BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,441
COMMITMENTS
315 149 24 3,438 3,731 3,777 3,904 664 537
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 590)
270 18 3 265 568 538 589 52 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 3.4 0.5 77.4 84.0 85.0 87.9 15.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 3 14 12 20 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,086
COMMITMENTS
6,184 7,703 1,153 21,040 18,622 28,377 27,478 4,709 5,608
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 396)
-344 -341 -71 1,129 545 714 133 -318 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 23.3 3.5 63.6 56.3 85.8 83.1 14.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 18 10 24 23 41 45
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 249,939
COMMITMENTS
78,559 60,867 37,833 104,970 117,170 221,362 215,870 28,577 34,069
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 9,733)
4,869 3,895 1,967 1,912 5,068 8,748 10,930 985 -1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 24.4 15.1 42.0 46.9 88.6 86.4 11.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
99 72 100 49 73 200 218
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 335,617
COMMITMENTS
115,519 68,485 46,330 144,236 158,923 306,085 273,738 29,532 61,879
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 1,736)
4,371 13 -843 -2,355 1,355 1,173 525 563 1,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 20.4 13.8 43.0 47.4 91.2 81.6 8.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
126 92 116 93 160 285 318
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,643
COMMITMENTS
3,959 4,796 1,209 2,617 1,902 7,785 7,907 1,858 1,736
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 532)
167 315 256 -73 -206 350 365 182 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 49.7 12.5 27.1 19.7 80.7 82.0 19.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
29 26 16 15 17 53 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,304
COMMITMENTS
20,531 7,100 6,745 8,744 9,696 36,020 23,541 7,284 19,763
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 3,309)
2,123 556 1,195 -89 489 3,229 2,240 80 1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 16.4 15.6 20.2 22.4 83.2 54.4 16.8 45.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
69 34 41 34 54 124 117
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 121,114
COMMITMENTS
9,025 416 3,193 108,635 117,295 120,853 120,904 261 210
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -5,207)
1,067 4 0 -6,255 -5,113 -5,188 -5,109 -19 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 0.3 2.6 89.7 96.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 1 15 15 18 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,164
COMMITMENTS
29,772 48,681 1,451 54,912 48,032 86,135 98,164 31,029 19,000
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -5,937)
4,654 -5,167 383 -15,337 902 -10,300 -3,882 4,363 -2,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 41.5 1.2 46.9 41.0 73.5 83.8 26.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
28 13 3 22 22 51 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,314
COMMITMENTS
5,172 17,686 162 24,745 5,275 30,079 23,123 9,235 16,191
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -2,263)
523 215 136 -4,879 483 -4,220 834 1,957 -3,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 45.0 0.4 62.9 13.4 76.5 58.8 23.5 41.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 16 2 12 12 21 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,514
COMMITMENTS
36,512 29,094 0 102,053 108,512 138,565 137,606 3,949 4,908
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 12,121)
12,293 -12,453 -32 -1,126 24,501 11,135 12,016 986 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 20.4 0.0 71.6 76.1 97.2 96.6 2.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 30 0 17 24 47 54
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 190,040
COMMITMENTS
16,103 47,464 491 158,781 110,718 175,375 158,673 14,665 31,367
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -21,378)
-7,270 -17,543 -111 -15,764 1,818 -23,145 -15,836 1,767 -5,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 25.0 0.3 83.6 58.3 92.3 83.5 7.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
13 37 3 24 27 39 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 152,061
COMMITMENTS
66,194 21,827 44 64,774 100,438 131,012 122,309 21,049 29,752
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -16,009)
-12,161 2,334 12 530 -23,691 -11,619 -21,345 -4,390 5,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 14.4 0.0 42.6 66.1 86.2 80.4 13.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 29 5 17 30 43 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 315,350
COMMITMENTS
31,299 202,646 1,947 248,435 50,819 281,681 255,412 33,669 59,938
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 14,388)
2,903 14,220 586 10,181 -250 13,670 14,556 718 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 64.3 0.6 78.8 16.1 89.3 81.0 10.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
28 78 12 49 46 87 126
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,569
COMMITMENTS
20,232 7,300 366 1,715 16,265 22,313 23,931 3,256 1,638
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 4,614)
4,037 560 0 237 4,057 4,274 4,617 340 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.1 28.6 1.4 6.7 63.6 87.3 93.6 12.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 12 2 3 9 22 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,864,081
COMMITMENTS
727,644 680,139 1418988 4823386 4822924 6970018 6922051 894,063 942,030
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 30,278)
68,947 5,714 -16,811 -63,412 70,875 -11,276 59,778 41,554 -29,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 8.6 18.0 61.3 61.3 88.6 88.0 11.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
53 42 73 128 131 223 214
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 794,994
COMMITMENTS
64,829 105,525 28,454 573,869 558,915 667,152 692,894 127,842 102,100
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 28,395)
5,024 74 7,908 10,170 15,060 23,102 23,042 5,294 5,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 13.3 3.6 72.2 70.3 83.9 87.2 16.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520)
92 99 45 223 224 335 349
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 258,281
COMMITMENTS
17,908 19,252 1,236 170,812 185,306 189,956 205,794 68,325 52,487
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 16,513)
4,881 1,943 -33 11,663 11,558 16,511 13,468 2 3,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 7.5 0.5 66.1 71.7 73.5 79.7 26.5 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
9 11 5 53 54 65 67
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,683,566
COMMITMENTS
314,258 511,020 56,435 2015286 1868045 2385979 2435500 297,587 248,066
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 59,412)
32,442 22,383 7,977 -7,466 17,510 32,953 47,870 26,459 11,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 19.0 2.1 75.1 69.6 88.9 90.8 11.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 498)
91 97 39 200 205 306 327
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 109,140
COMMITMENTS
9,371 5,603 321 88,272 98,750 97,964 104,674 11,176 4,466
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 3,519)
1,437 1,056 3 491 2,391 1,931 3,450 1,588 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 5.1 0.3 80.9 90.5 89.8 95.9 10.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
12 7 1 50 36 62 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,118
COMMITMENTS
22,708 3,893 3,970 52,762 76,561 79,441 84,424 11,677 6,693
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 13,989)
7,335 30 1,808 3,469 11,526 12,611 13,364 1,378 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 4.3 4.4 57.9 84.0 87.2 92.7 12.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
68 34 10 76 83 150 121
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 16,016
COMMITMENTS
3,760 856 0 9,573 11,096 13,333 11,952 2,683 4,064
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 4,539)
1,845 491 0 2,452 3,294 4,297 3,785 242 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 5.3 0.0 59.8 69.3 83.2 74.6 16.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 11 11 13 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 375,509
COMMITMENTS
113,541 33,983 1,052 215,946 327,327 330,539 362,362 44,970 13,147
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 47,249)
36,763 7,009 -277 5,085 41,161 41,571 47,893 5,678 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 9.0 0.3 57.5 87.2 88.0 96.5 12.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
68 34 8 68 81 140 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 139,724
COMMITMENTS
90,943 21,457 2,696 17,892 98,364 111,531 122,517 28,193 17,207
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 4,403)
7,597 -7,583 68 -5,133 11,243 2,532 3,728 1,871 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.1 15.4 1.9 12.8 70.4 79.8 87.7 20.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
34 19 3 12 29 49 48
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 22,907
COMMITMENTS
3,508 6,364 0 13,858 5,935 17,366 12,299 5,541 10,608
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -465)
-1,130 -1,035 -3 803 766 -330 -272 -135 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 27.8 0.0 60.5 25.9 75.8 53.7 24.2 46.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 9 0 17 6 23 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,607
COMMITMENTS
9,870 1,771 3,213 23,412 12,371 36,495 17,355 7,112 26,252
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 4,898)
3,096 -57 943 -976 290 3,063 1,176 1,835 3,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 4.1 7.4 53.7 28.4 83.7 39.8 16.3 60.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 5 4 20 18 34 27
Updated January 27, 2012