BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,330
COMMITMENTS
49 2 110 2,504 2,818 2,663 2,930 667 400
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 148)
24 -5 -9 148 146 163 132 -15 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.1 3.3 75.2 84.6 80.0 88.0 20.0 12.0
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 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,003
COMMITMENTS
4,821 3,400 10,454 21,726 22,718 37,000 36,572 7,002 7,430
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 862)
60 453 342 515 -101 916 694 -55 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 7.7 23.8 49.4 51.6 84.1 83.1 15.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
19 15 24 36 32 68 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,666
COMMITMENTS
79,672 28,123 104,880 82,329 114,924 266,882 247,926 29,785 48,740
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 5,713)
2,802 2,143 903 253 2,578 3,958 5,625 1,755 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 9.5 35.4 27.8 38.7 90.0 83.6 10.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
118 97 134 69 83 276 242
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 414,107
COMMITMENTS
97,305 42,458 120,228 158,585 187,586 376,118 350,273 37,989 63,834
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 4,044)
9,006 -18,237 1,996 -6,018 15,256 4,984 -985 -940 5,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 10.3 29.0 38.3 45.3 90.8 84.6 9.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
129 105 168 126 169 353 370
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,928
COMMITMENTS
4,463 2,097 728 3,373 6,471 8,564 9,296 2,365 1,632
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -257)
-283 -63 -178 247 -124 -214 -364 -43 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 19.2 6.7 30.9 59.2 78.4 85.1 21.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
45 18 11 27 35 79 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,337
COMMITMENTS
8,687 9,692 6,255 8,285 3,122 23,226 19,068 6,111 10,269
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -500)
-290 -741 142 -86 99 -235 -500 -266 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 33.0 21.3 28.2 10.6 79.2 65.0 20.8 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
36 43 38 48 34 102 105
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,754
COMMITMENTS
113 1,577 1,188 4,777 3,771 6,078 6,536 676 219
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 370)
31 101 160 174 96 364 356 6 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 23.3 17.6 70.7 55.8 90.0 96.8 10.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 10 11 15 12 29 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 77,926
COMMITMENTS
6,681 5,072 2,819 67,891 69,689 77,391 77,580 535 346
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 170)
1,673 -1,461 0 -1,674 1,658 -1 197 171 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 6.5 3.6 87.1 89.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 16 16 19 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 185,823
COMMITMENTS
71,484 9,048 7,453 67,522 146,401 146,459 162,902 39,364 22,920
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,164)
-403 -1,106 158 -1,150 2,455 -1,395 1,508 2,559 -343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 4.9 4.0 36.3 78.8 78.8 87.7 21.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
46 16 19 25 31 78 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,960
COMMITMENTS
9,744 13,111 26 16,610 17,139 26,380 30,276 17,580 13,684
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -3,207)
2,524 -6,597 -90 -10,401 5,817 -7,967 -870 4,760 -2,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 29.8 0.1 37.8 39.0 60.0 68.9 40.0 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 11 2 12 13 21 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 173,160
COMMITMENTS
101,490 7,632 1,822 62,481 161,268 165,793 170,722 7,367 2,438
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 7,220)
5,039 -2,032 501 1,834 8,820 7,374 7,289 -154 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 4.4 1.1 36.1 93.1 95.7 98.6 4.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
72 20 7 18 18 93 45
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 167,845
COMMITMENTS
50,977 39,635 5,647 74,461 102,935 131,084 148,217 36,761 19,627
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 7,773)
3,837 -5,416 -156 -518 15,728 3,164 10,156 4,609 -2,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 23.6 3.4 44.4 61.3 78.1 88.3 21.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
27 29 15 27 35 64 69
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 238,358
COMMITMENTS
25,878 103,732 17,353 178,470 52,215 221,701 173,300 16,657 65,058
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 32,474)
-2,012 25,639 3,241 30,438 477 31,667 29,357 807 3,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 43.5 7.3 74.9 21.9 93.0 72.7 7.0 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
26 57 29 31 30 73 100
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 257,251
COMMITMENTS
34,370 106,716 27,389 150,689 62,821 212,449 196,926 44,803 60,325
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -15,497)
-1,622 -24,132 2,806 -19,720 7,117 -18,536 -14,210 3,039 -1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 41.5 10.6 58.6 24.4 82.6 76.6 17.4 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
36 79 49 51 55 115 155
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 34,629
COMMITMENTS
19,208 1,968 180 14,565 31,855 33,953 34,003 676 626
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,867)
255 1,022 23 1,566 659 1,844 1,704 23 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 5.7 0.5 42.1 92.0 98.0 98.2 2.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 4 3 9 10 20 15
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,901
COMMITMENTS
21,653 2,943 222 5,539 26,972 27,414 30,137 4,487 1,764
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,143)
217 -635 0 1,452 3,279 1,669 2,644 474 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.9 9.2 0.7 17.4 84.5 85.9 94.5 14.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 10 1 8 14 32 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,221,425
COMMITMENTS
1281340 565,978 4147467 5878965 6427604 11307772 11141049 913,652 1080376
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -65,326)
-203,385 378 36,441 105,150 -119,347 -61,795 -82,528 -3,531 17,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 4.6 33.9 48.1 52.6 92.5 91.2 7.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
64 45 88 132 137 240 235
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 981,275
COMMITMENTS
91,711 86,532 57,275 684,518 715,011 833,504 858,818 147,771 122,457
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 2,631)
6,826 5,340 3,557 -483 -6,307 9,900 2,590 -7,268 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 8.8 5.8 69.8 72.9 84.9 87.5 15.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
128 122 114 256 245 446 420
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 286,473
COMMITMENTS
12,619 7,452 17,304 188,212 189,748 218,135 214,504 68,338 71,969
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -879)
-1,475 1,437 2,514 1,906 -4,361 2,945 -410 -3,824 -469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.6 6.0 65.7 66.2 76.1 74.9 23.9 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
13 16 21 75 57 101 82
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,474,008
COMMITMENTS
421,617 421,560 173,696 2481529 2626313 3076842 3221569 397,166 252,439
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 17,553)
36,914 14,929 9,802 -11,942 -9,731 34,774 15,000 -17,220 2,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 12.1 5.0 71.4 75.6 88.6 92.7 11.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559)
122 113 103 230 227 406 389
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 120,223
COMMITMENTS
15,202 6,237 196 92,418 110,599 107,816 117,032 12,407 3,191
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 1,734)
3,275 37 -557 -1,000 3,073 1,718 2,553 16 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 5.2 0.2 76.9 92.0 89.7 97.3 10.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
14 5 3 54 43 69 50
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 82,396
COMMITMENTS
10,766 11,203 1,308 63,159 65,633 75,232 78,143 7,164 4,253
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -27,847)
2,008 709 -1,908 -26,698 -25,285 -26,597 -26,484 -1,250 -1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 13.6 1.6 76.7 79.7 91.3 94.8 8.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
55 41 19 73 81 138 131
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 411,982
COMMITMENTS
53,829 56,013 6,538 315,796 328,166 376,162 390,716 35,820 21,266
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 508)
6,391 343 -2,658 -10,686 -119 -6,952 -2,433 7,461 2,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 13.6 1.6 76.7 79.7 91.3 94.8 8.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
55 41 19 73 81 138 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 209,483
COMMITMENTS
121,480 45,032 5,810 42,199 131,961 169,489 182,803 39,994 26,680
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 17,201)
18,032 5,202 -250 -5,743 10,217 12,040 15,170 5,161 2,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 21.5 2.8 20.1 63.0 80.9 87.3 19.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
41 32 18 24 34 75 74
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,183
COMMITMENTS
12,140 12,937 0 21,260 8,163 33,400 21,100 7,783 20,083
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 3,939)
2,207 3,310 0 -1,230 259 977 3,569 2,962 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 31.4 0.0 51.6 19.8 81.1 51.2 18.9 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 9 0 16 8 31 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,479
COMMITMENTS
17,361 3,879 189 21,353 30,878 38,903 34,946 6,576 10,533
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 7,864)
5,086 -709 3 3,178 3,968 8,267 3,262 -403 4,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 8.5 0.4 47.0 67.9 85.5 76.8 14.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 4 3 21 25 41 31
Updated December 5, 2012