BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,479
COMMITMENTS
51 108 16 2,822 2,863 2,889 2,987 590 492
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 41)
5 0 -1 153 124 157 123 -116 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 3.1 0.5 81.1 82.3 83.0 85.9 17.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 3 12 11 16 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,803
COMMITMENTS
6,520 7,897 1,162 18,788 17,253 26,470 26,312 5,333 5,491
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 1,640)
-27 -146 125 1,023 1,807 1,121 1,786 519 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 24.8 3.7 59.1 54.2 83.2 82.7 16.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 21 11 23 24 44 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 238,037
COMMITMENTS
70,510 54,332 37,655 101,863 109,404 210,028 201,391 28,009 36,646
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 5,191)
1,045 5,050 3,161 -1,363 -4,966 2,843 3,245 2,348 1,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 22.8 15.8 42.8 46.0 88.2 84.6 11.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
97 75 110 50 74 199 228
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,360
COMMITMENTS
111,440 68,423 46,555 145,383 158,767 303,378 273,745 29,982 59,615
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 13,713)
2,837 6,761 6,231 589 -3,572 9,657 9,420 4,056 4,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 20.5 14.0 43.6 47.6 91.0 82.1 9.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
115 87 122 80 152 264 310
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,781
COMMITMENTS
3,511 3,981 964 2,574 2,301 7,049 7,246 1,732 1,535
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 123)
-4 300 110 73 -26 179 384 -56 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 45.3 11.0 29.3 26.2 80.3 82.5 19.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
19 26 13 17 20 45 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,681
COMMITMENTS
16,362 6,264 5,224 9,052 8,570 30,638 20,058 7,043 17,623
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,785)
1,236 1,321 468 281 693 1,985 2,482 800 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 16.6 13.9 24.0 22.7 81.3 53.2 18.7 46.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
48 36 36 33 49 104 107
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 121,056
COMMITMENTS
7,595 603 3,193 110,130 116,857 120,918 120,653 138 403
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -4,549)
0 -621 0 -4,630 -3,913 -4,630 -4,534 81 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 0.5 2.6 91.0 96.5 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 1 15 14 17 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,997
COMMITMENTS
23,039 51,688 863 67,906 48,899 91,808 101,450 29,189 19,547
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 1,234)
-4,626 652 -237 3,670 3,163 -1,193 3,578 2,427 -2,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 42.7 0.7 56.1 40.4 75.9 83.8 24.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 17 2 21 22 39 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,869
COMMITMENTS
5,112 17,209 9 30,706 4,215 35,827 21,433 6,042 20,436
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 3,870)
1,325 1,067 -53 4,664 893 5,936 1,907 -2,066 1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 41.1 0.0 73.3 10.1 85.6 51.2 14.4 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 16 1 13 9 21 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 123,845
COMMITMENTS
25,147 47,479 101 95,563 71,014 120,811 118,594 3,034 5,251
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 2,223)
3,074 -423 59 -1,234 2,903 1,899 2,539 324 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 38.3 0.1 77.2 57.3 97.6 95.8 2.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
20 40 1 17 22 37 63
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 199,855
COMMITMENTS
24,044 59,897 778 162,591 106,978 187,413 167,653 12,442 32,202
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 6,260)
-3,788 166 459 9,695 1,833 6,366 2,458 -106 3,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 30.0 0.4 81.4 53.5 93.8 83.9 6.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
12 36 4 22 25 37 62
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 163,533
COMMITMENTS
76,671 17,014 7 63,448 120,176 140,126 137,197 23,407 26,336
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 4,814)
3,685 509 -2 -881 4,190 2,802 4,697 2,012 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 10.4 0.0 38.8 73.5 85.7 83.9 14.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
29 20 1 15 28 45 48
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 294,263
COMMITMENTS
29,770 184,965 1,131 231,765 50,103 262,666 236,199 31,597 58,064
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 11,473)
-10,671 5,615 199 18,780 3,187 8,308 9,001 3,165 2,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 62.9 0.4 78.8 17.0 89.3 80.3 10.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
28 82 14 48 45 88 129
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 14,173
COMMITMENTS
10,658 5,629 366 542 6,388 11,566 12,383 2,607 1,790
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 3,361)
2,801 208 141 -145 3,404 2,797 3,753 564 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.2 39.7 2.6 3.8 45.1 81.6 87.4 18.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 13 2 2 9 15 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,662,714
COMMITMENTS
362,301 806,161 1528252 4964207 4374131 6854760 6708544 807,954 954,170
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 72,740)
96,173 -29,358 47,640 -170,280 66,069 -26,467 84,351 99,207 -11,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 10.5 19.9 64.8 57.1 89.5 87.5 10.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
38 54 75 125 124 208 214
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 755,841
COMMITMENTS
61,440 100,473 16,535 558,551 545,949 636,525 662,957 119,316 92,884
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -32,989)
4,534 5,457 -24,763 -2,445 1,006 -22,674 -18,301 -10,315 -14,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 13.3 2.2 73.9 72.2 84.2 87.7 15.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524)
97 104 47 219 217 341 343
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 237,402
COMMITMENTS
9,388 18,439 1,140 158,662 169,887 169,190 189,466 68,212 47,936
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -17,210)
-23,704 -3,234 -82 5,007 -127 -18,779 -3,443 1,569 -13,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 7.8 0.5 66.8 71.6 71.3 79.8 28.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
10 10 4 51 52 63 64
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,592,195
COMMITMENTS
298,308 448,218 38,924 1999443 1880312 2336675 2367454 255,520 224,741
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -78,893)
22,291 -75,448 -4,504 -37,260 5,663 -19,473 -74,289 -59,420 -4,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 17.3 1.5 77.1 72.5 90.1 91.3 9.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 501)
97 102 40 196 198 311 322
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 103,615
COMMITMENTS
7,251 4,931 153 87,051 94,453 94,455 99,537 9,160 4,078
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -119)
490 -1,191 145 -538 1,174 97 128 -216 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 4.8 0.1 84.0 91.2 91.2 96.1 8.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
10 8 1 52 37 62 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,158
COMMITMENTS
13,404 3,692 1,426 44,845 58,546 59,675 63,664 9,483 5,494
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 16,227)
3,842 -467 1,158 8,580 13,028 13,580 13,719 2,648 2,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 5.3 2.1 64.8 84.7 86.3 92.1 13.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
52 28 11 69 85 126 119
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 9,500
COMMITMENTS
1,201 365 0 5,792 6,252 6,993 6,617 2,507 2,883
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 3.8 0.0 61.0 65.8 73.6 69.7 26.4 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 11 9 13 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 298,290
COMMITMENTS
66,992 22,610 1,153 195,267 261,472 263,412 285,235 34,878 13,055
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 33,636)
19,179 1,814 -185 13,939 33,881 32,933 35,510 703 -1,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 7.6 0.4 65.5 87.7 88.3 95.6 11.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
51 29 9 60 82 115 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,914
COMMITMENTS
78,721 25,195 2,623 20,526 80,649 101,870 108,467 24,044 17,447
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 8,667)
8,453 1,464 2 -4,203 6,759 4,252 8,225 4,415 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.5 20.0 2.1 16.3 64.1 80.9 86.1 19.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 22 1 13 24 37 46
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 23,171
COMMITMENTS
3,882 8,490 2 13,469 5,194 17,353 13,686 5,818 9,485
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: -383)
80 594 2 -390 -168 -308 428 -75 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 36.6 0.0 58.1 22.4 74.9 59.1 25.1 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 9 1 17 6 25 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,723
COMMITMENTS
7,375 2,890 2,318 23,943 12,915 33,636 18,123 5,087 20,600
CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST: 1,368)
236 -885 778 1,082 2,382 2,096 2,275 -728 -907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 7.5 6.0 61.8 33.4 86.9 46.8 13.1 53.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 7 1 22 20 32 27
Updated January 13, 2012