31 9 67 81 144 117
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 150,115
COMMITMENTS
97,471 19,427 2,919 21,327 109,504 121,717 131,850 28,398 18,265
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 10,391)
6,528 -2,030 223 3,435 11,140 10,186 9,333 205 1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.9 12.9 1.9 14.2 72.9 81.1 87.8 18.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
36 20 5 16 28 56 49
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 21,835
COMMITMENTS
3,499 6,472 0 12,514 4,984 16,013 11,456 5,822 10,379
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -1,072)
-9 108 0 -1,344 -951 -1,353 -843 281 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 29.6 0.0 57.3 22.8 73.3 52.5 26.7 47.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 7 0 18 5 24 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,431
COMMITMENTS
7,300 2,214 4,954 24,402 14,687 36,656 21,855 5,775 20,576
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -1,176)
-2,570 443 1,741 990 2,316 161 4,500 -1,337 -5,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 5.2 11.7 57.5 34.6 86.4 51.5 13.6 48.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 7 4 22 22 36 31
Updated February 3, 2012