BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,276
COMMITMENTS
192 454 7 2,587 2,429 2,786 2,890 490 386
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 113)
-9 16 7 143 129 141 152 -28 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 13.9 0.2 79.0 74.1 85.0 88.2 15.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 12 12 15 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,750
COMMITMENTS
7,722 6,697 577 21,074 22,493 29,373 29,767 4,377 3,983
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,536)
959 883 -62 1,055 511 1,952 1,332 -416 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 19.8 1.7 62.4 66.6 87.0 88.2 13.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 13 12 29 35 54 54
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 246,474
COMMITMENTS
68,188 53,590 45,546 106,248 109,728 219,982 208,864 26,492 37,610
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 4,518)
-1,616 -898 6,792 1,281 -1,333 6,457 4,561 -1,939 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 21.7 18.5 43.1 44.5 89.3 84.7 10.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
95 75 106 50 75 208 211
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 329,081
COMMITMENTS
100,764 55,971 51,494 151,353 163,147 303,611 270,612 25,470 58,469
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 8,453)
2,709 -10,810 5,813 -453 12,533 8,069 7,536 384 917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 17.0 15.6 46.0 49.6 92.3 82.2 7.7 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
110 98 120 72 163 256 321
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,178
COMMITMENTS
3,933 2,852 1,027 2,894 3,017 7,854 6,896 1,324 2,282
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -512)
-40 -8 -49 -124 -303 -213 -360 -299 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 31.1 11.2 31.5 32.9 85.6 75.1 14.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 32 14 12 21 47 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,068
COMMITMENTS
12,812 6,587 5,994 9,750 7,983 28,556 20,564 7,512 15,504
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 3,522)
1,483 -256 1,317 299 1,068 3,099 2,129 423 1,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 18.3 16.6 27.0 22.1 79.2 57.0 20.8 43.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
39 38 52 36 48 115 115
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 95,981
COMMITMENTS
11,369 129 3,652 79,046 90,788 94,067 94,569 1,914 1,412
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -8,730)
675 0 -222 -9,221 -6,887 -8,768 -7,109 38 -1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 0.1 3.8 82.4 94.6 98.0 98.5 2.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 1 2 17 14 23 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,057
COMMITMENTS
20,422 25,880 8,403 54,981 67,965 83,806 102,248 39,251 20,809
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 5,654)
3,085 2,240 4,948 -847 3,513 7,186 10,701 -1,532 -5,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 21.0 6.8 44.7 55.2 68.1 83.1 31.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
23 21 6 29 29 56 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 21,500
COMMITMENTS
7,258 3,037 167 1,780 8,112 9,205 11,316 12,295 10,184
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -22,328)
-3,151 -1,879 -349 -17,232 -20,429 -20,732 -22,657 -1,596 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 14.1 0.8 8.3 37.7 42.8 52.6 57.2 47.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 8 2 6 9 16 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 76,010
COMMITMENTS
8,251 25,141 149 64,078 44,732 72,478 70,022 3,532 5,988
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -43,065)
-12,688 2,993 -4,245 -22,338 -38,425 -39,271 -39,677 -3,794 -3,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 33.1 0.2 84.3 58.9 95.4 92.1 4.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
17 39 3 14 19 32 60
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 143,678
COMMITMENTS
14,106 73,861 397 115,619 40,077 130,122 114,335 13,556 29,343
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,558)
-19,863 13,699 -287 32,047 -10,166 11,897 3,246 -10,339 -1,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 51.4 0.3 80.5 27.9 90.6 79.6 9.4 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
12 39 5 27 18 42 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 127,828
COMMITMENTS
63,888 18,271 2 35,079 82,253 98,969 100,526 28,859 27,302
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -23,707)
10,110 -552 -75 -34,872 -19,259 -24,837 -19,886 1,130 -3,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.0 14.3 0.0 27.4 64.3 77.4 78.6 22.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
35 29 1 15 20 50 50
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 201,556
COMMITMENTS
19,920 99,380 1,282 147,760 44,819 168,962 145,481 32,594 56,075
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -62,944)
-5,784 19,217 -546 -47,076 -71,000 -53,406 -52,329 -9,538 -10,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 49.3 0.6 73.3 22.2 83.8 72.2 16.2 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
26 72 10 46 48 80 122
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,307
COMMITMENTS
16,511 2,946 0 2,437 18,019 18,948 20,965 3,359 1,342
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -12,357)
-2,792 1,307 -163 -7,955 -12,708 -10,910 -11,564 -1,447 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 13.2 0.0 10.9 80.8 84.9 94.0 15.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 9 0 9 8 23 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,484,343
COMMITMENTS
903,877 945,345 1284151 5549424 5429845 7737452 7659341 746,891 825,002
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -1,116,324)
44,325 -225,892 -181,814 -932,144 -593,493 -1069633 -1001199 -46,691 -115,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 11.1 15.1 65.4 64.0 91.2 90.3 8.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
48 50 82 129 140 231 233
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 849,368
COMMITMENTS
57,426 128,659 10,816 636,462 558,855 704,703 698,329 144,665 151,039
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -473,305)
-7,057 -34,612 -59,782 -386,620 -357,241 -453,458 -451,635 -19,847 -21,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 15.1 1.3 74.9 65.8 83.0 82.2 17.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589)
81 144 43 213 257 325 414
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 265,258
COMMITMENTS
16,106 25,876 785 186,763 158,642 203,654 185,303 61,604 79,955
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -239,508)
-11,405 -57,384 -3,444 -204,728 -159,451 -219,577 -220,279 -19,931 -19,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 9.8 0.3 70.4 59.8 76.8 69.9 23.2 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
13 17 5 54 52 70 71
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,920,552
COMMITMENTS
222,419 529,735 34,332 2248494 2001063 2505245 2565130 415,307 355,422
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -1,168,985)
-225,870 -133,750 -34,079 -909,458 -988,952 -1169407 -1156781 422 -12,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 18.1 1.2 77.0 68.5 85.8 87.8 14.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 556)
77 139 34 191 237 292 387
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 104,855
COMMITMENTS
6,311 5,034 422 90,813 94,188 97,546 99,644 7,309 5,211
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -20,083)
-8,186 398 395 -10,355 -14,410 -18,146 -13,617 -1,937 -6,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 4.8 0.4 86.6 89.8 93.0 95.0 7.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
6 6 1 50 36 56 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,986
COMMITMENTS
10,434 5,388 288 45,426 52,003 56,148 57,679 5,838 4,307
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -65,563)
3,024 -2,218 -2,866 -58,987 -52,548 -58,829 -57,632 -6,734 -7,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 8.7 0.5 73.3 83.9 90.6 93.1 9.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
42 31 14 74 85 124 122
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 309,930
COMMITMENTS
52,168 26,939 1,441 227,132 260,017 280,741 288,397 29,189 21,533
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -163,868)
8,171 -7,118 -3,937 -150,468 -152,340 -146,234 -163,395 -17,634 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 8.7 0.5 73.3 83.9 90.6 93.1 9.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
42 31 14 74 85 124 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 78,616
COMMITMENTS
39,049 15,954 0 16,984 43,688 56,033 59,642 22,583 18,974
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -46,770)
-10,965 2,874 -687 -30,093 -45,824 -41,745 -43,637 -5,025 -3,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.7 20.3 0.0 21.6 55.6 71.3 75.9 28.7 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 20 0 12 16 34 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 26,440
COMMITMENTS
3,223 7,624 0 16,016 6,826 19,239 14,450 7,201 11,990
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -680)
150 -895 -1 -854 65 -705 -831 25 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 28.8 0.0 60.6 25.8 72.8 54.7 27.2 45.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 0 18 8 26 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/20/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,544
COMMITMENTS
8,342 5,083 215 17,229 18,763 25,786 24,061 5,758 7,483
CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -4,597)
-688 -140 194 1,332 -4,493 838 -4,439 -5,435 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 16.1 0.7 54.6 59.5 81.7 76.3 18.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 7 3 23 18 34 26
Updated September 23, 2011