BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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: 5,069
COMMITMENTS
321 110 99 3,974 4,286 4,394 4,495 675 574
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 803)
276 3 16 488 784 781 803 22 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.2 1.9 78.4 84.6 86.7 88.7 13.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 16 13 22 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 51,939
COMMITMENTS
6,728 3,364 11,380 28,006 25,487 46,114 40,230 5,825 11,709
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 735)
-802 -386 305 1,393 481 897 399 -161 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 6.5 21.9 53.9 49.1 88.8 77.5 11.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 18 19 36 33 60 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 296,676
COMMITMENTS
75,245 43,511 78,643 112,161 135,109 266,049 257,263 30,627 39,413
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 10,051)
3,137 1,436 4,254 2,033 5,774 9,424 11,464 627 -1,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 14.7 26.5 37.8 45.5 89.7 86.7 10.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
97 79 114 62 78 224 230
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 429,362
COMMITMENTS
117,927 39,505 121,593 157,748 195,708 397,268 356,807 32,095 72,556
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 11,724)
7,516 -1,563 5,174 -1,402 6,145 11,288 9,756 436 1,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 9.2 28.3 36.7 45.6 92.5 83.1 7.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
132 98 141 117 171 328 345
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 9,792
COMMITMENTS
3,911 4,784 1,309 2,641 1,927 7,860 8,020 1,932 1,772
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 562)
141 311 281 -68 -202 354 390 208 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 48.9 13.4 27.0 19.7 80.3 81.9 19.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
27 28 18 15 17 54 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 49,752
COMMITMENTS
20,711 3,930 12,095 9,088 10,875 41,894 26,900 7,858 22,852
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 4,277)
2,316 95 2,015 -153 640 4,179 2,750 99 1,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 7.9 24.3 18.3 21.9 84.2 54.1 15.8 45.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
75 35 51 45 62 145 132
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED 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: 7,775
COMMITMENTS
0 4,864 4 7,022 1,999 7,026 6,867 749 907
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 557)
0 238 1 672 171 673 410 -117 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 62.6 0.1 90.3 25.7 90.4 88.3 9.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 4 1 13 9 14 13
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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: 125,884
COMMITMENTS
9,025 416 3,193 113,405 122,065 125,623 125,674 261 210
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -6,042)
1,067 4 0 -7,090 -5,948 -6,023 -5,944 -19 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.3 2.5 90.1 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 01/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,832
COMMITMENTS
29,751 48,608 3,174 57,929 51,259 90,855 103,042 32,977 20,790
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -5,279)
4,654 -4,987 349 -14,725 1,123 -9,722 -3,516 4,444 -1,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 39.3 2.6 46.8 41.4 73.4 83.2 26.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
27 16 8 24 24 57 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 42,039
COMMITMENTS
4,620 17,124 1,707 25,653 5,972 31,980 24,803 10,059 17,236
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -2,789)
726 196 -456 -5,102 189 -4,832 -72 2,043 -2,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 40.7 4.1 61.0 14.2 76.1 59.0 23.9 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 17 4 14 13 24 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 196,314
COMMITMENTS
16,116 48,452 2,413 161,891 112,504 180,420 163,369 15,894 32,946
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -22,556)
-7,192 -17,048 -1,629 -15,031 1,438 -23,853 -17,239 1,297 -5,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 24.7 1.2 82.5 57.3 91.9 83.2 8.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
14 39 15 28 30 54 72
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 160,919
COMMITMENTS
66,165 21,639 2,735 68,662 103,929 137,562 128,303 23,357 32,616
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -13,331)
-12,168 2,402 481 1,940 -22,160 -9,747 -19,276 -3,584 5,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 13.4 1.7 42.7 64.6 85.5 79.7 14.5 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
27 28 13 23 31 54 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 361,868
COMMITMENTS
30,864 200,604 32,269 261,129 61,562 324,262 294,435 37,607 67,433
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 11,795)
2,520 13,665 -3,311 12,294 603 11,503 10,957 292 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 55.4 8.9 72.2 17.0 89.6 81.4 10.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
30 86 44 57 54 117 154
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 12,744,817
COMMITMENTS
659,204 619,342 4911636 6220258 6201563 11791098 11732541 953,719 1012276
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -42,855)
55,663 -47,650 -91,560 -46,144 131,305 -82,041 -7,906 39,186 -34,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.9 38.5 48.8 48.7 92.5 92.1 7.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
58 54 94 142 147 254 248
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED 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: 900,960
COMMITMENTS
64,397 104,462 70,193 631,803 615,202 766,393 789,858 134,568 111,103
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 7,994)
5,072 1,577 1,691 -3,970 -160 2,793 3,108 5,201 4,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 11.6 7.8 70.1 68.3 85.1 87.7 14.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
97 117 94 233 227 382 387
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 321,243
COMMITMENTS
18,271 18,974 26,294 204,048 218,742 248,612 264,010 72,631 57,233
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 12,315)
5,012 1,119 -437 7,247 8,087 11,823 8,769 492 3,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 5.9 8.2 63.5 68.1 77.4 82.2 22.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
14 18 25 64 60 92 89
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 2,898,586
COMMITMENTS
312,973 509,782 137,151 2138778 1982304 2588902 2629238 309,684 269,349
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: -21,603)
33,176 35,173 -22,238 -56,086 -41,237 -45,149 -28,302 23,546 6,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 17.6 4.7 73.8 68.4 89.3 90.7 10.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
93 109 83 212 214 349 363
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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: 109,146
COMMITMENTS
9,371 5,603 321 88,276 98,752 97,968 104,676 11,178 4,470
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 3,513)
1,437 1,056 3 484 2,391 1,924 3,450 1,588 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 51 36 63 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED 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: 91,953
COMMITMENTS
22,749 3,921 4,107 53,304 77,081 80,160 85,109 11,793 6,844
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 13,696)
7,376 70 1,755 3,180 11,250 12,311 13,075 1,385 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 4.3 4.5 58.0 83.8 87.2 92.6 12.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
70 34 14 80 84 157 125
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 16,020
COMMITMENTS
3,760 856 0 9,573 11,096 13,333 11,952 2,687 4,068
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 4,541)
1,845 491 0 2,452 3,294 4,297 3,785 244 756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED 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: 379,665
COMMITMENTS
113,743 34,127 1,735 218,657 329,923 334,135 365,785 45,530 13,880
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 45,776)
36,971 7,208 -540 3,639 39,782 40,069 46,450 5,707 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 9.0 0.5 57.6 86.9 88.0 96.3 12.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
70 34 12 73 82 148 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 149,927
COMMITMENTS
90,631 22,445 6,276 23,139 101,564 120,045 130,285 29,882 19,643
CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST: 8,043)
7,607 -6,378 1,362 -3,114 11,902 5,855 6,886 2,188 1,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.4 15.0 4.2 15.4 67.7 80.1 86.9 19.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
36 21 13 19 31 64 56
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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