BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,031
COMMITMENTS
7 158 60 3,373 3,186 3,440 3,404 591 627
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 232)
-2 6 49 276 165 323 220 -92 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.9 1.5 83.7 79.0 85.3 84.4 14.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 14 12 17 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,107
COMMITMENTS
9,294 3,566 12,520 27,162 26,359 48,977 42,445 6,130 12,662
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 202)
262 -543 -346 -251 1,082 -335 193 538 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 6.5 22.7 49.3 47.8 88.9 77.0 11.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
23 13 20 38 36 69 61
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 282,681
COMMITMENTS
73,064 25,584 73,996 107,481 139,709 254,541 239,289 28,140 43,392
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -23,550)
-6,988 6,701 -13,028 1,116 -15,256 -18,901 -21,583 -4,649 -1,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 9.1 26.2 38.0 49.4 90.0 84.6 10.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
88 70 110 65 80 217 219
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 390,564
COMMITMENTS
100,115 34,990 104,864 158,192 187,512 363,171 327,366 27,393 63,198
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 272)
-966 3,254 1,073 2,853 -2,749 2,960 1,578 -2,688 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 9.0 26.8 40.5 48.0 93.0 83.8 7.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
109 87 124 108 156 280 313
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,249
COMMITMENTS
3,719 5,282 1,009 3,439 1,973 8,166 8,263 2,083 1,986
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -1,142)
-58 199 -265 -124 -220 -447 -286 -695 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 51.5 9.8 33.6 19.3 79.7 80.6 20.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 29 13 22 19 54 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,725
COMMITMENTS
13,148 2,916 7,100 8,154 6,867 28,402 16,884 6,323 17,841
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 342)
213 168 -125 401 127 489 169 -147 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 8.4 20.4 23.5 19.8 81.8 48.6 18.2 51.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
47 29 46 41 42 114 102
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 126,512
COMMITMENTS
6,938 1,547 3,193 115,843 120,973 125,974 125,713 538 799
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -8,225)
366 1,420 -366 -5,909 -7,246 -5,909 -6,192 -2,316 -2,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.2 2.5 91.6 95.6 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 16 15 18 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 180,695
COMMITMENTS
21,439 48,059 12,814 92,764 97,091 127,016 157,964 53,678 22,731
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,309)
-14,589 -782 5,175 -13,903 -1,556 -23,317 2,837 24,626 -1,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 26.6 7.1 51.3 53.7 70.3 87.4 29.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
22 16 11 28 34 57 54
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 35,469
COMMITMENTS
9,725 13,004 1,975 15,849 3,228 27,549 18,206 7,920 17,263
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -23,332)
5,280 -1,734 -3,826 -25,030 -13,550 -23,576 -19,110 244 -4,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 36.7 5.6 44.7 9.1 77.7 51.3 22.3 48.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 16 6 13 9 23 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,352
COMMITMENTS
20,177 38,979 24 93,742 71,196 113,943 110,199 2,409 6,153
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -9,481)
2,568 -1,524 -2,492 -9,137 -6,373 -9,061 -10,389 -420 908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 33.5 0.0 80.6 61.2 97.9 94.7 2.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 29 1 20 21 38 51
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 188,380
COMMITMENTS
26,535 51,958 2,155 145,120 106,070 173,810 160,184 14,570 28,196
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -33,840)
2,443 -10,624 -3,068 -35,149 -17,466 -35,774 -31,157 1,934 -2,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 27.6 1.1 77.0 56.3 92.3 85.0 7.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 30 12 26 29 50 64
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 138,818
COMMITMENTS
52,059 27,794 2,458 65,753 82,118 120,270 112,370 18,548 26,448
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -73,134)
-117 11,103 -7,053 -65,019 -74,715 -72,189 -70,666 -945 -2,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 20.0 1.8 47.4 59.2 86.6 80.9 13.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 27 11 20 23 45 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 308,858
COMMITMENTS
49,764 162,825 29,783 198,313 53,835 277,860 246,443 30,998 62,415
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -57,889)
13,766 11,094 -11,433 -54,832 -54,475 -52,499 -54,814 -5,390 -3,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 52.7 9.6 64.2 17.4 90.0 79.8 10.0 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
31 77 45 51 47 111 140
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 9,442
COMMITMENTS
5,735 5,123 225 1,834 1,811 7,794 7,159 1,648 2,283
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -19,244)
-5,413 -642 -326 -13,330 -18,090 -19,069 -19,058 -175 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.7 54.3 2.4 19.4 19.2 82.5 75.8 17.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 14 1 5 3 14 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,569,617
COMMITMENTS
272,368 772,980 4209134 6260619 5523266 10742121 10505380 827,496 1064237
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -3,363,033)
-99,825 -164,849 -1880423 -1323816 -1261156 -3304064 -3306428 -58,969 -56,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.7 36.4 54.1 47.7 92.8 90.8 7.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
36 64 96 134 138 233 243
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 835,921
COMMITMENTS
57,648 91,538 56,767 586,928 571,373 701,343 719,679 134,578 116,242
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -333,004)
-13,493 -10,961 -32,497 -270,260 -267,952 -316,250 -311,410 -16,754 -21,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 11.0 6.8 70.2 68.4 83.9 86.1 16.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535)
88 107 83 234 239 364 387
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 280,058
COMMITMENTS
20,299 18,575 18,617 167,644 180,393 206,560 217,586 73,498 62,472
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -143,350)
-14,297 2,935 -12,592 -99,008 -125,265 -125,898 -134,922 -17,452 -8,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 6.6 6.6 59.9 64.4 73.8 77.7 26.2 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
14 20 27 60 58 90 89
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,779,314
COMMITMENTS
267,279 445,348 110,215 2096418 1954899 2473912 2510462 305,402 268,852
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -948,270)
5,537 -67,968 -101,040 -856,258 -713,434 -951,761 -882,442 3,491 -65,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 16.0 4.0 75.4 70.3 89.0 90.3 11.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 500)
83 100 72 212 219 331 355
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 106,914
COMMITMENTS
6,641 6,139 32 91,506 96,719 98,179 102,890 8,735 4,024
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -25,349)
-1,295 717 -212 -23,565 -24,854 -25,072 -24,349 -278 -1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.7 0.0 85.6 90.5 91.8 96.2 8.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
7 8 1 49 37 56 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,735
COMMITMENTS
9,016 4,554 348 36,811 44,075 46,175 48,977 5,559 2,757
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -63,584)
-3,934 685 -3,887 -41,839 -44,739 -49,660 -47,941 -13,924 -15,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 8.8 0.7 71.2 85.2 89.3 94.7 10.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
44 24 10 69 77 116 108
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 258,673
COMMITMENTS
45,078 22,772 1,741 184,057 220,374 230,876 244,886 27,797 13,787
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -158,560)
-19,274 -8,218 -5,099 -139,446 -73,066 -163,819 -86,383 5,259 -72,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 8.8 0.7 71.2 85.2 89.3 94.7 10.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
44 24 10 69 77 116 108
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 112,021
COMMITMENTS
51,670 25,932 5,804 35,965 62,633 93,439 94,368 18,582 17,653
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -48,564)
-8,021 782 -1,392 -37,413 -47,138 -46,826 -47,748 -1,739 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 23.1 5.2 32.1 55.9 83.4 84.2 16.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 24 13 22 25 51 50
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 22,336
COMMITMENTS
3,253 8,333 3 13,010 4,624 16,266 12,960 6,070 9,376
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: -216)
-254 -385 3 -844 -580 -1,095 -962 879 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 37.3 0.0 58.2 20.7 72.8 58.0 27.2 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 9 1 15 3 22 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 32,500
COMMITMENTS
7,340 3,118 1,188 18,678 14,273 27,206 18,579 5,294 13,921
CHANGES FROM 12/13/11 (CHANGE IN OPEN INTEREST: 1,658)
-227 1,797 1,134 1,978 1,091 2,885 4,022 -1,227 -2,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 9.6 3.7 57.5 43.9 83.7 57.2 16.3 42.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 9 2 19 16 29 26
Updated December 23, 2011