BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,883
COMMITMENTS
429 86 93 4,511 4,930 5,033 5,109 850 774
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 199)
2 -16 -7 171 75 165 51 34 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 1.5 1.6 76.7 83.8 85.6 86.8 14.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 14 11 18 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,208
COMMITMENTS
6,125 4,355 13,080 29,955 25,572 49,160 43,007 6,049 12,201
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,923)
16 990 393 1,550 356 1,959 1,739 -35 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 7.9 23.7 54.3 46.3 89.0 77.9 11.0 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 21 18 37 33 60 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 307,126
COMMITMENTS
78,992 35,847 88,534 108,918 139,910 276,443 264,291 30,683 42,835
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,504)
-612 -3,722 2,241 -1,397 1,777 232 296 1,271 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 11.7 28.8 35.5 45.6 90.0 86.1 10.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
95 83 127 65 78 240 232
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 427,455
COMMITMENTS
125,110 35,065 107,130 162,653 207,338 394,894 349,533 32,561 77,922
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 14,933)
3,253 1,339 7,687 2,866 4,839 13,807 13,865 1,127 1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 8.2 25.1 38.1 48.5 92.4 81.8 7.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 456)
160 95 149 105 173 344 352
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,170
COMMITMENTS
3,855 3,080 1,711 2,709 3,418 8,274 8,209 1,896 1,961
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 126)
97 -381 -52 -25 374 20 -60 107 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 30.3 16.8 26.6 33.6 81.4 80.7 18.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
24 27 19 16 23 57 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,971
COMMITMENTS
22,832 4,217 14,673 9,745 12,551 47,250 31,441 8,721 24,530
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 3,059)
767 292 1,500 366 432 2,634 2,224 425 835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 7.5 26.2 17.4 22.4 84.4 56.2 15.6 43.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
78 35 58 45 78 150 152
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 2,800
COMMITMENTS
251 1,088 106 1,526 1,151 1,884 2,345 916 455
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 38.9 3.8 54.5 41.1 67.3 83.8 32.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 5 10 6 18 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,042
COMMITMENTS
0 4,324 11 7,349 2,475 7,360 6,809 682 1,233
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 841)
0 193 1 784 466 785 660 56 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 53.8 0.1 91.4 30.8 91.5 84.7 8.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 6 1 14 10 15 16
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 127,670
COMMITMENTS
10,201 1,386 3,193 113,994 123,005 127,388 127,584 282 86
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 712)
120 394 0 773 314 893 708 -181 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.1 2.5 89.3 96.3 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 1 14 15 17 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 130,299
COMMITMENTS
38,544 28,883 5,728 48,565 73,798 92,836 108,409 37,463 21,890
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,110)
1,562 -5,882 31 -1,031 5,560 562 -291 548 1,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 22.2 4.4 37.3 56.6 71.2 83.2 28.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
34 11 8 23 26 60 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,276
COMMITMENTS
8,451 24,180 1,320 30,139 8,948 39,911 34,448 10,366 15,829
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 5,417)
341 6,404 -131 5,273 -173 5,482 6,100 -65 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 48.1 2.6 59.9 17.8 79.4 68.5 20.6 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 17 6 15 15 28 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 159,768
COMMITMENTS
52,461 11,222 650 98,555 142,047 151,666 153,919 8,102 5,849
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 14,123)
7,847 715 647 2,886 10,511 11,380 11,873 2,743 2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 7.0 0.4 61.7 88.9 94.9 96.3 5.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
47 19 2 20 22 68 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 196,862
COMMITMENTS
29,180 69,555 1,981 145,911 97,072 177,072 168,608 19,791 28,254
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -3,008)
986 8,426 285 -4,274 -11,035 -3,003 -2,325 -5 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 35.3 1.0 74.1 49.3 89.9 85.6 10.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
21 29 10 30 28 57 61
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 166,355
COMMITMENTS
64,129 34,804 4,103 75,059 88,063 143,292 126,971 23,063 39,384
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -21,351)
-20,737 5,510 903 3,428 -32,604 -16,406 -26,191 -4,945 4,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 20.9 2.5 45.1 52.9 86.1 76.3 13.9 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
19 46 14 26 28 56 77
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 334,469
COMMITMENTS
26,978 171,287 32,879 238,142 65,049 297,998 269,215 36,471 65,254
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 8,621)
-4,978 1,911 6,311 7,174 -148 8,507 8,074 115 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 51.2 9.8 71.2 19.4 89.1 80.5 10.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
26 84 45 57 56 115 153
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,704
COMMITMENTS
29,202 5,332 421 2,769 29,272 32,392 35,025 4,312 1,679
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,684)
1,001 466 41 777 1,032 1,819 1,539 -135 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.6 14.5 1.1 7.5 79.8 88.3 95.4 11.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
25 11 2 4 12 30 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,078,033
COMMITMENTS
793,812 519,333 5656082 6688067 6899672 13137961 13075087 940,072 1002946
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 162,313)
29,613 -41,122 29,479 113,848 183,821 172,940 172,178 -10,627 -9,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.7 40.2 47.5 49.0 93.3 92.9 6.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
72 50 101 144 146 266 253
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 951,720
COMMITMENTS
70,892 110,469 76,846 681,837 664,903 829,576 852,218 122,144 99,501
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 7,027)
-2,612 9,038 -927 19,946 8,055 16,407 16,167 -9,381 -9,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 11.6 8.1 71.6 69.9 87.2 89.5 12.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
109 126 107 245 238 411 414
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 332,115
COMMITMENTS
11,212 17,665 32,383 215,307 240,027 258,902 290,074 73,214 42,041
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -7,476)
-186 -5,987 -336 2,437 -551 1,915 -6,875 -9,391 -601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.3 9.8 64.8 72.3 78.0 87.3 22.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
16 21 30 73 67 106 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,098,021
COMMITMENTS
329,737 495,359 190,982 2332652 2124379 2853371 2810720 244,651 287,301
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 72,512)
-38,849 48,411 23,763 87,548 43,033 72,462 115,207 50 -42,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.0 6.2 75.3 68.6 92.1 90.7 7.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 533)
105 115 96 219 221 372 384
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 109,036
COMMITMENTS
12,169 5,584 0 85,527 99,147 97,696 104,731 11,340 4,305
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: -1,007)
1,938 306 -1,784 -1,762 116 -1,608 -1,362 601 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 5.1 0.0 78.4 90.9 89.6 96.1 10.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
12 9 0 49 35 61 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 108,024
COMMITMENTS
31,072 5,626 1,911 65,169 94,920 98,153 102,457 9,871 5,567
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 13,649)
3,104 1,199 977 8,933 10,668 13,014 12,844 635 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 5.2 1.8 60.3 87.9 90.9 94.8 9.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
83 31 18 83 89 173 131
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,500
COMMITMENTS
762 1,225 0 14,580 16,506 15,342 17,731 3,158 769
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 2,764)
472 246 0 2,337 2,457 2,809 2,703 -45 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.6 0.0 78.8 89.2 82.9 95.8 17.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 11 13 13 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 447,619
COMMITMENTS
155,362 25,817 5,744 252,947 392,069 414,053 423,630 33,566 23,989
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 54,424)
15,520 7,123 2,527 32,978 41,053 51,025 50,703 3,399 3,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 5.8 1.3 56.5 87.6 92.5 94.6 7.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
83 31 17 76 86 165 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 160,729
COMMITMENTS
93,765 19,667 5,671 25,722 112,446 125,157 137,785 35,571 22,944
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 3,243)
-436 1,079 -124 2,863 311 2,303 1,265 940 1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 12.2 3.5 16.0 70.0 77.9 85.7 22.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
37 21 12 24 28 71 51
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 25,302
COMMITMENTS
4,861 7,812 500 13,340 5,312 18,701 13,624 6,601 11,678
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,228)
164 2 -1 478 -557 641 -556 587 1,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 30.9 2.0 52.7 21.0 73.9 53.8 26.1 46.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 8 1 18 6 28 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,081
COMMITMENTS
11,392 1,026 3,411 22,455 14,494 37,258 18,931 8,823 27,150
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: 1,388)
-890 -233 939 -2,262 2,859 -2,213 3,565 3,601 -2,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 2.2 7.4 48.7 31.5 80.9 41.1 19.1 58.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 3 4 21 21 36 28
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 10,903
COMMITMENTS
4,484 1,110 13 5,048 9,457 9,545 10,580 1,358 323
CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 10.2 0.1 46.3 86.7 87.5 97.0 12.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 3 1 6 3 17 6
Updated February 17, 2012