BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,181
COMMITMENTS
24 7 119 2,357 2,672 2,500 2,797 681 384
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 96)
8 1 -6 110 48 111 43 -15 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 0.2 3.7 74.1 84.0 78.6 87.9 21.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 12 18 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,141
COMMITMENTS
4,761 2,948 10,112 21,211 22,819 36,084 35,879 7,057 7,262
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,095)
228 507 217 830 531 1,276 1,256 -181 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 6.8 23.4 49.2 52.9 83.6 83.2 16.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
25 9 24 36 32 68 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 290,954
COMMITMENTS
76,870 25,979 103,977 82,076 112,345 262,924 242,302 28,030 48,652
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 14,948)
-466 -4,428 10,450 4,247 7,773 14,231 13,795 717 1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 8.9 35.7 28.2 38.6 90.4 83.3 9.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
111 92 128 67 83 262 236
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 410,064
COMMITMENTS
88,299 60,695 118,233 164,603 172,330 371,134 351,258 38,930 58,806
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 4,772)
-1,614 377 -2,015 7,718 6,840 4,089 5,202 683 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 14.8 28.8 40.1 42.0 90.5 85.7 9.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
119 112 168 132 167 343 381
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,185
COMMITMENTS
4,746 2,160 906 3,125 6,595 8,777 9,661 2,408 1,524
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 437)
128 18 14 256 396 397 427 40 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 19.3 8.1 27.9 59.0 78.5 86.4 21.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
45 21 13 27 36 81 63
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,837
COMMITMENTS
8,977 10,432 6,113 8,371 3,023 23,461 19,568 6,377 10,269
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -1,212)
299 953 -867 -37 -734 -606 -648 -606 -563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 35.0 20.5 28.1 10.1 78.6 65.6 21.4 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
34 46 37 47 35 98 110
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,385
COMMITMENTS
83 1,476 1,028 4,603 3,675 5,714 6,179 671 205
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 496)
-62 195 179 295 175 412 549 84 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 23.1 16.1 72.1 57.6 89.5 96.8 10.5 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 9 11 14 12 28 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 77,756
COMMITMENTS
5,008 6,533 2,819 69,565 68,031 77,392 77,383 364 373
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -8,744)
-1 -856 0 -8,875 -7,859 -8,876 -8,715 132 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 8.4 3.6 89.5 87.5 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 16 16 18 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 184,658
COMMITMENTS
71,887 10,154 7,295 68,671 143,946 147,854 161,395 36,804 23,263
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,581)
-3,104 1,572 29 6,693 -1,354 3,618 247 -2,038 1,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 5.5 4.0 37.2 78.0 80.1 87.4 19.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
46 16 16 25 30 76 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,167
COMMITMENTS
7,220 19,708 116 27,011 11,322 34,347 31,146 12,820 16,021
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -718)
-4,168 -568 -28 1,881 631 -2,315 35 1,597 -753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 41.8 0.2 57.3 24.0 72.8 66.0 27.2 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 13 2 13 12 21 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 165,940
COMMITMENTS
96,451 9,664 1,321 60,647 152,448 158,419 163,433 7,521 2,507
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -4,071)
-6,466 3,741 485 2,010 -8,308 -3,971 -4,082 -100 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.1 5.8 0.8 36.5 91.9 95.5 98.5 4.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
74 23 8 21 19 98 50
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 160,072
COMMITMENTS
47,140 45,051 5,802 74,978 87,208 127,921 138,062 32,152 22,011
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 2,082)
495 7,938 1,596 2,759 -6,303 4,849 3,232 -2,767 -1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 28.1 3.6 46.8 54.5 79.9 86.2 20.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
30 28 12 23 34 58 69
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 205,884
COMMITMENTS
27,890 78,093 14,112 148,032 51,738 190,034 143,943 15,850 61,941
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 36,755)
6,529 25,450 7,401 20,558 -3,827 34,488 29,024 2,267 7,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 37.9 6.9 71.9 25.1 92.3 69.9 7.7 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
29 53 29 31 31 76 97
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 272,749
COMMITMENTS
35,993 130,848 24,583 170,409 55,704 230,985 211,136 41,764 61,613
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,560)
-3,468 5,750 704 6,881 -3,513 4,117 2,941 -2,557 -1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 48.0 9.0 62.5 20.4 84.7 77.4 15.3 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
37 78 46 57 55 123 150
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,762
COMMITMENTS
18,953 946 157 12,999 31,196 32,109 32,299 653 463
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 338)
3 254 147 212 -153 362 248 -24 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 2.9 0.5 39.7 95.2 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 4 2 8 8 17 13
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,758
COMMITMENTS
21,436 3,578 222 4,087 23,693 25,745 27,493 4,013 2,265
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -3,495)
-2,256 -920 0 -932 -2,884 -3,188 -3,804 -307 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.0 12.0 0.7 13.7 79.6 86.5 92.4 13.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
22 10 1 7 14 29 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,286,751
COMMITMENTS
1484726 565,600 4111026 5773815 6546951 11369567 11223577 917,184 1063174
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -188,143)
42,346 37,332 -151,899 -59,974 -94,253 -169,527 -208,819 -18,616 20,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 4.6 33.5 47.0 53.3 92.5 91.3 7.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
63 47 88 132 138 243 234
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 978,643
COMMITMENTS
84,885 81,192 53,718 685,001 721,318 823,604 856,228 155,039 122,415
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -18,091)
-11,981 7,524 -8,994 -15,963 -36,794 -36,938 -38,263 18,847 20,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 8.3 5.5 70.0 73.7 84.2 87.5 15.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
124 106 106 254 244 434 400
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 287,352
COMMITMENTS
14,094 6,015 14,790 186,306 194,109 215,191 214,914 72,162 72,438
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -3,198)
1,913 -2,508 -5,095 -3,070 -13,149 -6,252 -20,751 3,053 17,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 2.1 5.1 64.8 67.6 74.9 74.8 25.1 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
16 12 18 73 58 97 80
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,456,455
COMMITMENTS
384,703 406,631 163,894 2493471 2636044 3042069 3206570 414,386 249,885
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -74,462)
-68,949 50,684 -20,019 -64,465 -118,225 -153,432 -87,560 78,970 13,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 11.8 4.7 72.1 76.3 88.0 92.8 12.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
117 99 97 229 226 396 372
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 118,488
COMMITMENTS
11,927 6,200 753 93,418 107,526 106,098 114,479 12,391 4,010
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 2,572)
-1,395 1,219 677 3,676 138 2,958 2,034 -386 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.2 0.6 78.8 90.7 89.5 96.6 10.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
13 5 1 55 41 68 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 110,243
COMMITMENTS
8,757 10,494 3,215 89,857 90,918 101,830 104,627 8,414 5,617
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 35,229)
-4,390 2,374 1,852 34,991 28,701 32,453 32,928 2,776 2,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 9.5 2.9 81.5 82.5 92.4 94.9 7.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
50 45 21 80 83 144 135
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,949
COMMITMENTS
646 736 0 24,561 25,261 25,207 25,997 2,742 1,952
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.6 0.0 87.9 90.4 90.2 93.0 9.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 11 9 12 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 411,474
COMMITMENTS
47,438 55,669 9,195 326,481 328,285 383,115 393,150 28,359 18,324
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 36,401)
-18,301 15,072 2,380 52,149 17,201 36,228 34,653 173 1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 13.5 2.2 79.3 79.8 93.1 95.5 6.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
51 44 20 75 78 139 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 192,282
COMMITMENTS
103,448 39,829 6,060 47,942 121,744 157,449 167,633 34,832 24,649
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -1,819)
-1,736 2,356 1,087 16 -2,413 -632 1,030 -1,187 -2,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 20.7 3.2 24.9 63.3 81.9 87.2 18.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
35 33 20 22 32 70 72
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,244
COMMITMENTS
9,933 9,627 0 22,490 7,904 32,423 17,531 4,821 19,713
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 5,598)
1,366 2,253 -15 5,231 -530 6,582 1,708 -984 3,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 25.8 0.0 60.4 21.2 87.1 47.1 12.9 52.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 4 0 16 8 29 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,615
COMMITMENTS
12,275 4,588 186 18,175 26,910 30,636 31,684 6,979 5,931
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,719)
4,093 -2,593 -56 -3,447 7,732 590 5,083 1,129 -3,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 12.2 0.5 48.3 71.5 81.4 84.2 18.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 7 3 23 25 37 34
Updated November 26, 2012