BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,040
COMMITMENTS
50 0 127 3,318 3,581 3,495 3,709 545 331
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 710)
1 -2 18 813 764 832 779 -121 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 3.2 82.1 88.6 86.5 91.8 13.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 2 17 12 20 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,623
COMMITMENTS
4,860 3,323 10,908 22,335 22,688 38,103 36,919 6,520 7,704
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 621)
39 -77 454 610 -30 1,103 347 -482 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 7.4 24.4 50.1 50.8 85.4 82.7 14.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 12 24 37 32 70 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 307,528
COMMITMENTS
83,764 26,887 108,505 84,885 124,224 277,155 259,616 30,373 47,912
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 10,861)
4,092 -1,236 3,625 2,556 9,300 10,274 11,689 588 -828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 8.7 35.3 27.6 40.4 90.1 84.4 9.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
112 94 131 71 87 265 245
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 417,236
COMMITMENTS
97,918 43,549 128,158 154,516 182,874 380,591 354,581 36,644 62,654
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 3,129)
613 1,091 7,930 -4,069 -4,712 4,474 4,308 -1,345 -1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 10.4 30.7 37.0 43.8 91.2 85.0 8.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
141 95 174 132 174 365 378
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,905
COMMITMENTS
4,315 2,061 860 3,018 6,101 8,193 9,023 2,712 1,883
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -23)
-148 -35 132 -354 -370 -370 -274 348 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 18.9 7.9 27.7 55.9 75.1 82.7 24.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
44 17 11 27 34 79 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,885
COMMITMENTS
8,699 10,396 6,943 9,453 3,334 25,094 20,672 6,791 11,213
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 2,548)
12 704 688 1,168 212 1,869 1,605 680 943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 32.6 21.8 29.6 10.5 78.7 64.8 21.3 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
35 47 38 51 31 106 104
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,827
COMMITMENTS
166 1,750 1,130 4,934 3,753 6,230 6,632 597 195
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 73)
52 173 -58 158 -18 152 97 -79 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 25.6 16.6 72.3 55.0 91.3 97.1 8.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 9 11 16 12 30 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 79,396
COMMITMENTS
7,556 5,072 2,729 68,397 71,141 78,682 78,942 714 454
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 1,470)
875 0 -90 506 1,452 1,291 1,362 179 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 6.4 3.4 86.1 89.6 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 16 16 18 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 182,509
COMMITMENTS
65,019 8,043 8,769 66,182 145,444 139,971 162,256 42,538 20,253
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -3,314)
-6,465 -1,006 1,316 -1,339 -957 -6,489 -647 3,175 -2,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 4.4 4.8 36.3 79.7 76.7 88.9 23.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
46 15 19 23 32 75 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,262
COMMITMENTS
11,722 11,086 25 14,666 24,720 26,413 35,831 19,849 10,432
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 2,302)
1,978 -2,025 -1 -1,943 7,580 34 5,554 2,269 -3,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 24.0 0.1 31.7 53.4 57.1 77.5 42.9 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 9 1 13 18 22 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 190,751
COMMITMENTS
126,957 7,995 1,962 52,831 178,418 181,750 188,375 9,001 2,376
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 17,591)
25,467 363 140 -9,650 17,150 15,957 17,653 1,634 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.6 4.2 1.0 27.7 93.5 95.3 98.8 4.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
78 14 7 18 22 100 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 190,031
COMMITMENTS
64,988 37,316 6,517 76,139 127,429 147,644 171,262 42,387 18,769
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 22,186)
14,012 -2,320 870 1,678 24,494 16,560 23,045 5,626 -859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 19.6 3.4 40.1 67.1 77.7 90.1 22.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
38 26 15 23 34 70 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 251,546
COMMITMENTS
19,007 108,403 20,471 194,219 53,272 233,697 182,147 17,848 69,399
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 13,188)
-6,871 4,671 3,118 15,749 1,057 11,996 8,847 1,191 4,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 43.1 8.1 77.2 21.2 92.9 72.4 7.1 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
29 62 34 31 28 78 106
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 280,122
COMMITMENTS
43,217 83,029 38,786 146,752 95,106 228,755 216,920 51,367 63,202
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 22,870)
8,847 -23,688 11,396 -3,937 32,285 16,306 19,993 6,564 2,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 29.6 13.8 52.4 34.0 81.7 77.4 18.3 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
45 69 56 55 59 133 152
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,124
COMMITMENTS
19,296 3,680 71 13,964 29,735 33,331 33,486 793 638
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -505)
88 1,712 -109 -601 -2,120 -622 -517 117 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.5 10.8 0.2 40.9 87.1 97.7 98.1 2.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 4 2 6 6 17 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,167
COMMITMENTS
23,272 2,184 416 3,771 27,225 27,459 29,825 4,708 2,342
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 266)
1,619 -759 194 -1,768 253 45 -312 221 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.3 6.8 1.3 11.7 84.6 85.4 92.7 14.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 7 2 10 13 33 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,485,140
COMMITMENTS
1389934 620,078 4310983 5834598 6463801 11535515 11394862 949,625 1090278
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 263,715)
108,594 54,100 163,515 -44,367 36,197 227,742 253,813 35,973 9,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 5.0 34.5 46.7 51.8 92.4 91.3 7.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
58 56 90 133 137 245 238
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 995,452
COMMITMENTS
96,808 73,301 61,811 685,599 740,809 844,218 875,920 151,235 119,532
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 14,178)
5,097 -13,232 4,536 1,081 25,798 10,714 17,102 3,464 -2,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 7.4 6.2 68.9 74.4 84.8 88.0 15.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
140 115 122 260 250 461 427
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 289,969
COMMITMENTS
13,453 6,980 20,478 186,322 192,606 220,253 220,065 69,716 69,905
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 3,496)
834 -472 3,174 -1,890 2,858 2,118 5,560 1,378 -2,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.4 7.1 64.3 66.4 76.0 75.9 24.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
17 15 25 72 57 103 84
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,527,417
COMMITMENTS
440,104 354,932 183,337 2496383 2741010 3119824 3279279 407,593 248,137
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 53,409)
18,487 -66,628 9,641 14,854 114,698 42,981 57,710 10,427 -4,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 10.1 5.2 70.8 77.7 88.4 93.0 11.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560)
129 108 108 236 231 419 393
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 119,711
COMMITMENTS
16,905 5,585 70 89,274 110,984 106,249 116,639 13,462 3,072
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -512)
1,703 -652 -126 -3,144 385 -1,567 -393 1,055 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 4.7 0.1 74.6 92.7 88.8 97.4 11.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
16 5 1 52 38 68 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 106,646
COMMITMENTS
12,636 8,741 1,422 81,788 90,028 95,845 100,191 10,800 6,455
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 24,249)
1,870 -2,461 114 18,629 24,395 20,613 22,048 3,636 2,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 8.2 1.3 76.7 84.4 89.9 93.9 10.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
55 38 20 81 81 148 127
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 26,266
COMMITMENTS
277 0 0 22,783 23,421 23,060 23,421 3,206 2,845
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -1,683)
-369 -736 0 -1,778 -1,840 -2,147 -2,576 464 893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 0.0 86.7 89.2 87.8 89.2 12.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 11 10 12 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 401,898
COMMITMENTS
63,179 45,092 5,723 295,023 333,035 363,926 383,849 37,973 18,049
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -10,084)
9,351 -10,921 -815 -20,772 4,869 -12,237 -6,867 2,153 -3,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 11.2 1.4 73.4 82.9 90.6 95.5 9.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
55 38 20 78 77 145 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 226,420
COMMITMENTS
135,534 42,992 8,506 43,010 147,905 187,050 199,402 39,370 27,017
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 16,937)
14,054 -2,040 2,696 811 15,944 17,561 16,600 -624 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.9 19.0 3.8 19.0 65.3 82.6 88.1 17.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
41 32 21 23 33 75 75
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,623
COMMITMENTS
12,997 14,896 100 22,473 6,282 35,570 21,278 8,053 22,345
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 2,440)
857 1,959 100 1,213 -1,881 2,170 178 270 2,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 34.1 0.2 51.5 14.4 81.5 48.8 18.5 51.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
15 9 1 19 8 34 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,593
COMMITMENTS
21,094 6,882 190 26,493 30,948 47,777 38,020 6,816 16,573
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: 9,114)
3,733 3,003 1 5,140 70 8,874 3,074 240 6,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 12.6 0.3 48.5 56.7 87.5 69.6 12.5 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 7 3 23 25 46 34
Updated December 7, 2012