BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,085
COMMITMENTS
17 6 125 2,247 2,624 2,389 2,755 696 330
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 37)
-43 3 -20 28 41 -35 24 72 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.2 4.1 72.8 85.1 77.4 89.3 22.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 11 18 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,046
COMMITMENTS
4,533 2,440 9,895 20,381 22,288 34,808 34,623 7,238 7,423
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 709)
-976 87 376 1,551 262 951 725 -242 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 5.8 23.5 48.5 53.0 82.8 82.3 17.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 9 22 37 32 67 56
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,006
COMMITMENTS
77,336 30,407 93,527 77,829 104,572 248,693 228,507 27,313 47,500
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 18,043)
3,754 -3,026 12,207 -205 5,435 15,756 14,616 2,287 3,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 11.0 33.9 28.2 37.9 90.1 82.8 9.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
99 95 129 59 74 245 227
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 405,291
COMMITMENTS
89,912 60,319 120,247 156,885 165,490 367,045 346,057 38,247 59,235
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 14,608)
-1,244 6,229 7,686 6,639 -938 13,082 12,978 1,526 1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 14.9 29.7 38.7 40.8 90.6 85.4 9.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
122 109 173 132 166 347 386
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,748
COMMITMENTS
4,618 2,142 893 2,869 6,199 8,380 9,234 2,368 1,514
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -376)
-192 -16 39 -51 -239 -203 -216 -172 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 19.9 8.3 26.7 57.7 78.0 85.9 22.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
46 20 13 26 34 79 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,049
COMMITMENTS
8,678 9,479 6,980 8,408 3,757 24,066 20,217 6,983 10,833
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,536)
575 1,623 705 -18 -411 1,262 1,917 274 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 30.5 22.5 27.1 12.1 77.5 65.1 22.5 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
32 52 40 47 45 99 121
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,889
COMMITMENTS
145 1,281 850 4,308 3,499 5,302 5,630 587 259
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 425)
23 195 99 301 96 423 390 1 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 21.8 14.4 73.2 59.4 90.0 95.6 10.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 8 10 12 11 25 22
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 86,500
COMMITMENTS
5,009 7,389 2,819 78,440 75,890 86,268 86,098 232 402
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,596)
-931 2,317 0 2,720 -778 1,789 1,539 -193 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 8.5 3.3 90.7 87.7 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 15 15 17 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 183,078
COMMITMENTS
74,991 8,582 7,266 61,979 145,300 144,236 161,148 38,842 21,930
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -1,105)
-7,826 1,985 -2,007 7,778 -1,777 -2,055 -1,798 950 693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 4.7 4.0 33.9 79.4 78.8 88.0 21.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
43 14 17 24 31 73 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,885
COMMITMENTS
11,388 20,276 144 25,131 10,692 36,663 31,112 11,223 16,773
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 6,411)
-2,121 6,464 -19 9,756 -962 7,616 5,483 -1,204 928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 42.3 0.3 52.5 22.3 76.6 65.0 23.4 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 13 2 13 11 22 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 170,011
COMMITMENTS
102,917 5,923 836 58,637 160,756 162,390 167,515 7,621 2,496
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -19,648)
-17,306 122 -62 -654 -19,320 -18,022 -19,260 -1,626 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 3.5 0.5 34.5 94.6 95.5 98.5 4.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
73 17 7 17 18 93 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 157,990
COMMITMENTS
46,645 37,113 4,206 72,220 93,510 123,071 134,830 34,919 23,160
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -18,267)
-10,817 744 -3,097 -3,338 -15,329 -17,252 -17,681 -1,015 -586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 23.5 2.7 45.7 59.2 77.9 85.3 22.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
26 23 11 24 33 54 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 169,129
COMMITMENTS
21,361 52,643 6,711 127,474 55,565 155,546 114,919 13,583 54,210
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -13,343)
-3,751 -11,515 -4,600 -5,296 7,743 -13,646 -8,371 304 -4,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 31.1 4.0 75.4 32.9 92.0 67.9 8.0 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
23 47 23 30 31 69 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 271,189
COMMITMENTS
39,461 125,098 23,879 163,527 59,217 226,868 208,195 44,321 62,994
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -4,128)
-4,536 10,688 -5,883 4,096 -8,710 -6,322 -3,904 2,194 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 46.1 8.8 60.3 21.8 83.7 76.8 16.3 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
38 70 42 57 59 120 146
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,424
COMMITMENTS
18,950 692 10 12,787 31,349 31,747 32,051 677 373
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -166)
-80 0 0 125 -227 45 -227 -211 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 2.1 0.0 39.4 96.7 97.9 98.8 2.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 2 1 7 8 15 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,253
COMMITMENTS
23,692 4,498 222 5,019 26,577 28,933 31,297 4,320 1,956
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -2,073)
-748 -554 0 -489 -1,536 -1,237 -2,090 -836 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.2 13.5 0.7 15.1 79.9 87.0 94.1 13.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
26 12 1 7 12 33 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,474,893
COMMITMENTS
1442380 528,267 4262925 5833789 6641204 11539094 11432396 935,800 1042498
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 216,033)
39,703 -23,441 205,527 -1,437 36,614 243,794 218,700 -27,761 -2,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 4.2 34.2 46.8 53.2 92.5 91.6 7.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
62 45 88 133 138 241 234
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 996,734
COMMITMENTS
96,867 73,668 62,712 700,964 758,111 860,542 894,491 136,192 102,243
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 48,967)
1,708 -7,221 8,395 25,023 41,463 35,127 42,638 13,840 6,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 7.4 6.3 70.3 76.1 86.3 89.7 13.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 598)
147 99 122 257 248 458 415
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 290,551
COMMITMENTS
12,181 8,523 19,885 189,376 207,258 221,442 235,666 69,109 54,885
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 18,773)
2,399 -1,554 2,689 9,151 9,927 14,238 11,062 4,535 7,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.9 6.8 65.2 71.3 76.2 81.1 23.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
16 14 25 73 62 102 88
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,530,917
COMMITMENTS
453,652 355,948 183,913 2557936 2754269 3195501 3294129 335,416 236,788
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 150,972)
17,494 -7,387 7,587 79,363 157,679 104,444 157,879 46,528 -6,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 10.1 5.2 72.4 78.0 90.5 93.3 9.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560)
143 93 112 232 227 422 385
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 115,917
COMMITMENTS
13,322 4,981 76 89,742 107,388 103,140 112,445 12,777 3,472
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -354)
-1,912 1,665 -1,152 2,371 -1,287 -693 -774 339 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 4.3 0.1 77.4 92.6 89.0 97.0 11.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
14 4 1 59 39 73 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,015
COMMITMENTS
13,148 8,120 1,363 54,867 62,217 69,377 71,699 5,637 3,315
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 762)
-1,594 1,468 114 2,410 -1,077 930 505 -169 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 10.8 1.8 73.1 82.9 92.5 95.6 7.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
63 35 22 70 72 143 119
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 375,073
COMMITMENTS
65,739 40,598 6,815 274,333 311,084 346,887 358,497 28,186 16,576
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 3,808)
-7,968 7,340 571 12,048 -5,383 4,651 2,527 -843 1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 10.8 1.8 73.1 82.9 92.5 95.6 7.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
63 35 22 70 72 143 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 194,101
COMMITMENTS
105,184 37,474 4,972 47,925 124,157 158,082 166,604 36,019 27,497
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 2,516)
7,618 396 -1,420 -1,384 548 4,815 -475 -2,299 2,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.2 19.3 2.6 24.7 64.0 81.4 85.8 18.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
35 30 18 21 33 66 71
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,646
COMMITMENTS
8,567 7,374 15 17,259 8,434 25,841 15,823 5,805 15,823
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -84)
748 -202 15 -567 308 196 121 -280 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 23.3 0.0 54.5 26.7 81.7 50.0 18.3 50.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 3 1 16 10 30 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,896
COMMITMENTS
8,182 7,181 242 21,622 19,178 30,046 26,601 5,850 9,295
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 3,300)
-1,223 1,941 60 4,108 -775 2,945 1,226 355 2,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 20.0 0.7 60.2 53.4 83.7 74.1 16.3 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 9 4 23 18 33 29
Updated November 16, 2012