BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,824
COMMITMENTS
49 103 64 3,088 3,101 3,201 3,269 623 555
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 115)
-1 3 2 222 189 223 194 -108 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.7 1.7 80.7 81.1 83.7 85.5 16.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 15 12 19 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,547
COMMITMENTS
7,560 3,139 11,290 25,210 24,318 44,060 38,746 6,487 11,800
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 1,973)
34 350 184 1,180 1,815 1,398 2,349 574 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 6.2 22.3 49.9 48.1 87.2 76.7 12.8 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
16 17 19 33 33 61 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 284,089
COMMITMENTS
68,908 39,265 75,659 109,094 126,942 253,660 241,866 30,429 42,223
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 6,904)
631 4,469 5,102 -1,352 -4,658 4,380 4,913 2,523 1,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 13.8 26.6 38.4 44.7 89.3 85.1 10.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
98 79 125 64 78 225 239
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 413,426
COMMITMENTS
109,206 41,650 113,783 157,723 188,677 380,712 344,110 32,714 69,316
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 14,153)
2,877 7,248 6,040 1,007 -3,582 9,924 9,706 4,229 4,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 10.1 27.5 38.2 45.6 92.1 83.2 7.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
119 92 137 108 163 304 331
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,864
COMMITMENTS
3,505 3,964 1,013 2,577 2,318 7,094 7,294 1,770 1,569
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 141)
-10 302 123 74 -21 187 404 -46 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 44.7 11.4 29.1 26.1 80.0 82.3 20.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 27 15 17 20 47 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,666
COMMITMENTS
16,418 3,879 9,233 9,429 9,559 35,081 22,672 7,585 19,994
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 3,095)
945 715 1,113 252 857 2,311 2,685 784 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 9.1 21.6 22.1 22.4 82.2 53.1 17.8 46.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
55 37 47 44 58 126 123
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 127,704
COMMITMENTS
7,595 603 3,193 116,778 123,505 127,566 127,301 138 403
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -4,475)
0 -621 0 -4,556 -3,839 -4,556 -4,460 81 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.5 2.5 91.4 96.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 1 15 15 17 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 126,443
COMMITMENTS
23,024 51,447 2,501 69,934 51,470 95,459 105,418 30,984 21,025
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -251)
-4,537 263 -887 2,785 2,760 -2,639 2,136 2,387 -2,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 40.7 2.0 55.3 40.7 75.5 83.4 24.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
18 18 8 25 24 48 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,676
COMMITMENTS
4,398 16,597 1,881 31,633 5,065 37,911 23,543 6,765 21,133
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 4,238)
1,157 899 12 4,950 1,103 6,119 2,014 -1,881 2,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 37.1 4.2 70.8 11.3 84.9 52.7 15.1 47.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 17 4 14 12 23 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 123,845
COMMITMENTS
25,147 47,479 101 95,563 71,014 120,811 118,594 3,034 5,251
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,223)
3,074 -423 59 -1,234 2,903 1,899 2,539 324 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 38.3 0.1 77.2 57.3 97.6 95.8 2.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
20 40 1 17 22 37 63
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 203,966
COMMITMENTS
24,083 59,812 2,298 164,102 108,524 190,483 170,634 13,483 33,333
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 5,412)
-3,702 468 -305 9,266 1,161 5,259 1,324 153 4,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 29.3 1.1 80.5 53.2 93.4 83.7 6.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
12 36 12 25 27 46 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 169,167
COMMITMENTS
76,641 16,838 2,134 65,703 121,790 144,479 140,763 24,689 28,405
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,507)
3,611 600 -1,051 -2,014 3,199 546 2,748 1,961 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 10.0 1.3 38.8 72.0 85.4 83.2 14.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
31 22 11 22 30 57 59
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 335,731
COMMITMENTS
30,778 183,920 30,160 239,789 57,752 300,727 271,832 35,003 63,898
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 6,268)
-9,647 5,751 -2,757 15,606 1,151 3,203 4,145 3,065 2,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 54.8 9.0 71.4 17.2 89.6 81.0 10.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
32 89 46 55 51 119 154
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 14,173
COMMITMENTS
10,658 5,629 366 542 6,388 11,566 12,383 2,607 1,790
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 3,361)
2,801 208 141 -145 3,404 2,797 3,753 564 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.2 39.7 2.6 3.8 45.1 81.6 87.4 18.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 13 2 2 9 15 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,153,109
COMMITMENTS
323,163 762,484 4742722 6221074 5622059 11286959 11127266 866,149 1025843
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 367,198)
107,138 27,362 294,534 -131,356 61,221 270,316 383,116 96,882 -15,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 6.3 39.0 51.2 46.3 92.9 91.6 7.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
43 64 97 138 141 241 247
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 870,628
COMMITMENTS
61,475 99,325 56,935 626,861 612,677 745,272 768,937 125,357 101,691
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -14,486)
4,422 6,652 -17,657 8,697 10,188 -4,538 -818 -9,948 -13,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 11.4 6.5 72.0 70.4 85.6 88.3 14.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551)
100 125 96 234 228 391 392
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 299,029
COMMITMENTS
9,919 18,735 23,703 193,535 204,163 227,157 246,601 71,872 52,428
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -5,368)
-23,794 -2,095 4,890 11,800 5,330 -7,105 8,125 1,737 -13,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 6.3 7.9 64.7 68.3 76.0 82.5 24.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
13 21 29 63 60 94 92
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,857,997
COMMITMENTS
297,827 443,001 126,111 2166634 2042569 2590572 2611681 267,425 246,316
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -45,592)
22,748 -74,597 5,596 -15,514 24,287 12,831 -44,714 -58,423 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 15.5 4.4 75.8 71.5 90.6 91.4 9.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 515)
97 115 83 209 209 352 361
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 103,622
COMMITMENTS
7,251 4,931 153 87,056 94,455 94,460 99,539 9,162 4,083
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -118)
490 -1,191 145 -533 1,176 102 130 -221 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 4.8 0.1 84.0 91.2 91.2 96.1 8.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
10 8 1 53 37 63 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,934
COMMITMENTS
13,403 3,699 1,534 45,402 59,088 60,339 64,321 9,595 5,613
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 16,403)
3,827 -466 1,177 8,703 13,146 13,708 13,857 2,695 2,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 5.3 2.2 64.9 84.5 86.3 92.0 13.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
53 28 16 74 86 135 122
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 9,501
COMMITMENTS
1,201 365 0 5,792 6,252 6,993 6,617 2,508 2,884
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 3.8 0.0 61.0 65.8 73.6 69.6 26.4 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 11 9 13 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 302,165
COMMITMENTS
66,986 22,647 1,694 198,051 264,180 266,732 288,521 35,434 13,645
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 34,508)
19,107 1,819 -89 14,557 34,471 33,575 36,201 933 -1,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 7.5 0.6 65.5 87.4 88.3 95.5 11.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
52 29 14 66 83 125 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,997
COMMITMENTS
78,467 24,687 5,023 23,038 83,076 106,528 112,786 25,468 19,211
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 4,381)
8,604 1,462 -2,004 -6,232 4,888 368 4,346 4,013 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.4 18.7 3.8 17.5 62.9 80.7 85.4 19.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
26 22 11 19 28 53 53
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 23,171
COMMITMENTS
3,882 8,490 2 13,469 5,194 17,353 13,686 5,818 9,485
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -383)
80 594 2 -390 -168 -308 428 -75 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 36.6 0.0 58.1 22.4 74.9 59.1 25.1 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 9 1 17 6 25 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,723
COMMITMENTS
7,375 2,890 2,318 23,943 12,915 33,636 18,123 5,087 20,600
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 1,368)
236 -885 778 1,082 2,382 2,096 2,275 -728 -907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 7.5 6.0 61.8 33.4 86.9 46.8 13.1 53.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 7 1 22 20 32 27
Updated January 13, 2012