BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,729
COMMITMENTS
478 148 95 4,286 4,850 4,858 5,093 871 637
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 661)
157 37 -4 312 564 465 598 196 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 2.6 1.7 74.8 84.7 84.8 88.9 15.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 3 16 12 22 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,933
COMMITMENTS
6,931 4,038 11,773 29,232 26,273 47,936 42,084 5,996 11,849
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,993)
203 674 393 1,226 786 1,822 1,853 171 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 7.5 21.8 54.2 48.7 88.9 78.0 11.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 22 20 37 33 63 62
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,067
COMMITMENTS
74,262 42,807 81,640 111,376 131,965 267,278 256,412 28,789 39,655
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -609)
-983 -704 2,997 -785 -3,144 1,229 -851 -1,838 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 14.5 27.6 37.6 44.6 90.3 86.6 9.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
87 88 113 61 74 222 221
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 433,009
COMMITMENTS
123,272 37,629 118,866 159,542 202,820 401,680 359,315 31,329 73,694
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 3,646)
5,346 -1,876 -2,727 1,794 7,111 4,412 2,508 -766 1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 8.7 27.5 36.8 46.8 92.8 83.0 7.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
137 103 138 111 173 328 347
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,241
COMMITMENTS
3,757 5,007 1,689 2,780 1,986 8,227 8,682 2,014 1,560
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 449)
-153 222 381 140 59 367 662 82 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 48.9 16.5 27.1 19.4 80.3 84.8 19.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
29 27 22 18 17 61 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,598
COMMITMENTS
21,370 4,223 11,518 9,055 11,391 41,943 27,132 7,655 22,466
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -154)
660 293 -577 -34 516 49 231 -203 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 8.5 23.2 18.3 23.0 84.6 54.7 15.4 45.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
74 36 53 43 70 146 141
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 7,988
COMMITMENTS
0 4,891 3 7,255 2,098 7,258 6,992 730 996
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 214)
0 27 -1 233 99 232 125 -19 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 61.2 0.0 90.8 26.3 90.9 87.5 9.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 4 1 13 10 14 14
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 126,862
COMMITMENTS
10,151 534 3,193 113,287 122,948 126,631 126,675 231 187
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 979)
1,126 118 0 -117 884 1,009 1,002 -30 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.4 2.5 89.3 96.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 1 15 16 19 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 127,599
COMMITMENTS
29,874 49,381 4,153 58,956 52,241 92,983 105,774 34,617 21,825
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 3,767)
123 772 978 1,026 981 2,128 2,732 1,639 1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 38.7 3.3 46.2 40.9 72.9 82.9 27.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
28 18 8 24 24 56 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,701
COMMITMENTS
6,051 17,072 2,204 24,237 9,028 32,492 28,305 11,209 15,396
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,662)
1,431 -52 497 -1,416 3,057 512 3,502 1,150 -1,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 39.1 5.0 55.5 20.7 74.4 64.8 25.6 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 14 7 14 16 26 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,567
COMMITMENTS
44,190 22,709 1 101,524 123,612 145,715 146,322 4,852 4,245
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 8,053)
7,678 -6,385 1 -529 15,100 7,150 8,716 903 -663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 15.1 0.0 67.4 82.1 96.8 97.2 3.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
38 27 1 18 23 56 51
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 197,551
COMMITMENTS
23,036 50,250 3,524 154,995 113,164 181,555 166,939 15,996 30,612
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,237)
6,920 1,798 1,111 -6,896 661 1,135 3,570 101 -2,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 25.4 1.8 78.5 57.3 91.9 84.5 8.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
18 40 18 27 31 58 76
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 184,018
COMMITMENTS
80,888 23,896 3,909 70,374 121,808 155,172 149,614 28,846 34,404
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 23,099)
14,723 2,258 1,174 1,712 17,879 17,610 21,311 5,489 1,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 13.0 2.1 38.2 66.2 84.3 81.3 15.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
22 39 13 24 31 57 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 355,550
COMMITMENTS
30,590 186,577 35,753 253,041 66,651 319,385 288,981 36,165 66,569
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -6,318)
-273 -14,028 3,484 -8,087 5,089 -4,877 -5,455 -1,441 -864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 52.5 10.1 71.2 18.7 89.8 81.3 10.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
31 88 51 54 59 117 166
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,627
COMMITMENTS
25,330 10,533 380 1,796 19,087 27,506 30,000 4,121 1,627
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 6,058)
5,098 3,233 14 81 2,822 5,193 6,069 865 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.1 33.3 1.2 5.7 60.4 87.0 94.9 13.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 14 2 3 12 25 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,624,683
COMMITMENTS
706,950 624,739 5555871 6425951 6468181 12688771 12648792 935,912 975,891
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 879,866)
47,746 5,398 644,235 205,692 266,618 897,674 916,251 -17,807 -36,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.6 40.8 47.2 47.5 93.1 92.8 6.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
61 49 94 146 150 256 251
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 915,002
COMMITMENTS
76,011 108,406 65,360 638,664 634,677 780,035 808,443 134,967 106,559
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 14,042)
11,615 3,944 -4,833 6,861 19,474 13,643 18,585 399 -4,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 11.8 7.1 69.8 69.4 85.2 88.4 14.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 544)
102 114 100 237 232 394 391
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 320,885
COMMITMENTS
10,543 21,542 26,697 200,869 229,860 238,109 278,100 82,775 42,785
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -358)
-7,727 2,568 403 -3,179 11,119 -10,503 14,090 10,145 -14,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 6.7 8.3 62.6 71.6 74.2 86.7 25.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
15 17 24 66 62 93 91
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,970,586
COMMITMENTS
376,478 483,457 144,175 2188976 2024082 2709629 2651715 260,957 318,872
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 72,000)
63,506 -26,325 7,024 50,198 41,778 120,727 22,477 -48,727 49,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 16.3 4.9 73.7 68.1 91.2 89.3 8.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 514)
100 104 90 217 218 363 366
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 109,607
COMMITMENTS
9,985 5,078 0 88,528 100,188 98,513 105,266 11,094 4,341
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 461)
614 -525 -321 253 1,436 546 590 -84 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 4.6 0.0 80.8 91.4 89.9 96.0 10.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
14 6 0 54 36 68 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 93,030
COMMITMENTS
25,515 3,975 1,271 57,492 83,475 84,279 88,722 8,752 4,309
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 1,078)
2,766 53 -2,836 4,188 6,395 4,118 3,612 -3,041 -2,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 4.3 1.4 61.8 89.7 90.6 95.4 9.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
75 32 15 80 83 162 124
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,499
COMMITMENTS
789 979 0 11,604 13,801 12,393 14,780 3,106 719
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -521)
-2,971 123 0 2,031 2,705 -940 2,828 419 -3,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.3 0.0 74.9 89.0 80.0 95.4 20.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 11 12 13 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 387,659
COMMITMENTS
127,574 18,924 2,412 229,442 348,372 359,428 369,708 28,231 17,951
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 7,993)
13,831 -15,203 677 10,785 18,449 25,292 3,922 -17,299 4,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 4.9 0.6 59.2 89.9 92.7 95.4 7.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
75 33 14 74 81 155 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 162,866
COMMITMENTS
96,869 19,550 7,640 27,588 114,062 132,098 141,251 30,769 21,615
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: 12,939)
6,239 -2,895 1,364 4,450 12,498 12,053 10,967 887 1,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.5 12.0 4.7 16.9 70.0 81.1 86.7 18.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
35 25 14 23 31 70 58
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 21,835
COMMITMENTS
3,499 6,472 0 12,514 4,984 16,013 11,456 5,822 10,379
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -1,072)
-9 108 0 -1,344 -951 -1,353 -843 281 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 29.6 0.0 57.3 22.8 73.3 52.5 26.7 47.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 7 0 18 5 24 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,431
COMMITMENTS
7,300 2,214 4,954 24,402 14,687 36,656 21,855 5,775 20,576
CHANGES FROM 01/24/12 (CHANGE IN OPEN INTEREST: -1,176)
-2,570 443 1,741 990 2,316 161 4,500 -1,337 -5,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 5.2 11.7 57.5 34.6 86.4 51.5 13.6 48.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 7 4 22 22 36 31
Updated February 3, 2012