MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,053
COMMITMENTS
3,359 2,563 9,400 21,238 19,554 33,996 31,517 5,056 7,536
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,712)
187 -217 341 934 732 1,462 856 250 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 6.6 24.1 54.4 50.1 87.1 80.7 12.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
21 12 23 38 34 70 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 275,113
COMMITMENTS
79,489 26,378 81,895 82,789 125,068 244,173 233,341 30,940 41,771
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 18,060)
6,701 -700 6,148 3,365 10,516 16,214 15,964 1,846 2,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 9.6 29.8 30.1 45.5 88.8 84.8 11.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
102 71 113 70 84 241 220
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 394,271
COMMITMENTS
105,714 34,862 113,776 139,913 184,059 359,403 332,697 34,868 61,574
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,646)
3,822 -5,149 4,299 -6,163 1,949 1,957 1,099 -311 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 8.8 28.9 35.5 46.7 91.2 84.4 8.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
136 84 162 114 168 338 354
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,206
COMMITMENTS
4,540 2,169 1,500 2,401 5,857 8,440 9,526 2,765 1,680
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 181)
-167 32 405 3 -23 240 413 -59 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 19.4 13.4 21.4 52.3 75.3 85.0 24.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
44 20 10 26 31 77 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,453
COMMITMENTS
9,945 6,396 7,738 9,555 6,400 27,237 20,534 7,216 13,919
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 985)
256 1,052 -9 523 102 770 1,145 215 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 18.6 22.5 27.7 18.6 79.1 59.6 20.9 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
41 27 34 54 47 112 96
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,552
COMMITMENTS
266 1,952 1,093 4,706 3,331 6,065 6,376 487 176
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 131)
-39 -5 -22 187 194 126 167 5 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 29.8 16.7 71.8 50.8 92.6 97.3 7.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 8 10 15 12 28 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 75,148
COMMITMENTS
10,503 5,229 3,054 61,029 66,550 74,586 74,833 562 315
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,644)
1,039 -207 250 321 1,606 1,610 1,649 34 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 7.0 4.1 81.2 88.6 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 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 150,557
COMMITMENTS
72,713 9,547 3,394 30,509 118,886 106,616 131,826 43,941 18,731
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -76,835)
-8,474 2,111 -10,256 -54,962 -67,555 -73,692 -75,700 -3,143 -1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 6.3 2.3 20.3 79.0 70.8 87.6 29.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
43 12 12 21 25 68 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,221
COMMITMENTS
21,795 10,759 397 2,748 30,798 24,940 41,954 25,281 8,268
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 5,378)
4,536 -2,570 16 -322 9,173 4,230 6,619 1,148 -1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 21.4 0.8 5.5 61.3 49.7 83.5 50.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 9 2 7 16 22 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 200,460
COMMITMENTS
157,338 7,983 110 30,890 190,677 188,338 198,770 12,122 1,690
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -11,730)
-12,075 -13,681 -35 -1,832 2,416 -13,942 -11,300 2,212 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.5 4.0 0.1 15.4 95.1 94.0 99.2 6.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
84 14 1 16 19 100 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 191,997
COMMITMENTS
73,505 37,160 5,246 69,172 129,708 147,923 172,114 44,074 19,884
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -5,915)
-4,825 -13,520 603 -1,744 8,235 -5,967 -4,683 51 -1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 19.4 2.7 36.0 67.6 77.0 89.6 23.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
39 28 15 21 31 68 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 230,961
COMMITMENTS
25,915 110,065 19,813 167,754 31,726 213,482 161,603 17,479 69,358
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 3,848)
-1,414 -5,763 3,423 2,107 2,473 4,116 134 -268 3,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 47.7 8.6 72.6 13.7 92.4 70.0 7.6 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
28 59 28 27 26 69 99
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 245,600
COMMITMENTS
73,321 74,620 27,609 87,614 89,857 188,543 192,086 57,057 53,514
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 11,236)
5,576 -1,463 817 1,102 14,265 7,495 13,620 3,741 -2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 30.4 11.2 35.7 36.6 76.8 78.2 23.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
53 62 48 48 51 125 137
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 41,054
COMMITMENTS
22,347 7,583 1,091 16,945 31,718 40,383 40,392 671 662
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 752)
733 -503 3 85 1,366 821 866 -69 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 18.5 2.7 41.3 77.3 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 4 5 7 9 20 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 40,135
COMMITMENTS
27,425 12,686 229 5,177 25,784 32,831 38,699 7,304 1,436
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -2,311)
-4,405 -4,914 73 648 2,845 -3,684 -1,996 1,373 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 31.6 0.6 12.9 64.2 81.8 96.4 18.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
25 14 1 8 12 33 27
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,388,263
COMMITMENTS
1051618 537,001 3236775 5159031 5531856 9447423 9305632 940,840 1082631
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -106,468)
-184,778 -3,393 24,547 34,198 -175,682 -126,033 -154,528 19,565 48,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.2 31.2 49.7 53.3 90.9 89.6 9.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
57 42 85 121 126 221 220
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 852,046
COMMITMENTS
94,017 65,045 49,279 585,311 651,087 728,607 765,410 123,439 86,636
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -245,594)
-19,185 -6,955 -35,227 -182,341 -189,965 -236,753 -232,146 -8,841 -13,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 7.6 5.8 68.7 76.4 85.5 89.8 14.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554)
131 92 93 240 215 419 354
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 221,684
COMMITMENTS
10,816 1,196 14,742 136,761 159,898 162,319 175,836 59,366 45,848
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -100,255)
-12,748 -7,431 -8,818 -66,402 -82,237 -87,968 -98,485 -12,287 -1,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.5 6.6 61.7 72.1 73.2 79.3 26.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
18 7 21 63 53 90 74
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,151,807
COMMITMENTS
423,481 326,718 165,208 2242751 2455945 2831440 2947870 320,367 203,936
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -726,695)
-84,190 -49,626 -80,039 -579,695 -538,641 -743,923 -668,306 17,228 -58,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 10.4 5.2 71.2 77.9 89.8 93.5 10.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 516)
121 89 83 216 199 380 328
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 113,576
COMMITMENTS
17,948 2,484 0 83,728 108,691 101,676 111,175 11,901 2,402
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -15,053)
-69 -612 -92 -12,144 -13,887 -12,305 -14,591 -2,748 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 2.2 0.0 73.7 95.7 89.5 97.9 10.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
17 3 0 53 41 70 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,603
COMMITMENTS
14,339 6,241 1,090 38,507 50,838 53,936 58,169 6,667 2,434
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -63,638)
-1,429 -1,205 -2,537 -58,645 -58,738 -62,611 -62,480 -1,027 -1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 10.3 1.8 63.5 83.9 89.0 96.0 11.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
48 22 14 71 74 126 103
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 303,017
COMMITMENTS
71,695 31,205 5,451 192,536 254,191 269,682 290,847 33,335 12,170
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -183,570)
-6,768 -11,753 -5,957 -178,907 -171,673 -191,632 -189,383 8,061 5,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 10.3 1.8 63.5 83.9 89.0 96.0 11.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
48 22 14 71 74 126 103
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 185,331
COMMITMENTS
116,468 42,478 5,563 24,461 117,571 146,493 165,613 38,838 19,718
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -29,636)
-28,244 -3,880 -564 2,710 -22,783 -26,098 -27,227 -3,538 -2,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 22.9 3.0 13.2 63.4 79.0 89.4 21.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
39 39 20 22 25 75 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,532
COMMITMENTS
17,101 21,967 776 24,785 10,343 42,662 33,086 9,870 19,446
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -12)
-991 -1,877 676 -36 4,171 -351 2,970 339 -2,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 41.8 1.5 47.2 19.7 81.2 63.0 18.8 37.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 8 3 20 4 41 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,381
COMMITMENTS
26,308 3,282 138 19,314 18,738 45,760 22,158 7,621 31,223
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -5,349)
-5,654 181 101 1,250 2,148 -4,303 2,430 -1,046 -7,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 6.1 0.3 36.2 35.1 85.7 41.5 14.3 58.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 4 2 23 18 46 23
Updated December 28, 2012