BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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: 3,709
COMMITMENTS
50 100 62 2,866 2,913 2,978 3,075 731 634
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -459)
-6 -59 2 -584 -424 -589 -481 129 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.7 1.7 77.3 78.5 80.3 82.9 19.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 16 12 20 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 48,574
COMMITMENTS
7,526 2,789 11,106 24,030 22,503 42,661 36,397 5,913 12,177
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -7,293)
-1,915 -1,106 -1,627 -3,538 -4,361 -7,080 -7,094 -212 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 5.7 22.9 49.5 46.3 87.8 74.9 12.2 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
14 17 18 33 33 60 55
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 277,185
COMMITMENTS
68,277 34,796 70,557 110,446 131,600 249,280 236,953 27,905 40,232
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -3,908)
-1,534 3,037 -767 -458 -3,562 -2,759 -1,292 -1,149 -2,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 12.6 25.5 39.8 47.5 89.9 85.5 10.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
90 73 108 64 76 212 215
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 399,273
COMMITMENTS
106,329 34,402 107,743 156,716 192,258 370,788 334,403 28,485 64,870
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,959)
1,189 -1,894 3,861 -3,941 710 1,109 2,677 1,850 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 8.6 27.0 39.3 48.2 92.9 83.8 7.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
121 83 123 96 163 278 317
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 8,723
COMMITMENTS
3,515 3,662 890 2,502 2,338 6,907 6,890 1,816 1,832
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -1,018)
-7 -1,206 -340 -677 495 -1,024 -1,050 6 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 42.0 10.2 28.7 26.8 79.2 79.0 20.8 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 26 12 19 18 46 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 39,571
COMMITMENTS
15,473 3,164 8,120 9,177 8,702 32,770 19,987 6,801 19,584
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,225)
1,087 295 224 545 1,048 1,856 1,566 370 659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 8.0 20.5 23.2 22.0 82.8 50.5 17.2 49.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
52 33 45 46 54 127 114
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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: 132,179
COMMITMENTS
7,595 1,224 3,193 121,334 127,344 132,122 131,761 57 418
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 6,570)
657 -63 0 6,267 7,143 6,924 7,080 -354 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.9 2.4 91.8 96.3 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 1 16 15 18 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 126,694
COMMITMENTS
27,561 51,185 3,388 67,149 48,709 98,098 103,282 28,597 23,412
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,454)
-448 1,196 162 256 677 -30 2,035 1,484 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 40.4 2.7 53.0 38.4 77.4 81.5 22.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
22 14 8 23 25 50 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 40,439
COMMITMENTS
3,241 15,698 1,869 26,682 3,962 31,792 21,529 8,646 18,909
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 2,178)
5 1,536 -60 1,258 651 1,204 2,127 974 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 38.8 4.6 66.0 9.8 78.6 53.2 21.4 46.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 18 5 13 10 21 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 198,554
COMMITMENTS
27,786 59,344 2,602 154,836 107,363 185,224 169,309 13,330 29,245
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 10,714)
2,356 5,121 226 9,486 3,092 12,067 8,438 -1,353 2,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 29.9 1.3 78.0 54.1 93.3 85.3 6.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 35 10 26 33 48 71
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 166,661
COMMITMENTS
73,030 16,238 3,185 67,718 118,591 143,933 138,015 22,727 28,646
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 26,601)
20,181 -13,894 389 -231 39,233 20,339 25,728 6,262 873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 9.7 1.9 40.6 71.2 86.4 82.8 13.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 26 16 24 26 62 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 329,463
COMMITMENTS
40,424 178,170 32,917 224,183 56,600 297,524 267,687 31,938 61,776
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 10,751)
-5,061 5,745 3,252 9,636 141 7,828 9,139 2,923 1,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 54.1 10.0 68.0 17.2 90.3 81.2 9.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
37 88 51 55 52 123 160
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 11,785,910
COMMITMENTS
216,025 735,123 4448189 6352430 5560838 11016643 10744149 769,267 1041761
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 247,665)
-34,320 32,963 203,576 73,337 18,054 242,593 254,593 5,072 -6,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 6.2 37.7 53.9 47.2 93.5 91.2 6.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
36 66 96 136 137 234 245
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED 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: 885,114
COMMITMENTS
57,054 92,674 74,592 618,165 602,489 749,810 769,755 135,304 115,359
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 25,607)
2,911 -3,278 8,761 6,672 19,627 18,344 25,109 7,264 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 10.5 8.4 69.8 68.1 84.7 87.0 15.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529)
94 104 88 237 229 375 377
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 304,397
COMMITMENTS
33,713 20,830 18,814 181,735 198,833 234,262 238,476 70,135 65,921
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 12,581)
3,673 -488 126 7,175 9,360 10,974 8,998 1,607 3,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 6.8 6.2 59.7 65.3 77.0 78.3 23.0 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
14 16 24 61 58 88 85
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 2,903,588
COMMITMENTS
275,079 517,598 120,514 2182148 2018282 2577741 2656394 325,847 247,194
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 65,130)
31,901 21,760 7,462 -2,514 51,337 36,849 80,559 28,281 -15,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 17.8 4.2 75.2 69.5 88.8 91.5 11.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496)
86 101 79 214 210 341 349
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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: 103,740
COMMITMENTS
6,761 6,122 8 87,589 93,279 94,358 99,409 9,382 4,331
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: -2,168)
-71 -89 -1 -3,378 -1,936 -3,450 -2,026 1,282 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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+
OPTION AND FUTURES COMBINED 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: 53,531
COMMITMENTS
9,576 4,165 357 36,699 45,942 46,631 50,464 6,900 3,068
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 1,757)
1,740 -744 -717 -381 2,823 642 1,361 1,115 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 7.8 0.7 68.6 85.8 87.1 94.3 12.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
54 29 15 66 79 125 118
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 267,657
COMMITMENTS
47,879 20,827 1,783 183,494 229,709 233,156 252,319 34,501 15,338
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 8,787)
8,702 -3,722 -3,587 -1,905 14,115 3,210 6,806 5,577 1,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 7.8 0.7 68.6 85.8 87.1 94.3 12.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
54 29 15 66 79 125 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 127,616
COMMITMENTS
69,863 23,225 7,027 29,270 78,188 106,160 108,441 21,456 19,175
CHANGES FROM 12/27/11 (CHANGE IN OPEN INTEREST: 8,810)
9,922 -4,127 1,201 -4,120 10,030 7,003 7,105 1,807 1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 18.2 5.5 22.9 61.3 83.2 85.0 16.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 26 15 21 32 57 61
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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