MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,761
COMMITMENTS
3,970 4,169 1,054 14,025 15,404 19,049 20,627 4,712 3,134
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 753)
106 428 141 672 450 919 1,019 -166 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 17.5 4.4 59.0 64.8 80.2 86.8 19.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 16 15 26 25 50 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 240,215
COMMITMENTS
83,230 43,291 57,060 73,487 98,392 213,777 198,743 26,438 41,472
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 12,916)
769 -4,191 8,165 3,117 7,705 12,051 11,679 865 1,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 18.0 23.8 30.6 41.0 89.0 82.7 11.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
106 81 101 56 80 226 220
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 334,554
COMMITMENTS
88,482 81,295 65,684 144,372 136,025 298,538 283,004 36,016 51,550
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 3,728)
-1,833 620 -2,125 6,839 5,499 2,881 3,994 847 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 24.3 19.6 43.2 40.7 89.2 84.6 10.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
97 109 138 101 155 282 348
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,882
COMMITMENTS
4,701 2,197 728 3,096 6,482 8,525 9,407 2,357 1,475
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 424)
125 15 9 253 389 387 413 37 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 20.2 6.7 28.5 59.6 78.3 86.4 21.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
44 20 10 24 35 75 60
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,399
COMMITMENTS
8,993 11,228 3,822 7,895 2,514 20,710 17,564 5,689 8,835
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -478)
260 912 -165 -90 -662 5 85 -483 -563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 42.5 14.5 29.9 9.5 78.4 66.5 21.6 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
26 50 31 42 26 87 97
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,751
COMMITMENTS
201 1,379 234 3,912 3,025 4,347 4,638 404 113
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 518)
141 376 -4 314 197 451 569 67 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 29.0 4.9 82.3 63.7 91.5 97.6 8.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 8 9 13 11 24 21
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 77,756
COMMITMENTS
5,008 6,533 2,819 69,565 68,031 77,392 77,383 364 373
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -8,744)
-1 -856 0 -8,875 -7,859 -8,876 -8,715 132 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 8.4 3.6 89.5 87.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 16 16 18 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 169,517
COMMITMENTS
72,893 11,447 818 61,171 135,820 134,882 148,085 34,635 21,432
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,178)
-3,042 1,631 -95 5,746 -1,621 2,609 -85 -1,431 1,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 6.8 0.5 36.1 80.1 79.6 87.4 20.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
42 16 4 24 28 66 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,210
COMMITMENTS
7,220 19,708 116 26,831 11,063 34,167 30,887 12,043 15,323
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -730)
-4,168 -568 -28 1,792 461 -2,404 -135 1,674 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 42.6 0.3 58.1 23.9 73.9 66.8 26.1 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 13 2 12 10 20 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 165,940
COMMITMENTS
96,451 9,664 1,321 60,647 152,448 158,419 163,433 7,521 2,507
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -4,071)
-6,466 3,741 485 2,010 -8,308 -3,971 -4,082 -100 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.1 5.8 0.8 36.5 91.9 95.5 98.5 4.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
74 23 8 21 19 98 50
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 150,722
COMMITMENTS
46,546 45,816 2,013 72,393 82,747 120,952 130,576 29,770 20,146
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,549)
747 8,245 1,055 2,508 -6,569 4,310 2,731 -2,761 -1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 30.4 1.3 48.0 54.9 80.2 86.6 19.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
30 27 6 20 31 52 62
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 180,979
COMMITMENTS
28,272 79,661 781 139,472 42,709 168,525 123,151 12,454 57,828
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 25,048)
6,292 27,234 532 17,712 -9,372 24,536 18,394 512 6,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 44.0 0.4 77.1 23.6 93.1 68.0 6.9 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
23 53 7 27 27 54 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 232,328
COMMITMENTS
36,692 128,092 2,846 155,028 45,063 194,566 176,001 37,762 56,327
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 668)
-3,171 4,583 278 4,600 -3,369 1,707 1,492 -1,039 -824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 55.1 1.2 66.7 19.4 83.7 75.8 16.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
34 64 17 51 47 94 119
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,762
COMMITMENTS
18,953 946 157 12,999 31,196 32,109 32,299 653 463
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 338)
3 254 147 212 -153 362 248 -24 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.9 2.9 0.5 39.7 95.2 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 4 2 8 8 17 13
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,757
COMMITMENTS
21,436 3,578 222 4,087 23,693 25,745 27,493 4,012 2,264
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -3,495)
-2,256 -920 0 -932 -2,884 -3,188 -3,804 -307 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.0 12.0 0.7 13.7 79.6 86.5 92.4 13.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
22 10 1 7 14 29 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,586,243
COMMITMENTS
1598324 730,638 1368457 4742765 5476572 7709546 7575667 876,697 1010576
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 105,944)
83,682 80,683 36,446 7,912 -27,097 128,040 90,032 -22,096 15,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 8.5 15.9 55.2 63.8 89.8 88.2 10.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
52 42 77 121 127 224 207
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 852,640
COMMITMENTS
85,610 78,813 20,365 604,839 645,653 710,813 744,831 141,827 107,809
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 24,549)
-11,306 6,888 1,591 13,273 -3,742 3,558 4,736 20,991 19,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 9.2 2.4 70.9 75.7 83.4 87.4 16.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
107 87 39 240 226 368 331
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 227,967
COMMITMENTS
14,558 5,035 181 149,280 158,998 164,019 164,214 63,948 63,753
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 15,056)
2,124 -1,328 -31 8,485 -746 10,578 -2,105 4,478 17,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 2.2 0.1 65.5 69.7 71.9 72.0 28.1 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
9 5 3 55 49 66 55
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,123,365
COMMITMENTS
392,852 406,486 63,325 2277793 2433273 2733970 2903084 389,395 220,281
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 47,463)
-63,666 44,561 4,627 23,938 -14,981 -35,101 34,207 82,564 13,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 13.0 2.0 72.9 77.9 87.5 92.9 12.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
104 87 36 216 207 341 309
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 118,487
COMMITMENTS
11,927 6,200 753 93,417 107,525 106,097 114,478 12,390 4,009
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 2,571)
-1,395 1,219 677 3,676 137 2,958 2,033 -387 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 5.2 0.6 78.8 90.7 89.5 96.6 10.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
13 5 1 55 40 68 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 108,038
COMMITMENTS
8,747 10,629 2,395 88,642 89,540 99,785 102,564 8,254 5,474
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 35,604)
-4,231 2,231 2,117 34,863 28,994 32,750 33,342 2,855 2,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 9.8 2.2 82.0 82.9 92.4 94.9 7.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
48 44 13 80 80 137 128
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,942
COMMITMENTS
646 736 0 24,561 25,261 25,207 25,997 2,735 1,945
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 2.6 0.0 87.9 90.4 90.2 93.0 9.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 11 9 12 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 400,482
COMMITMENTS
47,387 56,345 5,095 320,406 321,395 372,888 382,835 27,594 17,647
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 38,312)
-17,502 14,355 3,706 51,509 18,665 37,713 36,726 599 1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 14.1 1.3 80.0 80.3 93.1 95.6 6.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
49 43 11 75 75 131 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 180,364
COMMITMENTS
104,617 39,906 817 41,848 117,417 147,282 158,140 33,082 22,224
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -3,075)
-1,216 2,219 95 -438 -2,863 -1,559 -549 -1,516 -2,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.0 22.1 0.5 23.2 65.1 81.7 87.7 18.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
39 26 9 16 30 58 62
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,244
COMMITMENTS
9,933 9,627 0 22,490 7,904 32,423 17,531 4,821 19,713
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 5,598)
1,366 2,253 -15 5,231 -530 6,582 1,708 -984 3,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 25.8 0.0 60.4 21.2 87.1 47.1 12.9 52.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 4 0 16 8 29 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,615
COMMITMENTS
12,275 4,588 186 18,175 26,910 30,636 31,684 6,979 5,931
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,719)
4,093 -2,593 -56 -3,447 7,732 590 5,083 1,129 -3,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 12.2 0.5 48.3 71.5 81.4 84.2 18.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 7 3 23 25 37 34
Updated November 26, 2012