BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,547
COMMITMENTS
2 0 114 2,966 2,978 3,081 3,092 466 455
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 151)
-2 -13 17 152 80 167 84 -15 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 3.2 83.6 83.9 86.9 87.2 13.1 12.8
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 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,341
COMMITMENTS
3,172 2,780 9,058 20,304 18,823 32,534 30,661 4,807 6,680
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,191)
526 -204 379 945 701 1,850 876 -659 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.4 24.3 54.4 50.4 87.1 82.1 12.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
21 13 23 40 35 72 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,052
COMMITMENTS
72,788 27,078 75,748 79,423 114,551 227,959 217,377 29,093 39,675
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -38,419)
-4,262 -1,567 -28,226 -6,157 -4,666 -38,645 -34,460 226 -3,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 10.5 29.5 30.9 44.6 88.7 84.6 11.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
100 73 109 68 86 234 218
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 392,625
COMMITMENTS
101,893 40,011 109,477 146,076 182,110 357,446 331,598 35,179 61,027
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 9,055)
5,651 -4,383 5,185 -31 7,193 10,806 7,995 -1,751 1,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 10.2 27.9 37.2 46.4 91.0 84.5 9.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
137 81 155 120 166 336 350
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,025
COMMITMENTS
4,707 2,138 1,095 2,398 5,880 8,201 9,113 2,824 1,911
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -95)
333 -198 223 -630 -237 -75 -212 -20 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 19.4 9.9 21.8 53.3 74.4 82.7 25.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
47 15 12 24 33 78 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,468
COMMITMENTS
9,689 5,344 7,747 9,032 6,298 26,468 19,388 7,001 14,080
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 2,861)
1,081 -1,295 839 851 2,115 2,771 1,659 90 1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 16.0 23.1 27.0 18.8 79.1 57.9 20.9 42.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
41 32 37 51 45 110 100
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,421
COMMITMENTS
305 1,957 1,115 4,520 3,137 5,939 6,209 482 212
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 351)
47 207 49 236 76 332 331 19 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 30.5 17.4 70.4 48.9 92.5 96.7 7.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 7 10 15 13 29 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 73,504
COMMITMENTS
9,464 5,436 2,804 60,708 64,944 72,976 73,184 528 320
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -9,515)
823 -185 -117 -10,109 -9,267 -9,403 -9,569 -112 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 7.4 3.8 82.6 88.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 2 14 17 17 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 227,392
COMMITMENTS
81,188 7,435 13,650 85,471 186,441 180,308 207,526 47,084 19,866
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 42,005)
7,661 -4,186 8,018 23,940 38,719 39,619 42,550 2,386 -545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 3.3 6.0 37.6 82.0 79.3 91.3 20.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
47 12 15 25 31 78 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,843
COMMITMENTS
17,259 13,329 381 3,070 21,625 20,710 35,334 24,133 9,509
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -4,946)
6,118 5,183 -3,906 -14,056 -5,978 -11,843 -4,701 6,897 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 29.7 0.8 6.8 48.2 46.2 78.8 53.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 8 2 6 13 19 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 212,190
COMMITMENTS
169,413 21,664 145 32,722 188,261 202,280 210,070 9,910 2,120
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -39,697)
14,117 15,639 -20,622 -33,577 -29,694 -40,082 -34,677 385 -5,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.8 10.2 0.1 15.4 88.7 95.3 99.0 4.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
95 13 1 12 19 107 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 197,912
COMMITMENTS
78,330 50,680 4,643 70,916 121,473 153,889 176,797 44,023 21,116
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 7,508)
14,101 14,050 124 -8,524 -7,062 5,700 7,112 1,808 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 25.6 2.3 35.8 61.4 77.8 89.3 22.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
42 24 12 19 29 69 57
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 227,113
COMMITMENTS
27,330 115,827 16,390 165,647 29,253 209,367 161,470 17,746 65,644
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -61,729)
12,078 5,517 -6,230 -66,226 -62,517 -60,377 -63,230 -1,352 1,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 51.0 7.2 72.9 12.9 92.2 71.1 7.8 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
30 59 28 26 25 66 102
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 234,364
COMMITMENTS
67,745 76,083 26,792 86,511 75,592 181,048 178,467 53,316 55,897
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -37,136)
16,892 -5,739 551 -57,191 -32,065 -39,747 -37,253 2,611 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 32.5 11.4 36.9 32.3 77.3 76.1 22.7 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
52 66 48 45 48 121 138
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 40,302
COMMITMENTS
21,614 8,086 1,088 16,860 30,352 39,562 39,526 740 776
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 4,604)
471 3,357 1,020 3,010 60 4,501 4,437 103 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 20.1 2.7 41.8 75.3 98.2 98.1 1.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 4 5 5 7 17 13
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 42,446
COMMITMENTS
31,830 17,600 156 4,529 22,939 36,515 40,695 5,931 1,751
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 1,065)
2,270 12,640 -2,595 1,684 -8,497 1,359 1,548 -294 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.0 41.5 0.4 10.7 54.0 86.0 95.9 14.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
26 11 1 6 11 33 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,494,731
COMMITMENTS
1236396 540,393 3212227 5124833 5707539 9573457 9460160 921,274 1034571
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -2,275,997)
-201,207 -112,714 -1279570 -721,758 -826,983 -2202535 -2219268 -73,462 -56,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 5.1 30.6 48.8 54.4 91.2 90.1 8.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
52 47 81 120 125 219 214
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,097,639
COMMITMENTS
113,202 71,999 84,505 767,652 841,052 965,359 997,556 132,280 100,083
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 77,128)
3,230 2,540 8,406 77,282 80,180 88,917 91,125 -11,789 -13,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.6 7.7 69.9 76.6 87.9 90.9 12.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
148 114 135 274 246 493 426
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 321,939
COMMITMENTS
23,564 8,627 23,560 203,163 242,135 250,287 274,321 71,653 47,618
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 28,785)
1,158 1,019 1,315 24,314 43,821 26,788 46,155 1,997 -17,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 2.7 7.3 63.1 75.2 77.7 85.2 22.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
23 12 29 76 60 113 89
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,878,501
COMMITMENTS
507,671 376,344 245,247 2822446 2994586 3575363 3616176 303,138 262,325
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 241,713)
6,805 4,053 39,004 264,837 181,794 310,646 224,851 -68,933 16,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 9.7 6.3 72.8 77.2 92.2 93.2 7.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
136 107 118 248 230 444 395
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 128,629
COMMITMENTS
18,017 3,096 92 95,872 122,577 113,981 125,765 14,648 2,864
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 11,065)
342 -1,958 92 10,496 12,783 10,930 10,917 135 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.4 0.1 74.5 95.3 88.6 97.8 11.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
17 4 2 59 41 77 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 124,242
COMMITMENTS
15,768 7,446 3,627 97,153 109,576 116,548 120,649 7,694 3,593
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 17,769)
-1,058 -888 1,035 19,909 19,572 19,886 19,719 -2,117 -1,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 6.0 2.9 78.2 88.2 93.8 97.1 6.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
71 27 31 96 96 183 139
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 26,924
COMMITMENTS
1,221 0 200 22,864 24,403 24,285 24,603 2,639 2,321
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 4,146)
330 0 100 4,016 4,181 4,446 4,281 -300 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 0.0 0.7 84.9 90.6 90.2 91.4 9.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 12 14 14 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 486,588
COMMITMENTS
78,463 42,958 11,408 371,443 425,864 461,313 480,230 25,274 6,357
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 68,116)
-5,665 -3,165 3,401 79,464 76,955 77,200 77,191 -9,084 -9,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 8.8 2.3 76.3 87.5 94.8 98.7 5.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
70 28 30 92 95 178 138
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 214,967
COMMITMENTS
144,713 46,359 6,127 21,751 140,354 172,591 192,840 42,376 22,128
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -23,923)
5,006 10,736 -3,267 -27,653 -27,516 -25,915 -20,047 1,992 -3,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 21.6 2.9 10.1 65.3 80.3 89.7 19.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
40 43 21 22 27 78 75
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,544
COMMITMENTS
18,092 23,844 100 24,821 6,172 43,013 30,116 9,531 22,428
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -3,614)
2,449 6,289 -1,070 -551 444 828 5,663 -4,442 -9,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 45.4 0.2 47.2 11.7 81.9 57.3 18.1 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
16 10 1 19 4 35 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,730
COMMITMENTS
31,962 3,101 37 18,064 16,590 50,063 19,728 8,667 39,002
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -12,301)
6,432 -5,890 -1,664 -12,207 -20,788 -7,439 -28,342 -4,862 16,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 5.3 0.1 30.8 28.2 85.2 33.6 14.8 66.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
25 4 2 20 18 46 23
Updated December 21, 2012