BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,048
COMMITMENTS
60 3 145 2,219 2,583 2,424 2,731 624 317
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -852)
-14 3 -22 -719 -782 -755 -802 -97 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.1 4.8 72.8 84.7 79.5 89.6 20.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 3 16 11 19 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,336
COMMITMENTS
5,509 2,353 9,519 18,830 22,026 33,857 33,898 7,479 7,439
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -7,957)
-982 -80 -2,273 -4,092 -4,514 -7,347 -6,867 -609 -1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 5.7 23.0 45.6 53.3 81.9 82.0 18.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
25 6 21 35 31 65 54
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,963
COMMITMENTS
73,582 33,433 81,320 78,034 99,137 232,937 213,891 25,026 44,073
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -2,215)
1,829 3,752 -2,187 -3,056 -1,820 -3,415 -255 1,199 -1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 13.0 31.5 30.3 38.4 90.3 82.9 9.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
109 91 129 55 75 238 236
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 390,683
COMMITMENTS
91,156 54,089 112,561 150,246 166,428 353,963 333,078 36,720 57,605
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 9,814)
-2,311 1,308 4,557 5,016 2,269 7,261 8,134 2,552 1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 13.8 28.8 38.5 42.6 90.6 85.3 9.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
115 105 161 127 162 331 366
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,123
COMMITMENTS
4,810 2,158 854 2,920 6,438 8,583 9,450 2,540 1,674
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 340)
330 -269 137 -397 590 70 458 271 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 19.4 7.7 26.3 57.9 77.2 85.0 22.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
44 20 14 28 34 81 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,513
COMMITMENTS
8,104 7,856 6,276 8,425 4,168 22,805 18,300 6,709 11,213
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 517)
-5 693 59 246 -359 300 393 217 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 26.6 21.3 28.5 14.1 77.3 62.0 22.7 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
33 43 40 48 46 103 116
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,464
COMMITMENTS
121 1,086 750 4,007 3,404 4,879 5,240 586 224
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,297)
-68 -313 -130 -998 -881 -1,197 -1,324 -100 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 19.9 13.7 73.3 62.3 89.3 95.9 10.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 6 9 12 12 23 22
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 84,904
COMMITMENTS
5,940 5,072 2,819 75,720 76,668 84,479 84,559 425 345
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -348)
-1,168 0 90 942 -355 -136 -265 -212 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 6.0 3.3 89.2 90.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 2 15 16 18 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 184,183
COMMITMENTS
82,818 6,597 9,273 54,200 147,076 146,291 162,946 37,892 21,237
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,574)
-4,194 714 -922 7,351 -3,566 2,236 -3,774 -3,810 2,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 3.6 5.0 29.4 79.9 79.4 88.5 20.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
40 14 19 23 31 71 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,474
COMMITMENTS
13,509 13,812 163 15,375 11,653 29,047 25,628 12,427 15,845
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 2,700)
1,724 4,393 45 4,905 -5,689 6,674 -1,251 -3,974 3,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 33.3 0.4 37.1 28.1 70.0 61.8 30.0 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 12 2 11 11 22 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,659
COMMITMENTS
120,223 5,801 898 59,291 180,076 180,412 186,775 9,247 2,884
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -12,797)
-10,401 1,186 -198 -3,119 -13,703 -13,718 -12,715 921 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.4 3.1 0.5 31.3 94.9 95.1 98.5 4.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
82 14 6 18 19 104 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 176,257
COMMITMENTS
57,462 36,369 7,303 75,558 108,839 140,323 152,511 35,934 23,746
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 1,550)
-713 2,674 1,666 1,762 -3,850 2,715 490 -1,165 1,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 20.6 4.1 42.9 61.8 79.6 86.5 20.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
30 26 14 23 35 63 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 182,472
COMMITMENTS
25,112 64,158 11,311 132,770 47,822 169,193 123,290 13,279 59,181
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 17,978)
5,388 8,167 1,637 11,665 3,851 18,690 13,655 -712 4,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 35.2 6.2 72.8 26.2 92.7 67.6 7.3 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
23 49 22 27 27 61 87
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 275,317
COMMITMENTS
43,997 114,410 29,762 159,431 67,927 233,190 212,098 42,127 63,219
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 10,529)
6,307 14,616 4,060 3,270 -7,446 13,637 11,230 -3,108 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 41.6 10.8 57.9 24.7 84.7 77.0 15.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
46 81 54 60 61 139 163
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,590
COMMITMENTS
19,030 692 10 12,662 31,576 31,702 32,278 888 312
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 3,887)
387 201 -49 3,527 3,813 3,865 3,965 22 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 2.1 0.0 38.9 96.9 97.3 99.0 2.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 2 1 6 9 15 12
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,326
COMMITMENTS
24,440 5,052 222 5,508 28,113 30,170 33,387 5,156 1,939
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 4,303)
3,591 948 -4 35 3,392 3,622 4,336 681 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 14.3 0.6 15.6 79.6 85.4 94.5 14.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
30 11 1 6 14 36 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,258,861
COMMITMENTS
1402677 551,709 4057397 5835226 6604589 11295300 11213696 963,561 1045165
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 207,876)
100,991 112,737 88,309 -22,329 -1,314 166,971 199,733 40,905 8,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 4.5 33.1 47.6 53.9 92.1 91.5 7.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
65 39 89 131 136 238 234
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 947,767
COMMITMENTS
95,159 80,889 54,317 675,940 716,648 825,415 851,853 122,351 95,913
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 454)
-4,766 -5,990 433 6,115 379 1,781 -5,178 -1,327 5,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.5 5.7 71.3 75.6 87.1 89.9 12.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597)
131 111 116 264 248 458 413
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 271,778
COMMITMENTS
9,782 10,077 17,196 180,226 197,330 207,204 224,603 64,574 47,175
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -843)
-105 194 -2,891 4,413 -2,915 1,417 -5,613 -2,260 4,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.7 6.3 66.3 72.6 76.2 82.6 23.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
16 10 21 72 61 97 84
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,379,945
COMMITMENTS
436,158 363,335 176,326 2478573 2596589 3091057 3136250 288,888 243,695
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 6,485)
-23,464 -31,076 16,776 8,510 16,473 1,822 2,173 4,662 4,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 10.7 5.2 73.3 76.8 91.5 92.8 8.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552)
123 106 106 239 224 420 378
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 116,271
COMMITMENTS
15,234 3,316 1,228 87,371 108,675 103,833 113,219 12,438 3,052
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 2,329)
1,129 38 -1,031 2,115 2,789 2,213 1,796 117 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 2.9 1.1 75.1 93.5 89.3 97.4 10.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
16 3 1 57 41 73 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 74,253
COMMITMENTS
14,742 6,652 1,249 52,457 63,293 68,447 71,194 5,806 3,059
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -1,891)
-2,129 -356 -164 1,180 -1,565 -1,113 -2,085 -778 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 9.0 1.7 70.6 85.2 92.2 95.9 7.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
55 35 18 68 70 132 114
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 371,265
COMMITMENTS
73,708 33,258 6,244 262,284 316,467 342,236 355,970 29,029 15,295
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -9,454)
-10,644 -1,781 -819 5,898 -7,825 -5,565 -10,425 -3,890 971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 9.0 1.7 70.6 85.2 92.2 95.9 7.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
55 35 18 68 70 132 114
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 191,585
COMMITMENTS
97,565 37,078 6,392 49,309 123,609 153,267 167,079 38,318 24,506
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 2,702)
7,046 -1,756 -400 -8,196 5,846 -1,550 3,690 4,253 -988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 19.4 3.3 25.7 64.5 80.0 87.2 20.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
39 33 19 23 32 75 71
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,730
COMMITMENTS
7,819 7,576 0 17,826 8,126 25,645 15,702 6,085 16,028
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 1,659)
676 264 0 423 187 1,099 451 560 1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 23.9 0.0 56.2 25.6 80.8 49.5 19.2 50.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 4 0 17 9 29 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 32,596
COMMITMENTS
9,405 5,240 182 17,514 19,953 27,101 25,375 5,495 7,221
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -867)
-679 -813 0 373 1,085 -306 272 -561 -1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 16.1 0.6 53.7 61.2 83.1 77.8 16.9 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
13 7 2 25 18 38 27
Updated November 9, 2012