MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,362
COMMITMENTS
4,264 4,602 986 14,387 15,562 19,637 21,150 4,725 3,212
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 601)
294 433 -68 362 158 588 523 13 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 18.9 4.0 59.1 63.9 80.6 86.8 19.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 16 15 26 25 50 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,993
COMMITMENTS
87,443 45,804 56,277 72,940 101,035 216,660 203,116 28,333 41,877
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 4,778)
4,213 2,513 -783 -547 2,643 2,883 4,373 1,895 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 18.7 23.0 29.8 41.2 88.4 82.9 11.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
121 78 115 59 80 247 227
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 336,064
COMMITMENTS
97,323 66,005 65,103 138,539 149,097 300,965 280,205 35,099 55,859
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,510)
8,841 -15,290 -581 -5,833 13,072 2,427 -2,799 -917 4,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 19.6 19.4 41.2 44.4 89.6 83.4 10.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
111 99 134 93 156 288 334
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,607
COMMITMENTS
4,404 2,123 551 3,340 6,366 8,295 9,040 2,312 1,567
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -275)
-297 -74 -177 244 -116 -230 -367 -45 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 20.0 5.2 31.5 60.0 78.2 85.2 21.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
43 18 8 24 34 73 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,872
COMMITMENTS
8,628 10,456 3,980 7,864 2,569 20,472 17,005 5,400 8,867
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -527)
-365 -772 158 -31 55 -238 -559 -289 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 40.4 15.4 30.4 9.9 79.1 65.7 20.9 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
26 49 30 43 25 89 92
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,948
COMMITMENTS
264 1,536 250 4,029 3,038 4,543 4,824 405 124
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 197)
63 157 16 117 13 196 186 1 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 31.0 5.1 81.4 61.4 91.8 97.5 8.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 8 9 14 11 25 21
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 77,926
COMMITMENTS
6,681 5,072 2,819 67,891 69,689 77,391 77,580 535 346
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 170)
1,673 -1,461 0 -1,674 1,658 -1 197 171 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 6.5 3.6 87.1 89.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 16 16 19 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 170,497
COMMITMENTS
72,663 10,284 836 59,723 138,285 133,222 149,405 37,275 21,092
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 980)
-230 -1,163 18 -1,448 2,465 -1,660 1,320 2,640 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 6.0 0.5 35.0 81.1 78.1 87.6 21.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
43 14 6 23 29 66 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,767
COMMITMENTS
9,744 13,111 26 16,490 16,992 26,260 30,129 16,507 12,638
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -3,443)
2,524 -6,597 -90 -10,341 5,929 -7,907 -758 4,464 -2,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 30.7 0.1 38.6 39.7 61.4 70.4 38.6 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 11 2 10 13 19 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 173,160
COMMITMENTS
101,490 7,632 1,822 62,481 161,268 165,793 170,722 7,367 2,438
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 7,220)
5,039 -2,032 501 1,834 8,820 7,374 7,289 -154 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.6 4.4 1.1 36.1 93.1 95.7 98.6 4.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
72 20 7 18 18 93 45
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 157,701
COMMITMENTS
51,107 40,829 855 71,028 98,590 122,990 140,274 34,711 17,427
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 6,979)
4,561 -4,987 -1,158 -1,365 15,843 2,038 9,698 4,941 -2,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 25.9 0.5 45.0 62.5 78.0 88.9 22.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 27 9 22 34 56 64
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 208,130
COMMITMENTS
27,027 106,493 455 168,514 41,143 195,996 148,091 12,134 60,039
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 27,151)
-1,245 26,832 -326 29,042 -1,566 27,471 24,940 -320 2,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 51.2 0.2 81.0 19.8 94.2 71.2 5.8 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
20 56 5 28 25 50 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 210,234
COMMITMENTS
35,799 102,492 3,742 130,148 50,616 169,689 156,850 40,545 53,384
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -22,094)
-893 -25,600 896 -24,880 5,553 -24,877 -19,151 2,783 -2,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 48.8 1.8 61.9 24.1 80.7 74.6 19.3 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
33 66 17 46 48 88 122
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,629
COMMITMENTS
19,208 1,968 180 14,565 31,855 33,953 34,003 676 626
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,867)
255 1,022 23 1,566 659 1,844 1,704 23 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.5 5.7 0.5 42.1 92.0 98.0 98.2 2.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 4 3 9 10 20 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,901
COMMITMENTS
21,653 2,943 222 5,539 26,972 27,414 30,137 4,487 1,764
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,144)
217 -635 0 1,452 3,279 1,669 2,644 475 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.9 9.2 0.7 17.4 84.5 85.9 94.5 14.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 10 1 8 14 32 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,525,648
COMMITMENTS
1395346 733,242 1402476 4855173 5362901 7652995 7498619 872,653 1027029
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -60,595)
-202,978 2,604 34,019 112,408 -113,671 -56,551 -77,048 -4,044 16,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 8.6 16.5 56.9 62.9 89.8 88.0 10.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
53 40 75 121 126 220 206
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 847,506
COMMITMENTS
91,327 80,871 21,877 599,923 637,066 713,128 739,815 134,379 107,692
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -5,134)
5,717 2,058 1,513 -4,915 -8,587 2,315 -5,016 -7,448 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 9.5 2.6 70.8 75.2 84.1 87.3 15.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562)
112 101 44 242 226 377 350
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 224,065
COMMITMENTS
13,360 6,271 1,385 149,219 153,187 163,964 160,843 60,101 63,222
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -3,902)
-1,198 1,236 1,204 -61 -5,811 -55 -3,371 -3,847 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 2.8 0.6 66.6 68.4 73.2 71.8 26.8 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
9 6 6 58 47 70 57
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,117,207
COMMITMENTS
425,812 408,978 66,485 2253522 2419395 2745819 2894858 371,388 222,349
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -6,158)
32,960 2,492 3,160 -24,271 -13,878 11,849 -8,226 -18,007 2,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 13.1 2.1 72.3 77.6 88.1 92.9 11.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532)
109 100 39 217 207 348 325
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 120,221
COMMITMENTS
15,202 6,237 196 92,417 110,598 107,815 117,031 12,406 3,190
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,734)
3,275 37 -557 -1,000 3,073 1,718 2,553 16 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 5.2 0.2 76.9 92.0 89.7 97.3 10.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
14 5 3 54 42 69 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 79,925
COMMITMENTS
10,773 11,258 421 61,710 64,136 72,904 75,815 7,021 4,110
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -28,113)
2,026 629 -1,974 -26,933 -25,404 -26,881 -26,749 -1,232 -1,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 14.1 0.5 77.2 80.2 91.2 94.9 8.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
52 40 10 72 78 128 124
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 399,627
COMMITMENTS
53,866 56,289 2,106 308,548 320,682 364,520 379,077 35,107 20,550
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -855)
6,479 -56 -2,989 -11,858 -713 -8,368 -3,758 7,513 2,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 14.1 0.5 77.2 80.2 91.2 94.9 8.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
52 40 10 72 78 128 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 196,520
COMMITMENTS
122,186 45,380 580 35,680 126,860 158,446 172,820 38,074 23,700
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 16,156)
17,569 5,474 -237 -6,168 9,443 11,164 14,680 4,992 1,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.2 23.1 0.3 18.2 64.6 80.6 87.9 19.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
40 27 7 18 32 61 64
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,183
COMMITMENTS
12,140 12,937 0 21,260 8,163 33,400 21,100 7,783 20,083
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 3,939)
2,207 3,310 0 -1,230 259 977 3,569 2,962 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 31.4 0.0 51.6 19.8 81.1 51.2 18.9 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 9 0 16 8 31 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,479
COMMITMENTS
17,361 3,879 189 21,353 30,878 38,903 34,946 6,576 10,533
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 7,864)
5,086 -709 3 3,178 3,968 8,267 3,262 -403 4,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 8.5 0.4 47.0 67.9 85.5 76.8 14.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 4 3 21 25 41 31
Updated December 5, 2012