BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,168
COMMITMENTS
57 159 60 3,450 3,336 3,566 3,555 602 613
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 137)
50 1 -1 77 151 127 151 11 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 3.8 1.4 82.8 80.0 85.6 85.3 14.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 15 14 19 17
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,867
COMMITMENTS
9,441 3,895 12,732 27,568 26,864 49,742 43,491 6,125 12,376
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 760)
147 329 212 406 505 765 1,046 -5 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 7.0 22.8 49.3 48.1 89.0 77.8 11.0 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 15 20 39 38 72 63
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 281,093
COMMITMENTS
69,810 31,758 71,325 110,904 135,162 252,039 238,245 29,054 42,848
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -1,588)
-3,254 6,174 -2,671 3,423 -4,547 -2,502 -1,044 914 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 11.3 25.4 39.5 48.1 89.7 84.8 10.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
93 72 109 65 77 213 219
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 396,315
COMMITMENTS
105,140 36,296 103,882 160,658 191,549 369,679 331,726 26,635 64,589
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 5,751)
5,025 1,306 -983 2,466 4,037 6,508 4,360 -757 1,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 9.2 26.2 40.5 48.3 93.3 83.7 6.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
110 89 127 103 160 285 315
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,741
COMMITMENTS
3,522 4,868 1,230 3,180 1,843 7,931 7,940 1,810 1,801
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -509)
-197 -414 221 -259 -130 -235 -323 -273 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 50.0 12.6 32.6 18.9 81.4 81.5 18.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
19 31 16 22 18 52 59
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,346
COMMITMENTS
14,385 2,869 7,897 8,632 7,654 30,914 18,420 6,431 18,925
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 2,621)
1,237 -47 796 479 787 2,512 1,537 109 1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 7.7 21.1 23.1 20.5 82.8 49.3 17.2 50.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
56 28 47 40 47 122 108
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 125,609
COMMITMENTS
6,938 1,287 3,193 115,067 120,201 125,198 124,681 411 928
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -903)
0 -260 0 -776 -772 -776 -1,032 -127 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.0 2.5 91.6 95.7 99.7 99.3 0.3 0.7
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 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 125,240
COMMITMENTS
28,009 49,989 3,226 66,893 48,032 98,128 101,247 27,113 23,993
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -55,454)
6,570 1,929 -9,588 -25,870 -49,059 -28,889 -56,717 -26,566 1,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 39.9 2.6 53.4 38.4 78.4 80.8 21.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
23 15 8 22 24 50 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,261
COMMITMENTS
3,236 14,163 1,929 25,424 3,311 30,589 19,402 7,672 18,859
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 2,792)
-6,489 1,158 -46 9,575 83 3,040 1,196 -248 1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 37.0 5.0 66.4 8.7 79.9 50.7 20.1 49.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 15 6 13 9 22 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 117,370
COMMITMENTS
18,228 43,913 0 96,564 66,582 114,792 110,495 2,578 6,875
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 1,018)
-1,949 4,934 -24 2,822 -4,614 849 296 169 722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 37.4 0.0 82.3 56.7 97.8 94.1 2.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 36 0 18 21 35 57
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 187,839
COMMITMENTS
25,430 54,223 2,377 145,350 104,271 173,157 160,871 14,682 26,968
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -541)
-1,105 2,264 222 230 -1,799 -653 687 113 -1,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 28.9 1.3 77.4 55.5 92.2 85.6 7.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
18 27 10 27 30 52 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 140,060
COMMITMENTS
52,849 30,133 2,796 67,949 79,358 123,594 112,287 16,465 27,773
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 1,242)
790 2,339 338 2,196 -2,760 3,325 -83 -2,083 1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 21.5 2.0 48.5 56.7 88.2 80.2 11.8 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
22 29 13 22 24 50 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 318,711
COMMITMENTS
45,485 172,424 29,665 214,547 56,459 289,696 258,548 29,015 60,163
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 9,853)
-4,279 9,599 -118 16,233 2,624 11,836 12,105 -1,983 -2,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 54.1 9.3 67.3 17.7 90.9 81.1 9.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
28 83 44 54 50 112 147
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 10,181
COMMITMENTS
6,571 5,166 225 1,540 2,351 8,336 7,742 1,845 2,439
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 739)
836 43 0 -294 540 542 583 197 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 50.7 2.2 15.1 23.1 81.9 76.0 18.1 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 15 1 5 3 14 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,538,245
COMMITMENTS
250,345 702,160 4244613 6279093 5542783 10774050 10489556 764,195 1048689
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -31,372)
-22,023 -70,820 35,479 18,473 19,518 31,929 -15,823 -63,301 -15,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 6.1 36.8 54.4 48.0 93.4 90.9 6.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
34 65 93 135 137 231 242
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 859,507
COMMITMENTS
54,143 95,952 65,831 611,493 582,862 731,467 744,646 128,040 114,862
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 23,587)
-3,505 4,414 9,065 24,565 11,489 30,124 24,967 -6,538 -1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 11.2 7.7 71.1 67.8 85.1 86.6 14.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526)
82 111 82 235 231 364 377
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 291,816
COMMITMENTS
30,040 21,318 18,688 174,560 189,473 223,288 229,479 68,527 62,337
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 11,758)
9,742 2,743 70 6,916 9,080 16,728 11,892 -4,970 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 7.3 6.4 59.8 64.9 76.5 78.6 23.5 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
17 13 23 61 58 88 84
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,838,458
COMMITMENTS
243,178 495,838 113,053 2184661 1966945 2540892 2575836 297,566 262,623
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 59,144)
-24,101 50,490 2,838 88,243 12,045 66,980 65,373 -7,836 -6,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 17.5 4.0 77.0 69.3 89.5 90.7 10.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 494)
75 108 74 212 212 330 351
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,908
COMMITMENTS
6,832 6,211 9 90,967 95,215 97,808 101,435 8,100 4,473
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: -1,006)
191 72 -23 -539 -1,504 -371 -1,455 -635 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 5.9 0.0 85.9 89.9 92.4 95.8 7.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
8 7 1 52 37 60 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,774
COMMITMENTS
7,835 4,910 1,074 37,080 43,119 45,989 49,103 5,785 2,671
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 39)
-1,180 355 726 268 -956 -186 125 225 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 9.5 2.1 71.6 83.3 88.8 94.8 11.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
41 30 11 64 75 109 112
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 258,870
COMMITMENTS
39,177 24,549 5,370 185,399 215,594 229,946 245,513 28,924 13,357
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 197)
-5,901 1,777 3,630 1,341 -4,780 -930 627 1,127 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 9.5 2.1 71.6 83.3 88.8 94.8 11.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
41 30 11 64 75 109 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 118,806
COMMITMENTS
59,941 27,352 5,826 33,390 68,158 99,157 101,336 19,649 17,470
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 6,785)
8,272 1,420 22 -2,575 5,525 5,718 6,967 1,067 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 23.0 4.9 28.1 57.4 83.5 85.3 16.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
19 23 12 21 28 49 54
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 23,104
COMMITMENTS
3,563 8,360 3 13,683 4,574 17,249 12,937 5,855 10,167
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 768)
310 27 0 673 -50 983 -23 -215 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 36.2 0.0 59.2 19.8 74.7 56.0 25.3 44.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 10 1 16 3 24 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,756
COMMITMENTS
7,028 2,680 1,604 21,590 12,970 30,222 17,254 5,534 18,502
CHANGES FROM 12/20/11 (CHANGE IN OPEN INTEREST: 3,256)
-312 -438 416 2,912 -1,303 3,016 -1,325 240 4,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 7.5 4.5 60.4 36.3 84.5 48.3 15.5 51.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 6 2 21 16 30 24
Updated December 30, 2011