BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,266
COMMITMENTS
45 107 82 3,485 3,502 3,613 3,691 653 574
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 442)
-4 4 18 398 400 412 423 30 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 2.5 1.9 81.7 82.1 84.7 86.5 15.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 3 16 13 20 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,204
COMMITMENTS
7,530 3,750 11,075 26,613 25,006 45,218 39,831 5,986 11,373
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 658)
-30 611 -215 1,403 688 1,158 1,085 -501 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 7.3 21.6 52.0 48.8 88.3 77.8 11.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 21 19 34 33 62 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 286,625
COMMITMENTS
72,108 42,075 74,388 110,128 129,336 256,625 245,799 30,001 40,826
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 2,537)
3,201 2,810 -1,270 1,034 2,394 2,965 3,934 -428 -1,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 14.7 26.0 38.4 45.1 89.5 85.8 10.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
104 74 115 61 78 226 228
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 417,639
COMMITMENTS
110,410 41,068 116,419 159,151 189,564 385,980 347,051 31,659 70,588
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 4,213)
1,205 -582 2,636 1,427 887 5,268 2,941 -1,056 1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 9.8 27.9 38.1 45.4 92.4 83.1 7.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
133 87 143 114 168 322 340
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,230
COMMITMENTS
3,769 4,473 1,028 2,709 2,129 7,506 7,630 1,724 1,601
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 367)
264 509 15 132 -189 412 335 -45 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 48.5 11.1 29.3 23.1 81.3 82.7 18.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 25 17 18 17 53 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,475
COMMITMENTS
18,394 3,835 10,080 9,241 10,235 37,716 24,150 7,759 21,325
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 2,809)
1,976 -44 847 -188 676 2,634 1,478 174 1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 8.4 22.2 20.3 22.5 82.9 53.1 17.1 46.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
64 34 47 48 61 136 126
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,218
COMMITMENTS
0 4,626 3 6,350 1,829 6,353 6,458 865 760
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 64.1 0.0 88.0 25.3 88.0 89.5 12.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 4 1 11 9 12 13
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 131,925
COMMITMENTS
7,958 412 3,193 120,494 128,012 131,645 131,617 280 308
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 4,222)
363 -191 0 3,717 4,508 4,080 4,317 142 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.3 2.4 91.3 97.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 1 15 16 18 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,111
COMMITMENTS
25,097 53,596 2,826 72,655 50,137 100,578 106,558 28,534 22,553
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 2,668)
2,073 2,148 325 2,721 -1,333 5,119 1,140 -2,450 1,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 41.5 2.2 56.3 38.8 77.9 82.5 22.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 17 8 26 24 53 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,828
COMMITMENTS
3,894 16,928 2,164 30,755 5,783 36,812 24,875 8,016 19,953
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 152)
-504 331 283 -878 718 -1,099 1,332 1,251 -1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 37.8 4.8 68.6 12.9 82.1 55.5 17.9 44.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 19 5 14 13 23 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,393
COMMITMENTS
24,219 41,547 32 103,179 84,011 127,430 125,590 2,963 4,803
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 6,548)
-928 -5,932 -69 7,616 12,997 6,619 6,996 -71 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 31.9 0.0 79.1 64.4 97.7 96.3 2.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
23 39 1 18 25 42 64
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 218,870
COMMITMENTS
23,308 65,500 4,042 176,922 111,065 204,273 180,608 14,597 38,263
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 14,904)
-775 5,689 1,745 12,820 2,541 13,790 9,974 1,114 4,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 29.9 1.8 80.8 50.7 93.3 82.5 6.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
12 39 13 28 30 48 74
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 174,250
COMMITMENTS
78,333 19,237 2,254 66,722 126,089 147,309 147,579 26,941 26,671
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 5,082)
1,692 2,398 119 1,019 4,299 2,830 6,816 2,252 -1,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 11.0 1.3 38.3 72.4 84.5 84.7 15.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
32 25 11 23 30 59 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 350,074
COMMITMENTS
28,344 186,939 35,580 248,835 60,959 312,759 283,478 37,315 66,596
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 14,343)
-2,434 3,019 5,420 9,046 3,207 12,032 11,646 2,311 2,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 53.4 10.2 71.1 17.4 89.3 81.0 10.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
32 89 45 54 51 117 154
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,955
COMMITMENTS
16,195 6,740 366 1,478 12,208 18,039 19,314 2,916 1,641
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 6,782)
5,537 1,111 0 936 5,820 6,473 6,931 309 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.3 32.2 1.7 7.1 58.3 86.1 92.2 13.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 13 2 1 9 15 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,787,672
COMMITMENTS
603,541 666,992 5003196 6266402 6070258 11873139 11740446 914,533 1047225
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 634,563)
280,378 -95,492 260,473 45,328 448,199 586,180 613,181 48,384 21,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.2 39.1 49.0 47.5 92.8 91.8 7.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
56 48 89 141 144 244 241
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 892,966
COMMITMENTS
59,325 102,885 68,501 635,773 615,363 763,600 786,749 129,366 106,217
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 22,338)
-2,150 3,560 11,566 8,911 2,686 18,328 17,812 4,010 4,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 11.5 7.7 71.2 68.9 85.5 88.1 14.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
91 121 101 232 232 384 393
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 308,928
COMMITMENTS
13,258 17,856 26,731 196,800 210,655 236,789 255,241 72,139 53,687
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 9,899)
3,339 -879 3,028 3,265 6,492 9,632 8,640 267 1,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.8 8.7 63.7 68.2 76.6 82.6 23.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
15 21 30 63 59 96 92
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,920,189
COMMITMENTS
279,797 474,609 159,389 2194864 2023541 2634051 2657539 286,138 262,650
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 62,192)
-18,030 31,608 33,279 28,230 -19,028 43,479 45,859 18,714 16,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 16.3 5.5 75.2 69.3 90.2 91.0 9.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 504)
86 111 87 209 215 345 363
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,633
COMMITMENTS
7,934 4,547 318 87,791 96,361 96,043 101,226 9,590 4,407
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 2,011)
683 -384 165 735 1,906 1,583 1,687 428 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 4.3 0.3 83.1 91.2 90.9 95.8 9.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
12 6 1 53 37 65 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 78,257
COMMITMENTS
15,373 3,852 2,352 50,125 65,830 67,849 72,034 10,408 6,223
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 8,323)
1,969 153 818 4,722 6,742 7,510 7,713 813 609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 4.9 3.0 64.1 84.1 86.7 92.0 13.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
61 29 19 74 90 141 132
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 11,479
COMMITMENTS
1,915 365 0 7,121 7,802 9,036 8,167 2,443 3,312
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 1,978)
714 0 0 1,329 1,550 2,043 1,550 -65 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 3.2 0.0 62.0 68.0 78.7 71.1 21.3 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 10 10 12 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 333,889
COMMITMENTS
76,773 26,920 2,275 215,018 290,141 294,066 319,336 39,823 14,553
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 31,724)
9,787 4,273 581 16,967 25,961 27,335 30,815 4,389 908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 8.1 0.7 64.4 86.9 88.1 95.6 11.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
60 30 17 67 87 132 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 141,885
COMMITMENTS
83,024 28,823 4,914 26,253 89,662 114,190 123,399 27,695 18,486
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 9,888)
4,556 4,136 -109 3,215 6,585 7,662 10,613 2,226 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 20.3 3.5 18.5 63.2 80.5 87.0 19.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
29 22 11 18 29 55 54
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 23,372
COMMITMENTS
4,638 7,399 3 13,055 5,169 17,696 12,571 5,676 10,801
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: 201)
756 -1,091 1 -414 -25 343 -1,115 -142 1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 31.7 0.0 55.9 22.1 75.7 53.8 24.3 46.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 8 1 17 6 24 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,709
COMMITMENTS
6,774 1,828 2,270 24,388 12,081 33,432 16,179 5,277 22,530
CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST: -14)
-601 -1,062 -48 445 -834 -204 -1,944 190 1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 4.7 5.9 63.0 31.2 86.4 41.8 13.6 58.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 6 1 19 19 29 26
Updated January 20, 2012