BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,239
COMMITMENTS
427 85 114 4,795 5,207 5,336 5,405 903 834
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 357)
-2 -1 21 284 276 303 296 54 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.4 1.8 76.8 83.4 85.5 86.6 14.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 14 11 18 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,553
COMMITMENTS
6,444 4,202 13,656 30,955 26,414 51,055 44,273 6,498 13,280
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2,344)
319 -153 576 1,000 842 1,895 1,265 449 1,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 7.3 23.7 53.8 45.9 88.7 76.9 11.3 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 18 17 38 34 61 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 302,769
COMMITMENTS
79,407 35,078 83,125 109,754 140,382 272,286 258,585 30,483 44,184
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -4,357)
415 -770 -5,408 836 472 -4,157 -5,706 -200 1,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 11.6 27.5 36.2 46.4 89.9 85.4 10.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
99 84 129 67 80 248 238
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 444,928
COMMITMENTS
134,284 34,898 118,289 160,739 213,235 413,312 366,422 31,616 78,506
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 17,474)
9,174 -167 11,159 -1,914 5,898 18,419 16,890 -945 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 7.8 26.6 36.1 47.9 92.9 82.4 7.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
172 90 150 106 177 358 350
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,141
COMMITMENTS
4,140 3,220 1,429 2,737 3,333 8,306 7,982 1,834 2,159
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -29)
285 139 -282 29 -84 32 -227 -62 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 31.8 14.1 27.0 32.9 81.9 78.7 18.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 24 18 15 23 55 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,778
COMMITMENTS
24,634 4,498 17,115 9,960 13,531 51,710 35,144 9,068 25,633
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 4,807)
1,802 281 2,443 215 980 4,460 3,704 347 1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 7.4 28.2 16.4 22.3 85.1 57.8 14.9 42.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
82 37 64 46 81 158 160
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,544
COMMITMENTS
66 4,228 52 7,661 2,805 7,779 7,085 765 1,460
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 502)
66 -96 41 312 330 419 275 83 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 49.5 0.6 89.7 32.8 91.0 82.9 9.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 6 2 13 11 16 17
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 129,282
COMMITMENTS
11,296 1,790 3,316 114,203 124,072 128,815 129,178 467 104
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 1,612)
1,095 404 123 209 1,067 1,427 1,594 185 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.4 2.6 88.3 96.0 99.6 99.9 0.4 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 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,787
COMMITMENTS
47,776 33,586 6,372 43,746 76,699 97,894 116,657 38,893 20,131
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 6,489)
9,232 4,702 644 -4,819 2,902 5,058 8,248 1,431 -1,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 24.6 4.7 32.0 56.1 71.6 85.3 28.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
32 13 9 23 25 60 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,334
COMMITMENTS
7,794 27,464 1,042 31,853 8,951 40,689 37,457 12,646 15,877
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 3,058)
-658 3,284 -278 1,714 3 778 3,010 2,280 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 51.5 2.0 59.7 16.8 76.3 70.2 23.7 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 18 6 13 15 25 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 173,082
COMMITMENTS
62,775 13,350 1,675 103,017 155,069 167,467 170,094 5,615 2,988
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 13,314)
10,314 2,128 1,025 4,462 13,022 15,801 16,175 -2,487 -2,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 7.7 1.0 59.5 89.6 96.8 98.3 3.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
50 19 6 19 21 74 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 191,544
COMMITMENTS
27,584 58,612 1,993 141,049 103,195 170,626 163,800 20,918 27,744
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -5,319)
-1,596 -10,943 12 -4,862 6,123 -6,446 -4,808 1,127 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 30.6 1.0 73.6 53.9 89.1 85.5 10.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
21 31 9 30 29 58 62
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 168,760
COMMITMENTS
62,177 45,041 6,755 80,094 72,697 149,026 124,493 19,733 44,267
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 2,405)
-1,952 10,237 2,652 5,035 -15,367 5,735 -2,478 -3,330 4,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 26.7 4.0 47.5 43.1 88.3 73.8 11.7 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
24 50 18 27 26 63 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 332,546
COMMITMENTS
29,117 166,596 33,731 232,062 63,353 294,911 263,679 37,635 68,866
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -1,923)
2,140 -4,691 853 -6,079 -1,697 -3,087 -5,535 1,164 3,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 50.1 10.1 69.8 19.1 88.7 79.3 11.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
23 89 47 54 57 115 155
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,889
COMMITMENTS
29,422 5,211 418 2,712 29,577 32,552 35,206 4,337 1,683
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 185)
220 -121 -3 -57 305 160 181 25 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.8 14.1 1.1 7.4 80.2 88.2 95.4 11.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
28 10 2 5 12 34 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,319,995
COMMITMENTS
775,131 496,643 5781325 6884957 7065786 13441412 13343755 878,583 976,240
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 241,962)
-18,682 -22,690 125,243 196,890 166,114 303,452 268,667 -61,490 -26,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 3.5 40.4 48.1 49.3 93.9 93.2 6.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
67 55 105 146 147 271 257
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 938,560
COMMITMENTS
75,011 109,076 68,592 671,105 659,295 814,708 836,963 123,851 101,597
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -13,160)
4,119 -1,393 -8,254 -10,732 -5,607 -14,868 -15,255 1,708 2,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 11.6 7.3 71.5 70.2 86.8 89.2 13.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
110 123 100 242 240 401 414
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 321,230
COMMITMENTS
12,535 19,074 25,193 208,316 232,289 246,044 276,556 75,186 44,674
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -10,885)
1,323 1,410 -7,189 -6,991 -7,738 -12,857 -13,518 1,972 2,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 5.9 7.8 64.8 72.3 76.6 86.1 23.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
12 19 23 71 66 97 94
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,086,647
COMMITMENTS
352,783 490,409 176,592 2313945 2135034 2843320 2802035 243,327 284,612
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -11,375)
23,046 -4,950 -14,390 -18,707 10,655 -10,051 -8,685 -1,324 -2,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 15.9 5.7 75.0 69.2 92.1 90.8 7.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535)
106 113 90 217 224 364 386
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 108,714
COMMITMENTS
13,949 5,329 0 84,332 99,584 98,281 104,913 10,433 3,801
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -322)
1,780 -255 0 -1,195 437 585 182 -907 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 4.9 0.0 77.6 91.6 90.4 96.5 9.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
13 7 0 51 36 64 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 112,091
COMMITMENTS
28,464 6,127 2,105 73,057 99,174 103,625 107,406 8,466 4,685
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 4,067)
-2,609 501 194 7,888 4,255 5,473 4,949 -1,406 -882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 5.5 1.9 65.2 88.5 92.4 95.8 7.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
78 32 15 79 93 163 135
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,200
COMMITMENTS
819 1,225 0 14,322 16,257 15,141 17,482 3,059 718
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -300)
57 0 0 -258 -249 -201 -249 -99 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 6.7 0.0 78.7 89.3 83.2 96.1 16.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 10 11 12 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 469,456
COMMITMENTS
142,299 28,585 6,449 293,675 414,587 442,422 449,621 27,033 19,835
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 21,837)
-13,063 2,768 705 40,728 22,518 28,369 25,991 -6,533 -4,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 6.1 1.4 62.6 88.3 94.2 95.8 5.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
77 34 14 73 92 156 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 160,100
COMMITMENTS
92,178 17,259 6,302 25,192 111,817 123,672 135,377 36,428 24,722
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -629)
-1,587 -2,409 631 -529 -629 -1,486 -2,408 857 1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 10.8 3.9 15.7 69.8 77.2 84.6 22.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
38 22 14 22 30 71 55
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,610
COMMITMENTS
5,368 10,158 500 18,113 6,124 23,981 16,782 7,629 14,828
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: 6,308)
507 2,346 0 4,773 812 5,280 3,158 1,028 3,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 32.1 1.6 57.3 19.4 75.9 53.1 24.1 46.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 10 1 22 8 35 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,754
COMMITMENTS
11,962 2,509 2,489 21,533 21,982 35,984 26,980 7,770 16,774
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -2,327)
570 1,483 -922 -922 7,488 -1,274 8,049 -1,053 -10,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 5.7 5.7 49.2 50.2 82.2 61.7 17.8 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 8 3 23 23 39 33
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 9,711
COMMITMENTS
4,357 989 0 4,113 8,567 8,470 9,556 1,241 155
CHANGES FROM 02/14/12 (CHANGE IN OPEN INTEREST: -1,192)
-127 -121 -13 -935 -890 -1,075 -1,024 -117 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 10.2 0.0 42.4 88.2 87.2 98.4 12.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 3 0 6 3 15 6
Updated February 24, 2012