BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,556
COMMITMENTS
0 158 5 2,916 2,844 2,921 3,007 635 549
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 520)
0 9 0 479 509 479 518 41 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.1 82.0 80.0 82.1 84.6 17.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 11 12 13 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,408
COMMITMENTS
7,992 9,740 955 20,246 16,983 29,193 27,678 4,215 5,730
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,319)
505 416 -47 846 508 1,304 877 15 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 29.2 2.9 60.6 50.8 87.4 82.8 12.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 18 10 30 27 54 48
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 249,711
COMMITMENTS
80,551 34,274 42,312 96,087 133,478 218,950 210,064 30,761 39,647
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -11,507)
-6,777 -243 2,158 -6,170 -10,709 -10,789 -8,794 -718 -2,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 13.7 16.9 38.5 53.5 87.7 84.1 12.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
106 57 113 53 83 221 220
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,194
COMMITMENTS
105,396 56,801 37,431 141,955 162,425 284,782 256,657 26,412 54,537
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -7,845)
-5,305 2,795 -1,225 52 -8,133 -6,478 -6,563 -1,367 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 18.3 12.0 45.6 52.2 91.5 82.5 8.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
110 82 105 88 150 249 301
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,183
COMMITMENTS
3,830 5,055 1,155 3,481 2,145 8,466 8,355 2,717 2,828
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -1,183)
-134 152 -812 -141 -263 -1,087 -923 -96 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 45.2 10.3 31.1 19.2 75.7 74.7 24.3 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 29 14 24 22 58 63
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,048
COMMITMENTS
12,605 4,252 4,289 7,324 5,981 24,218 14,522 5,830 15,526
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -1,104)
-71 39 -370 -548 -699 -989 -1,030 -115 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 14.2 14.3 24.4 19.9 80.6 48.3 19.4 51.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
40 28 37 31 34 91 91
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 128,111
COMMITMENTS
6,572 127 3,559 115,126 121,593 125,257 125,279 2,854 2,832
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 19,867)
-911 0 -1,494 21,763 20,221 19,358 18,727 509 1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.1 2.8 89.9 94.9 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 17 15 19 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 173,429
COMMITMENTS
35,787 49,172 5,497 105,069 95,658 146,353 150,327 27,076 23,102
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 23,103)
4,765 -2,021 4,494 13,697 20,964 22,956 23,437 147 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 28.4 3.2 60.6 55.2 84.4 86.7 15.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 16 3 23 33 45 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,102
COMMITMENTS
5,005 15,486 4,011 40,110 15,865 49,126 35,362 6,976 20,740
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 13,554)
647 -30 3,915 10,114 6,721 14,676 10,606 -1,122 2,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 27.6 7.1 71.5 28.3 87.6 63.0 12.4 37.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 17 4 15 14 23 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 125,833
COMMITMENTS
17,609 40,503 2,516 102,879 77,569 123,004 120,588 2,829 5,245
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -4,398)
-610 1,422 1,371 -5,395 -6,347 -4,634 -3,554 236 -844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 32.2 2.0 81.8 61.6 97.8 95.8 2.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
24 32 11 22 25 51 66
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 218,203
COMMITMENTS
23,782 63,291 3,438 179,246 121,639 206,466 188,368 11,737 29,835
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 8,689)
-2,529 -6,580 2,895 8,779 12,358 9,145 8,673 -456 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 29.0 1.6 82.1 55.7 94.6 86.3 5.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
17 32 13 29 30 51 71
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 204,818
COMMITMENTS
52,249 16,649 6,682 127,716 154,671 186,647 178,002 18,171 26,816
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 26,193)
-4,568 -1,897 6,528 24,891 19,591 26,851 24,222 -658 1,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 8.1 3.3 62.4 75.5 91.1 86.9 8.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 23 7 24 26 50 52
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 327,740
COMMITMENTS
35,507 151,964 15,081 244,941 101,015 295,529 268,060 32,211 59,680
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 44,431)
986 21,629 11,745 28,960 8,777 41,691 42,151 2,740 2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 46.4 4.6 74.7 30.8 90.2 81.8 9.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
28 75 21 48 48 88 132
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,686
COMMITMENTS
11,148 5,765 551 15,164 19,901 26,863 26,217 1,823 2,469
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,089)
403 -1,123 550 -212 1,404 741 831 348 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 20.1 1.9 52.9 69.4 93.6 91.4 6.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 17 4 9 12 19 31
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,677,126
COMMITMENTS
511,628 1078745 1589997 5777259 5002237 7878884 7670979 798,242 1006147
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 181,647)
90,465 28,349 59,519 -34,275 94,019 115,709 181,887 65,938 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 12.4 18.3 66.6 57.6 90.8 88.4 9.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
37 58 81 131 138 220 236
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,023,384
COMMITMENTS
71,350 106,964 39,502 772,724 751,025 883,576 897,491 139,809 125,894
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 96,391)
12,872 4,383 6,430 70,699 79,757 90,002 90,571 6,390 5,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 10.5 3.9 75.5 73.4 86.3 87.7 13.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554)
92 111 67 250 262 374 408
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 342,167
COMMITMENTS
34,596 17,876 2,496 221,959 258,858 259,051 279,230 83,116 62,937
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 18,587)
3,015 -2,150 951 18,934 12,636 22,900 11,437 -4,313 7,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 5.2 0.7 64.9 75.7 75.7 81.6 24.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
13 18 14 67 62 89 85
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,406,086
COMMITMENTS
259,751 521,421 109,048 2753824 2460834 3122623 3091303 283,463 314,783
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 389,022)
24,511 7,890 52,172 258,825 335,606 335,508 395,668 53,514 -6,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 15.3 3.2 80.9 72.2 91.7 90.8 8.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526)
87 109 60 229 239 346 378
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 132,247
COMMITMENTS
7,936 5,422 244 115,068 121,560 123,248 127,226 8,999 5,021
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 15,097)
-458 2 212 17,871 14,881 17,625 15,095 -2,528 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 4.1 0.2 87.0 91.9 93.2 96.2 6.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
8 7 2 58 48 67 56
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 114,413
COMMITMENTS
12,959 3,932 4,026 78,108 88,209 95,094 96,168 19,319 18,245
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 20,204)
3,510 -779 2,882 13,184 15,797 19,577 17,901 628 2,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 3.4 3.5 68.3 77.1 83.1 84.1 16.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
50 28 17 88 97 145 136
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 31,870
COMMITMENTS
2,946 538 0 13,950 30,126 16,896 30,664 14,974 1,206
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 1,982)
1,965 0 -50 -869 1,880 1,046 1,830 936 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 1.7 0.0 43.8 94.5 53.0 96.2 47.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 12 15 13 16
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 412,713
COMMITMENTS
64,402 31,306 5,797 320,790 290,417 390,989 327,520 21,724 85,193
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 91,111)
17,154 5,535 5,232 70,267 69,586 92,653 80,353 -1,542 10,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 7.6 1.4 77.7 70.4 94.7 79.4 5.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
49 29 16 82 96 138 135
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 153,296
COMMITMENTS
60,132 25,703 3,963 70,313 106,719 134,408 136,385 18,888 16,911
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: 10,489)
6,479 1,874 1,008 2,028 7,480 9,515 10,362 974 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 16.8 2.6 45.9 69.6 87.7 89.0 12.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 24 5 23 27 48 53
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 22,552
COMMITMENTS
3,507 8,718 0 13,854 5,204 17,361 13,922 5,191 8,630
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -8,124)
-234 3,676 -1,511 -5,260 -4,445 -7,005 -2,280 -1,119 -5,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 38.7 0.0 61.4 23.1 77.0 61.7 23.0 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 8 0 15 5 22 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/13/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 30,842
COMMITMENTS
7,567 1,321 54 16,700 13,182 24,321 14,557 6,521 16,285
CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST: -19,212)
3,463 -6,121 -2,223 -20,538 -3,567 -19,298 -11,911 86 -7,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 4.3 0.2 54.1 42.7 78.9 47.2 21.1 52.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 5 2 17 13 25 20
Updated December 16, 2011