BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,981
COMMITMENTS
2 22 172 3,266 3,230 3,440 3,425 541 557
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 343)
-4 22 45 249 287 289 354 54 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.6 4.3 82.0 81.1 86.4 86.0 13.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 16 11 19 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,739
COMMITMENTS
3,105 2,691 9,357 21,305 19,380 33,767 31,428 4,972 7,311
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -314)
-254 128 -42 67 -175 -229 -89 -85 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 6.9 24.2 55.0 50.0 87.2 81.1 12.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 10 25 38 34 71 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 280,451
COMMITMENTS
82,808 23,438 84,543 83,093 133,521 250,443 241,502 30,008 38,949
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 5,339)
3,318 -2,940 2,647 304 8,454 6,270 8,161 -931 -2,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 8.4 30.1 29.6 47.6 89.3 86.1 10.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
104 76 116 69 83 242 220
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 394,274
COMMITMENTS
107,968 35,481 115,672 138,392 186,081 362,032 337,234 32,243 57,040
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 3)
2,253 619 1,896 -1,521 2,022 2,628 4,537 -2,625 -4,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 9.0 29.3 35.1 47.2 91.8 85.5 8.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
143 87 155 110 168 335 349
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,161
COMMITMENTS
4,498 1,530 1,252 2,175 5,828 7,924 8,610 2,236 1,551
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,045)
-42 -639 -248 -227 -29 -516 -916 -529 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 15.1 12.3 21.4 57.4 78.0 84.7 22.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
46 16 13 24 29 76 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,816
COMMITMENTS
10,055 7,477 7,689 9,401 6,217 27,145 21,384 7,671 13,432
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 363)
110 1,081 -49 -154 -183 -93 850 456 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 21.5 22.1 27.0 17.9 78.0 61.4 22.0 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
41 27 35 55 45 113 96
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,813
COMMITMENTS
307 2,093 1,169 4,812 3,324 6,288 6,586 525 227
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 261)
41 142 76 106 -8 223 210 39 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 30.7 17.2 70.6 48.8 92.3 96.7 7.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 6 10 15 12 28 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 75,631
COMMITMENTS
10,973 5,202 3,045 61,029 67,157 75,047 75,404 584 227
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 483)
470 -27 -9 0 607 461 571 22 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 6.9 4.0 80.7 88.8 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 2 2 14 18 19 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,048
COMMITMENTS
73,601 7,589 3,988 29,702 118,591 107,290 130,168 39,758 16,880
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -3,509)
888 -1,957 594 -807 -295 674 -1,658 -4,183 -1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 5.2 2.7 20.2 80.6 73.0 88.5 27.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
41 16 14 20 26 68 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,892
COMMITMENTS
23,698 12,483 389 3,244 31,734 27,331 44,606 24,562 7,286
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,671)
1,903 1,724 -8 496 936 2,391 2,653 -720 -982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 24.1 0.7 6.3 61.2 52.7 86.0 47.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 9 2 7 15 24 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 186,181
COMMITMENTS
149,624 7,872 420 28,558 176,559 178,602 184,851 7,579 1,330
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -14,279)
-7,714 -111 310 -2,332 -14,118 -9,736 -13,919 -4,543 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.4 4.2 0.2 15.3 94.8 95.9 99.3 4.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
82 14 3 14 19 98 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 188,209
COMMITMENTS
66,710 32,672 6,935 70,457 127,257 144,102 166,864 44,107 21,345
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -3,788)
-6,795 -4,488 1,689 1,285 -2,451 -3,821 -5,250 32 1,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 17.4 3.7 37.4 67.6 76.6 88.7 23.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
37 29 16 19 31 66 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 240,939
COMMITMENTS
29,538 107,697 26,717 162,325 39,434 218,579 173,848 22,359 67,090
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 9,978)
3,622 -2,368 6,904 -5,429 7,709 5,097 12,245 4,881 -2,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 44.7 11.1 67.4 16.4 90.7 72.2 9.3 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
24 66 34 28 28 74 107
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 251,780
COMMITMENTS
79,565 73,360 28,522 88,029 96,580 196,116 198,463 55,664 53,317
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 6,180)
6,244 -1,260 914 415 6,723 7,572 6,376 -1,392 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 29.1 11.3 35.0 38.4 77.9 78.8 22.1 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
52 64 43 47 54 124 136
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 38,246
COMMITMENTS
22,143 7,430 39 15,495 30,169 37,677 37,638 569 608
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -2,808)
-204 -153 -1,052 -1,450 -1,549 -2,706 -2,754 -102 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 19.4 0.1 40.5 78.9 98.5 98.4 1.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 4 1 6 7 17 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,531
COMMITMENTS
25,832 8,750 231 4,147 23,921 30,210 32,902 4,321 1,629
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -5,604)
-1,593 -3,936 2 -1,030 -1,863 -2,621 -5,797 -2,983 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.8 25.3 0.7 12.0 69.3 87.5 95.3 12.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
24 11 2 9 13 33 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,511,265
COMMITMENTS
982,796 563,049 3328530 5310033 5592227 9621359 9483806 889,906 1027459
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 123,002)
-68,822 26,048 91,755 151,003 60,371 173,936 178,174 -50,934 -55,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 5.4 31.7 50.5 53.2 91.5 90.2 8.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
51 45 81 122 126 218 216
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 850,806
COMMITMENTS
97,209 68,600 49,481 584,161 649,696 730,851 767,777 119,955 83,029
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,240)
3,192 3,555 202 -1,150 -1,391 2,245 2,367 -3,484 -3,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 8.1 5.8 68.7 76.4 85.9 90.2 14.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562)
128 100 98 242 215 425 360
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 227,968
COMMITMENTS
15,187 2,217 14,469 137,795 166,430 167,450 183,116 60,518 44,852
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 6,284)
4,371 1,021 -273 1,034 6,532 5,132 7,280 1,152 -996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.0 6.3 60.4 73.0 73.5 80.3 26.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
17 11 21 65 55 94 77
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,114,188
COMMITMENTS
430,653 352,455 154,518 2231833 2416332 2817004 2923305 297,183 190,882
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -37,619)
7,172 25,737 -10,690 -10,918 -39,613 -14,436 -24,565 -23,183 -13,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 11.3 5.0 71.7 77.6 90.5 93.9 9.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
120 94 87 217 200 383 335
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 111,804
COMMITMENTS
19,505 2,266 180 80,754 106,639 100,439 109,085 11,366 2,720
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,772)
1,557 -218 180 -2,974 -2,052 -1,237 -2,090 -535 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 2.0 0.2 72.2 95.4 89.8 97.6 10.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
19 2 1 52 38 71 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,152
COMMITMENTS
13,019 7,677 1,371 37,533 46,392 51,923 55,440 6,229 2,712
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -2,452)
-1,320 1,436 281 -975 -4,446 -2,014 -2,730 -438 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 13.2 2.4 64.5 79.8 89.3 95.3 10.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
53 25 19 71 75 130 113
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 290,758
COMMITMENTS
65,096 38,385 6,854 187,664 231,961 259,613 277,200 31,145 13,558
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -12,259)
-6,599 7,180 1,403 -4,873 -22,230 -10,069 -13,648 -2,191 1,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 13.2 2.4 64.5 79.8 89.3 95.3 10.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
53 25 19 71 75 130 113
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 181,742
COMMITMENTS
116,717 38,804 6,361 24,360 116,433 147,438 161,597 34,303 20,144
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -3,589)
249 -3,674 797 -101 -1,139 946 -4,015 -4,535 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 21.4 3.5 13.4 64.1 81.1 88.9 18.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
36 35 21 23 27 73 69
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,920
COMMITMENTS
18,159 20,708 860 24,594 10,782 43,613 32,350 9,307 20,570
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 388)
1,058 -1,259 84 -191 439 951 -736 -563 1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 39.1 1.6 46.5 20.4 82.4 61.1 17.6 38.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
21 8 3 21 6 44 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,529
COMMITMENTS
26,729 3,962 483 20,238 22,928 47,450 27,373 7,079 27,156
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,148)
421 680 345 924 4,190 1,690 5,215 -542 -4,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 7.3 0.9 37.1 42.0 87.0 50.2 13.0 49.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
23 6 3 23 23 47 31
Updated January 4, 2013