BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,396
COMMITMENTS
4 13 97 2,814 2,898 2,915 3,008 482 388
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -644)
-46 13 -31 -504 -683 -580 -700 -64 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 2.9 82.9 85.3 85.8 88.6 14.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 15 10 17 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,150
COMMITMENTS
2,646 2,984 8,680 19,359 18,121 30,684 29,785 5,466 6,365
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -8,473)
-2,214 -339 -2,228 -2,977 -4,567 -7,419 -7,134 -1,054 -1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.3 24.0 53.6 50.1 84.9 82.4 15.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
16 15 22 38 33 67 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,471
COMMITMENTS
77,050 28,646 103,974 85,580 119,218 266,604 251,837 28,867 43,634
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -12,057)
-6,715 1,759 -4,531 695 -5,006 -10,551 -7,779 -1,506 -4,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 9.7 35.2 29.0 40.3 90.2 85.2 9.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
116 85 127 70 82 259 238
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 383,570
COMMITMENTS
96,242 44,394 104,292 146,107 174,917 346,641 323,603 36,929 59,967
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -33,666)
-1,676 845 -23,866 -8,409 -7,957 -33,951 -30,978 285 -2,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 11.6 27.2 38.1 45.6 90.4 84.4 9.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
136 90 158 123 165 337 359
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,119
COMMITMENTS
4,375 2,336 872 3,028 6,117 8,275 9,326 2,844 1,794
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 214)
60 275 12 10 16 82 303 132 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 21.0 7.8 27.2 55.0 74.4 83.9 25.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
43 17 11 27 36 78 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,607
COMMITMENTS
8,608 6,639 6,908 8,181 4,183 23,697 17,729 6,910 12,878
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -1,278)
-91 -3,757 -35 -1,272 849 -1,398 -2,943 120 1,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 21.7 22.6 26.7 13.7 77.4 57.9 22.6 42.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
38 32 35 49 38 104 92
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,070
COMMITMENTS
257 1,750 1,066 4,284 3,061 5,607 5,877 462 192
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -757)
92 0 -64 -650 -691 -622 -755 -135 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 28.8 17.6 70.6 50.4 92.4 96.8 7.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 7 10 15 12 29 23
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 83,019
COMMITMENTS
8,641 5,621 2,921 70,817 74,211 82,379 82,753 640 266
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 3,623)
1,085 549 192 2,420 3,070 3,697 3,811 -74 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 6.8 3.5 85.3 89.4 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 2 16 18 19 23
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 185,387
COMMITMENTS
73,526 11,621 5,632 61,531 147,722 140,689 164,976 44,698 20,411
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 2,878)
8,507 3,579 -3,137 -4,652 2,278 719 2,720 2,160 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 6.3 3.0 33.2 79.7 75.9 89.0 24.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
43 12 13 27 35 75 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,790
COMMITMENTS
11,141 8,146 4,286 17,126 27,603 32,553 40,035 17,237 9,754
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 3,527)
-581 -2,940 4,261 2,460 2,883 6,140 4,205 -2,612 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 16.4 8.6 34.4 55.4 65.4 80.4 34.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 9 5 16 21 29 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 251,887
COMMITMENTS
155,296 6,025 20,767 66,299 217,955 242,362 244,747 9,525 7,140
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 61,136)
28,339 -1,970 18,805 13,468 39,537 60,612 56,372 524 4,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 2.4 8.2 26.3 86.5 96.2 97.2 3.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
97 14 15 20 22 124 48
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 190,404
COMMITMENTS
64,230 36,630 4,519 79,440 128,535 148,189 169,684 42,215 20,720
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 373)
-759 -686 -1,997 3,302 1,106 545 -1,578 -172 1,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 19.2 2.4 41.7 67.5 77.8 89.1 22.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
36 28 15 24 32 70 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 288,842
COMMITMENTS
15,251 110,310 22,620 231,873 91,769 269,744 224,700 19,098 64,143
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 37,297)
-3,756 1,907 2,149 37,654 38,497 36,047 42,553 1,250 -5,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 38.2 7.8 80.3 31.8 93.4 77.8 6.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
26 57 31 33 32 74 105
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 271,500
COMMITMENTS
50,853 81,823 26,240 143,702 107,656 220,796 215,719 50,704 55,781
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -8,622)
7,636 -1,206 -12,545 -3,050 12,551 -7,959 -1,201 -662 -7,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 30.1 9.7 52.9 39.7 81.3 79.5 18.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
47 69 54 47 50 126 141
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 35,698
COMMITMENTS
21,143 4,729 68 13,850 30,292 35,061 35,089 637 609
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 1,574)
1,847 1,049 -3 -114 557 1,730 1,603 -156 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.2 13.2 0.2 38.8 84.9 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 4 2 6 7 18 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,381
COMMITMENTS
29,560 4,960 2,751 2,845 31,436 35,156 39,147 6,225 2,234
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 9,214)
6,288 2,776 2,335 -926 4,211 7,697 9,322 1,517 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.4 12.0 6.6 6.9 76.0 85.0 94.6 15.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
28 10 7 10 13 42 28
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,770,728
COMMITMENTS
1437603 653,108 4491798 5846591 6534522 11775992 11679427 994,736 1091301
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 285,588)
47,669 33,029 180,815 11,993 70,721 240,477 284,565 45,111 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 5.1 35.2 45.8 51.2 92.2 91.5 7.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
54 56 88 134 137 242 234
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,020,512
COMMITMENTS
109,972 69,460 76,100 690,370 760,872 876,442 906,431 144,070 114,081
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 25,059)
13,164 -3,841 14,289 4,772 20,063 32,224 30,511 -7,165 -5,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 6.8 7.5 67.6 74.6 85.9 88.8 14.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 612)
145 118 126 263 248 476 425
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 293,154
COMMITMENTS
22,406 7,609 22,244 178,849 198,314 223,499 228,166 69,655 64,988
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 3,185)
8,953 628 1,766 -7,474 5,707 3,246 8,102 -61 -4,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.6 7.6 61.0 67.6 76.2 77.8 23.8 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
20 17 28 70 57 106 87
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,636,789
COMMITMENTS
500,866 372,291 206,242 2557609 2812792 3264717 3391325 372,071 245,463
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 109,372)
60,762 17,359 22,905 61,226 71,782 144,893 112,046 -35,522 -2,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 10.2 5.7 70.3 77.3 89.8 93.3 10.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
136 106 111 240 229 432 390
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 117,564
COMMITMENTS
17,675 5,054 0 85,375 109,795 103,050 114,849 14,514 2,715
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -2,147)
770 -531 -70 -3,899 -1,189 -3,199 -1,790 1,052 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 4.3 0.0 72.6 93.4 87.7 97.7 12.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
17 5 0 53 38 70 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 106,472
COMMITMENTS
16,826 8,334 2,592 77,244 90,004 96,662 100,930 9,811 5,542
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -173)
4,190 -408 1,171 -4,544 -24 817 739 -990 -912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 7.8 2.4 72.5 84.5 90.8 94.8 9.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
70 34 25 87 83 171 128
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,778
COMMITMENTS
891 0 100 18,848 20,222 19,839 20,322 2,939 2,456
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: -3,488)
614 0 100 -3,935 -3,199 -3,221 -3,099 -267 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 0.4 82.7 88.8 87.1 89.2 12.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 11 10 13 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 418,471
COMMITMENTS
84,128 46,123 8,007 291,979 348,910 384,113 403,039 34,358 15,432
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 16,573)
20,949 1,031 2,284 -3,045 15,875 20,188 19,190 -3,615 -2,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 11.0 1.9 69.8 83.4 91.8 96.3 8.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
70 34 24 84 80 167 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 238,891
COMMITMENTS
139,707 35,622 9,394 49,405 167,871 198,506 212,887 40,384 26,004
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 12,471)
4,173 -7,370 888 6,395 19,966 11,456 13,485 1,015 -1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 14.9 3.9 20.7 70.3 83.1 89.1 16.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
42 35 21 24 34 80 77
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,158
COMMITMENTS
15,643 17,555 1,170 25,372 5,728 42,185 24,453 13,973 31,705
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 12,535)
2,646 2,659 1,070 2,899 -554 6,615 3,175 5,920 9,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 31.3 2.1 45.2 10.2 75.1 43.5 24.9 56.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 10 3 20 11 38 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 71,031
COMMITMENTS
25,530 8,991 1,701 30,271 37,378 57,502 48,070 13,529 22,961
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 16,438)
4,436 2,109 1,511 3,778 6,430 9,725 10,050 6,713 6,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 12.7 2.4 42.6 52.6 81.0 67.7 19.0 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 11 5 28 29 54 43
Updated December 14, 2012