BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,684
COMMITMENTS
427 102 100 4,340 4,855 4,868 5,058 816 626
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -45)
-51 -46 6 55 5 9 -35 -55 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.8 1.8 76.4 85.4 85.6 89.0 14.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 15 12 19 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,285
COMMITMENTS
6,109 3,365 12,687 28,405 25,217 47,201 41,268 6,084 12,017
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -648)
-822 -673 914 -827 -1,056 -735 -816 88 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 6.3 23.8 53.3 47.3 88.6 77.4 11.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 16 19 37 32 60 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 305,623
COMMITMENTS
79,603 39,570 86,293 110,315 138,133 276,211 263,995 29,412 41,628
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 9,555)
5,342 -3,237 4,652 -1,061 6,168 8,933 7,583 622 1,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 12.9 28.2 36.1 45.2 90.4 86.4 9.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
93 87 121 63 76 234 224
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 412,521
COMMITMENTS
121,857 33,725 99,443 159,787 202,499 381,087 335,667 31,435 76,854
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -20,487)
-1,415 -3,904 -19,423 245 -321 -20,593 -23,648 106 3,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 8.2 24.1 38.7 49.1 92.4 81.4 7.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444)
152 93 143 103 169 335 342
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,044
COMMITMENTS
3,758 3,462 1,763 2,734 3,044 8,255 8,269 1,789 1,775
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -198)
0 -1,545 73 -46 1,059 27 -413 -225 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 34.5 17.6 27.2 30.3 82.2 82.3 17.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
29 25 21 16 22 58 64
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 52,912
COMMITMENTS
22,065 3,925 13,173 9,379 12,119 44,616 29,217 8,296 23,695
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 3,314)
694 -298 1,654 324 728 2,673 2,085 641 1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 7.4 24.9 17.7 22.9 84.3 55.2 15.7 44.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
72 39 52 43 76 142 148
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,201
COMMITMENTS
0 4,131 10 6,565 2,008 6,575 6,149 625 1,051
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -787)
0 -760 7 -690 -90 -683 -843 -105 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 57.4 0.1 91.2 27.9 91.3 85.4 8.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 1 13 10 14 14
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 126,958
COMMITMENTS
10,081 992 3,193 113,221 122,691 126,495 126,876 463 82
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 96)
-70 458 0 -66 -257 -136 201 232 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.8 2.5 89.2 96.6 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 1 14 15 17 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,189
COMMITMENTS
36,981 34,765 5,697 49,596 68,237 92,274 108,700 36,915 20,489
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 1,589)
7,107 -14,616 1,544 -9,360 15,997 -709 2,925 2,298 -1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 26.9 4.4 38.4 52.8 71.4 84.1 28.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
33 11 7 23 28 60 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,859
COMMITMENTS
8,111 17,775 1,452 24,866 9,120 34,428 28,347 10,431 16,512
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 1,158)
2,060 703 -753 630 92 1,937 42 -778 1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 39.6 3.2 55.4 20.3 76.7 63.2 23.3 36.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 14 6 15 15 27 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 145,645
COMMITMENTS
44,614 10,507 3 95,669 131,536 140,286 142,046 5,359 3,599
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -4,922)
424 -12,202 2 -5,855 7,924 -5,429 -4,276 507 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 7.2 0.0 65.7 90.3 96.3 97.5 3.7 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
42 19 2 19 23 62 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 199,870
COMMITMENTS
28,194 61,130 1,696 150,184 108,108 180,074 170,933 19,796 28,937
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 2,319)
5,158 10,879 -1,829 -4,810 -5,056 -1,481 3,994 3,800 -1,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 30.6 0.8 75.1 54.1 90.1 85.5 9.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
22 31 10 29 28 59 61
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 187,706
COMMITMENTS
84,866 29,294 3,200 71,631 120,667 159,698 153,161 28,009 34,545
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 3,689)
3,978 5,397 -709 1,257 -1,141 4,526 3,548 -837 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 15.6 1.7 38.2 64.3 85.1 81.6 14.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
30 41 14 24 32 63 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 325,847
COMMITMENTS
31,956 169,376 26,568 230,968 65,197 289,491 261,141 36,356 64,706
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -29,703)
1,365 -17,200 -9,185 -22,074 -1,454 -29,894 -27,840 191 -1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 52.0 8.2 70.9 20.0 88.8 80.1 11.2 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
31 79 40 54 54 111 147
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,020
COMMITMENTS
28,201 4,866 380 1,992 28,240 30,573 33,486 4,447 1,534
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 3,393)
2,871 -5,667 0 196 9,153 3,067 3,486 326 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.5 13.9 1.1 5.7 80.6 87.3 95.6 12.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
22 12 2 3 10 27 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,915,719
COMMITMENTS
764,199 560,455 5626603 6574218 6715851 12965021 12902909 950,699 1012810
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 291,036)
57,249 -64,284 70,732 148,268 247,670 276,249 254,117 14,787 36,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 4.0 40.4 47.2 48.3 93.2 92.7 6.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
65 52 100 144 147 262 254
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 944,693
COMMITMENTS
73,504 101,431 77,773 661,891 656,847 813,168 836,052 131,524 108,641
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 29,691)
-2,507 -6,975 12,413 23,227 22,171 33,133 27,609 -3,442 2,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 10.7 8.2 70.1 69.5 86.1 88.5 13.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 556)
110 117 95 240 227 396 393
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 339,591
COMMITMENTS
11,398 23,652 32,719 212,870 240,578 256,987 296,949 82,604 42,642
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 18,706)
854 2,109 6,022 12,001 10,718 18,877 18,849 -171 -143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 7.0 9.6 62.7 70.8 75.7 87.4 24.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
14 21 27 71 64 101 96
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,025,509
COMMITMENTS
368,586 446,949 167,218 2245104 2081346 2780908 2695513 244,601 329,996
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 54,923)
-7,893 -36,509 23,043 56,129 57,264 71,279 43,798 -16,356 11,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 14.8 5.5 74.2 68.8 91.9 89.1 8.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
105 109 85 216 212 361 366
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,043
COMMITMENTS
10,231 5,278 1,784 87,290 99,030 99,305 106,092 10,738 3,951
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 436)
246 200 1,784 -1,238 -1,158 792 826 -356 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 4.8 1.6 79.3 90.0 90.2 96.4 9.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
12 7 1 51 35 63 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 94,375
COMMITMENTS
27,968 4,428 933 56,237 84,252 85,139 89,613 9,236 4,761
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 1,345)
2,454 453 -338 -1,256 777 860 892 485 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 4.7 1.0 59.6 89.3 90.2 95.0 9.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
83 30 13 83 86 170 125
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,736
COMMITMENTS
290 979 0 12,243 14,049 12,533 15,028 3,203 708
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 237)
-499 0 0 639 248 140 248 97 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 6.2 0.0 77.8 89.3 79.6 95.5 20.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 11 12 12 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 393,195
COMMITMENTS
139,842 18,694 3,217 219,969 351,016 363,028 372,927 30,167 20,268
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 5,537)
12,268 -230 806 -9,474 2,644 3,600 3,219 1,937 2,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 4.8 0.8 55.9 89.3 92.3 94.8 7.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
83 30 13 76 83 163 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,486
COMMITMENTS
94,200 18,589 5,795 22,859 112,136 122,855 136,520 34,631 20,966
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: -5,381)
-2,669 -961 -1,845 -4,729 -1,926 -9,243 -4,732 3,862 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.8 11.8 3.7 14.5 71.2 78.0 86.7 22.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
38 21 11 20 28 67 51
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 24,074
COMMITMENTS
4,697 7,810 501 12,862 5,869 18,060 14,180 6,014 9,894
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 2,239)
1,198 1,338 501 348 885 2,047 2,724 192 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 32.4 2.1 53.4 24.4 75.0 58.9 25.0 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 9 2 20 7 30 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,693
COMMITMENTS
12,282 1,259 2,472 24,717 11,635 39,471 15,366 5,222 29,327
CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST: 2,262)
4,982 -955 -2,482 315 -3,052 2,815 -6,489 -553 8,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 2.8 5.5 55.3 26.0 88.3 34.4 11.7 65.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 4 3 23 20 41 27
Updated February 10, 2012