BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,273
COMMITMENTS
343 94 140 5,181 5,111 5,664 5,346 609 928
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 73)
1 1 11 54 25 66 38 7 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.5 2.2 82.6 81.5 90.3 85.2 9.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 14 11 18 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,064
COMMITMENTS
6,392 3,486 11,760 27,763 23,856 45,915 39,102 5,149 11,962
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 3,253)
393 571 752 1,874 1,375 3,019 2,698 234 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 6.8 23.0 54.4 46.7 89.9 76.6 10.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 11 20 35 31 60 54
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 321,084
COMMITMENTS
72,495 66,359 95,335 123,071 116,728 290,902 278,423 30,182 42,661
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 13,106)
12,368 11,814 768 1,460 1,069 14,596 13,651 -1,491 -545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 20.7 29.7 38.3 36.4 90.6 86.7 9.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
104 107 138 71 76 245 269
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 448,354
COMMITMENTS
120,883 66,331 121,826 171,026 193,776 413,735 381,933 34,620 66,422
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 6,764)
3,679 6,315 137 2,038 1,924 5,854 8,376 910 -1,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 14.8 27.2 38.1 43.2 92.3 85.2 7.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
122 120 151 112 161 306 377
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,168
COMMITMENTS
4,328 4,262 1,156 3,086 3,008 8,570 8,426 1,598 1,741
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -546)
38 170 -548 48 -104 -462 -482 -83 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 41.9 11.4 30.4 29.6 84.3 82.9 15.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
28 29 15 22 24 58 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,545
COMMITMENTS
15,305 5,856 12,136 13,300 10,848 40,742 28,840 7,804 19,705
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -252)
813 2,067 -907 864 -303 769 857 -1,021 -1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 12.1 25.0 27.4 22.3 83.9 59.4 16.1 40.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
41 47 42 52 64 114 138
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,826
COMMITMENTS
384 4,573 181 8,458 3,412 9,023 8,167 803 1,659
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 768)
138 326 75 651 488 864 888 -96 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 46.5 1.8 86.1 34.7 91.8 83.1 8.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 11 6 15 13 23 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 127,396
COMMITMENTS
9,306 6,318 3,258 114,172 117,736 126,736 127,312 660 84
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 303)
-1,124 -173 65 1,228 336 169 228 134 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 5.0 2.6 89.6 92.4 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 3 2 16 16 20 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,770
COMMITMENTS
57,706 19,833 3,162 34,737 93,012 95,606 116,007 41,164 20,763
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 16,658)
9,707 -223 364 2,562 18,632 12,633 18,774 4,025 -2,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 14.5 2.3 25.4 68.0 69.9 84.8 30.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
37 13 11 25 27 69 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,226
COMMITMENTS
6,040 19,802 98 25,992 4,951 32,130 24,851 10,096 17,375
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 1,388)
-508 3,335 -70 2,546 -1,401 1,968 1,864 -581 -477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 46.9 0.2 61.6 11.7 76.1 58.9 23.9 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 12 1 12 11 18 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 167,618
COMMITMENTS
63,848 17,747 580 96,911 147,071 161,339 165,398 6,279 2,220
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -6,612)
-20,752 1,747 -93 14,073 -7,634 -6,772 -5,980 160 -632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 10.6 0.3 57.8 87.7 96.3 98.7 3.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
43 27 5 19 18 64 48
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 161,466
COMMITMENTS
32,998 46,454 1,558 100,449 91,342 135,005 139,354 26,462 22,112
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 11,417)
3,316 -2,227 117 4,126 15,556 7,558 13,445 3,859 -2,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 28.8 1.0 62.2 56.6 83.6 86.3 16.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
27 21 8 27 28 60 51
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 157,009
COMMITMENTS
16,750 74,734 5,704 123,550 30,468 146,004 110,906 11,005 46,103
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -6,584)
822 -7,348 155 -6,120 4,850 -5,143 -2,342 -1,441 -4,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 47.6 3.6 78.7 19.4 93.0 70.6 7.0 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
19 48 20 26 24 56 81
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 341,477
COMMITMENTS
39,262 156,324 33,310 237,877 80,886 310,449 270,519 31,028 70,958
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 22,275)
1,232 16,916 1,172 22,515 5,149 24,919 23,237 -2,644 -962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 45.8 9.8 69.7 23.7 90.9 79.2 9.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
32 88 52 52 49 125 148
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,699
COMMITMENTS
15,816 13,686 166 1,379 3,363 17,361 17,215 338 484
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.4 77.3 0.9 7.8 19.0 98.1 97.3 1.9 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 2 2 4 4 16 8
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,952
COMMITMENTS
16,999 5,060 0 3,151 17,201 20,150 22,261 3,802 1,691
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 2,150)
1,566 -3,203 -143 316 5,439 1,739 2,093 411 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.0 21.1 0.0 13.2 71.8 84.1 92.9 15.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
24 10 0 6 10 30 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,298,558
COMMITMENTS
774,664 609,519 4829323 6805167 6873813 12409154 12312656 889,404 985,902
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -248,091)
92,290 57,984 -294,086 -90,925 -52,315 -292,722 -288,418 44,631 40,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.6 36.3 51.2 51.7 93.3 92.6 6.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
56 57 99 144 145 258 252
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 945,706
COMMITMENTS
91,684 107,675 63,009 635,499 650,595 790,192 821,279 155,514 124,427
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -6,562)
4,489 -5,038 -2,365 -9,976 -3,311 -7,851 -10,714 1,289 4,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 11.4 6.7 67.2 68.8 83.6 86.8 16.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599)
114 132 112 251 245 430 425
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 312,599
COMMITMENTS
14,566 6,639 24,382 203,911 205,909 242,859 236,930 69,740 75,669
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -8,439)
1,959 -4,263 -2,025 -8,653 -8,399 -8,720 -14,688 281 6,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.1 7.8 65.2 65.9 77.7 75.8 22.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
17 20 32 76 63 112 96
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,165,537
COMMITMENTS
416,573 536,164 162,154 2157940 2223429 2736666 2921746 428,870 243,790
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 9,382)
2,524 -14,004 8,431 -6,612 25,440 4,344 19,867 5,038 -10,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 16.9 5.1 68.2 70.2 86.5 92.3 13.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
110 123 101 223 227 389 396
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,025
COMMITMENTS
13,813 8,177 0 77,148 88,172 90,961 96,349 9,065 3,677
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -1,331)
2,438 1,034 -867 -3,787 -1,593 -2,216 -1,426 886 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 8.2 0.0 77.1 88.1 90.9 96.3 9.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
13 7 0 60 35 73 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 103,908
COMMITMENTS
30,172 6,567 2,050 60,765 88,032 92,987 96,649 10,922 7,259
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -879)
390 -2,923 -407 203 4,076 186 747 -1,065 -1,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 6.3 2.0 58.5 84.7 89.5 93.0 10.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
77 37 21 77 88 167 135
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 12,996
COMMITMENTS
672 486 0 6,989 11,674 7,661 12,160 5,335 836
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 630)
338 -525 0 1,082 1,449 1,420 924 -790 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.7 0.0 53.8 89.8 58.9 93.6 41.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 8 11 10 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 454,563
COMMITMENTS
150,688 33,597 7,060 268,880 381,791 426,628 422,447 27,935 32,115
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -7,544)
552 -11,695 -2,327 -4,397 13,136 -6,172 -886 -1,372 -6,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 7.4 1.6 59.2 84.0 93.9 92.9 6.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
76 38 20 75 84 164 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,659
COMMITMENTS
83,755 34,853 4,379 39,690 97,258 127,824 136,489 29,834 21,170
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -6,002)
3,981 -5,980 111 -10,104 2,894 -6,012 -2,975 10 -3,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.1 22.1 2.8 25.2 61.7 81.1 86.6 18.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 23 13 19 26 58 53
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,771
COMMITMENTS
9,764 14,658 0 26,111 4,840 35,875 19,498 6,896 23,273
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: -1,302)
-851 -1,309 0 -779 -826 -1,630 -2,135 328 833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 34.3 0.0 61.0 11.3 83.9 45.6 16.1 54.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 7 0 19 5 34 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,892
COMMITMENTS
15,814 3,423 7,350 27,005 14,452 50,169 25,225 12,723 37,667
CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST: 16,401)
14 184 3,424 6,573 99 10,011 3,707 6,390 12,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 5.4 11.7 42.9 23.0 79.8 40.1 20.2 59.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 5 3 20 19 34 26
Updated April 20, 2012