BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,438
COMMITMENTS
46 108 17 2,669 2,739 2,732 2,864 706 574
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -446)
-6 -59 1 -570 -380 -575 -438 129 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 3.1 0.5 77.6 79.7 79.5 83.3 20.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 13 11 16 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,163
COMMITMENTS
6,547 8,043 1,037 17,765 15,446 25,349 24,526 4,814 5,637
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -4,532)
-1,781 -1,232 -83 -2,704 -3,273 -4,568 -4,588 36 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 26.7 3.4 58.9 51.2 84.0 81.3 16.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 19 10 25 22 45 42
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 232,846
COMMITMENTS
69,465 49,282 34,494 103,226 114,370 207,185 198,146 25,661 34,700
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,771)
-771 4,070 -1,673 -224 -3,634 -2,668 -1,237 -1,103 -2,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 21.2 14.8 44.3 49.1 89.0 85.1 11.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
91 68 97 50 73 191 205
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 319,647
COMMITMENTS
108,603 61,662 40,324 144,794 162,339 293,721 264,325 25,926 55,322
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 3,254)
1,769 -2,756 3,467 -3,939 2,106 1,297 2,817 1,957 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 19.3 12.6 45.3 50.8 91.9 82.7 8.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
110 84 103 72 153 241 293
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,658
COMMITMENTS
3,515 3,681 854 2,501 2,327 6,870 6,862 1,788 1,796
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -901)
-14 -1,157 -276 -629 509 -919 -924 18 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 42.5 9.9 28.9 26.9 79.3 79.3 20.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 25 12 19 18 46 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,896
COMMITMENTS
15,126 4,943 4,756 8,771 7,877 28,653 17,576 6,243 17,320
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,315)
1,115 397 204 576 1,082 1,895 1,683 420 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.3 14.2 13.6 25.1 22.6 82.1 50.4 17.9 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
45 32 38 35 45 107 101
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 125,605
COMMITMENTS
7,595 1,224 3,193 114,760 120,770 125,548 125,187 57 418
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 6,311)
657 -63 0 6,008 6,884 6,665 6,821 -354 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 1.0 2.5 91.4 96.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 1 16 14 18 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 119,763
COMMITMENTS
27,665 51,036 1,100 64,236 45,736 93,001 97,872 26,762 21,891
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,028)
-467 1,092 146 -54 647 -375 1,885 1,403 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 42.6 0.9 53.6 38.2 77.7 81.7 22.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 12 2 20 22 43 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,999
COMMITMENTS
3,787 16,142 62 26,042 3,322 29,891 19,526 8,108 18,473
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,258)
-42 1,515 21 1,302 699 1,281 2,235 977 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 42.5 0.2 68.5 8.7 78.7 51.4 21.3 48.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 16 1 10 9 16 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 121,622
COMMITMENTS
22,073 47,902 42 96,797 68,111 118,912 116,055 2,710 5,567
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 4,252)
3,845 3,989 42 233 1,529 4,120 5,560 132 -1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 39.4 0.0 79.6 56.0 97.8 95.4 2.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
18 40 1 20 23 38 64
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 193,595
COMMITMENTS
27,832 59,731 319 152,896 105,145 181,047 165,195 12,548 28,400
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 10,476)
2,367 5,094 268 9,363 2,950 11,998 8,312 -1,522 2,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 30.9 0.2 79.0 54.3 93.5 85.3 6.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
16 34 2 24 26 41 61
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 158,719
COMMITMENTS
72,986 16,505 9 64,329 115,986 137,324 132,500 21,395 26,219
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 26,162)
20,295 -13,601 9 -319 39,155 19,985 25,563 6,177 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 10.4 0.0 40.5 73.1 86.5 83.5 13.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
28 23 2 15 25 44 49
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 282,790
COMMITMENTS
40,441 179,350 932 212,985 46,916 254,358 227,198 28,432 55,592
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 6,768)
-4,742 6,288 -54 8,648 -794 3,852 5,440 2,916 1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 63.4 0.3 75.3 16.6 89.9 80.3 10.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
33 77 10 46 44 85 125
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 10,812
COMMITMENTS
7,857 5,421 225 687 2,984 8,769 8,630 2,043 2,182
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 631)
1,286 255 0 -853 633 433 888 198 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.7 50.1 2.1 6.4 27.6 81.1 79.8 18.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 13 1 2 5 12 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,589,974
COMMITMENTS
266,128 835,519 1480612 5134487 4308062 6881227 6624193 708,747 965,781
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 122,930)
-34,307 23,075 53,079 94,137 49,067 112,909 125,221 10,021 -2,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 11.0 19.5 67.6 56.8 90.7 87.3 9.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
34 54 72 121 123 199 215
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 788,830
COMMITMENTS
56,905 95,016 41,298 560,996 544,944 659,199 681,258 129,631 107,572
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 24,069)
2,667 -3,711 7,402 7,236 20,165 17,305 23,857 6,763 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 12.0 5.2 71.1 69.1 83.6 86.4 16.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 507)
90 89 44 224 216 334 329
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 254,612
COMMITMENTS
33,092 21,673 1,222 153,655 170,014 187,969 192,909 66,643 61,703
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 11,963)
3,489 -1,068 -32 7,353 9,889 10,810 8,789 1,153 3,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 8.5 0.5 60.3 66.8 73.8 75.8 26.2 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
9 10 5 49 50 61 62
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,671,088
COMMITMENTS
276,017 523,666 43,428 2036703 1874649 2356148 2441743 314,940 229,345
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 60,528)
31,173 22,069 1,889 -585 51,382 32,477 75,340 28,051 -14,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 19.6 1.6 76.2 70.2 88.2 91.4 11.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 484)
89 87 39 204 196 309 306
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 103,734
COMMITMENTS
6,761 6,122 8 87,589 93,279 94,358 99,409 9,376 4,325
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,168)
-71 -89 -1 -3,374 -1,934 -3,446 -2,024 1,278 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 5.9 0.0 84.4 89.9 91.0 95.8 9.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
9 7 1 51 36 60 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,931
COMMITMENTS
9,563 4,159 268 36,266 45,518 46,096 49,945 6,835 2,986
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,734)
1,743 -703 -724 -416 2,764 603 1,337 1,131 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 7.9 0.5 68.5 86.0 87.1 94.4 12.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
53 29 10 61 76 117 112
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 264,654
COMMITMENTS
47,813 20,796 1,338 181,328 227,591 230,479 249,725 34,175 14,929
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 8,671)
8,714 -3,514 -3,621 -2,079 13,819 3,014 6,684 5,657 1,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 7.9 0.5 68.5 86.0 87.1 94.4 12.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
53 29 10 61 76 117 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,247
COMMITMENTS
70,268 23,731 2,621 24,729 73,890 97,618 100,242 19,629 17,005
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 6,037)
9,966 -3,934 -117 -5,238 8,889 4,611 4,838 1,426 1,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.9 20.2 2.2 21.1 63.0 83.3 85.5 16.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
23 26 1 14 25 38 51
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 23,554
COMMITMENTS
3,802 7,896 0 13,859 5,362 17,661 13,258 5,893 10,296
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 450)
239 -464 -3 176 788 412 321 38 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 33.5 0.0 58.8 22.8 75.0 56.3 25.0 43.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 8 0 17 7 25 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/03/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,355
COMMITMENTS
7,139 3,775 1,540 22,861 10,533 31,540 15,848 5,815 21,507
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,599)
111 1,095 -64 1,271 -2,437 1,318 -1,406 281 3,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 10.1 4.1 61.2 28.2 84.4 42.4 15.6 57.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 9 1 22 17 32 26
Updated January 6, 2012