MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,567
COMMITMENTS
5,764 6,868 555 20,713 18,614 27,032 26,037 3,535 4,530
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -4,771)
-2,627 -518 -7 -1,696 -4,483 -4,330 -5,008 -441 237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 22.5 1.8 67.8 60.9 88.4 85.2 11.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 11 12 28 30 48 48
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,230
COMMITMENTS
71,301 44,260 51,090 106,805 121,084 229,196 216,434 31,034 43,796
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 13,819)
2,969 -4,684 7,338 -605 7,218 9,702 9,872 4,117 3,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 17.0 19.6 41.0 46.5 88.1 83.2 11.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
110 63 112 52 84 235 212
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 340,399
COMMITMENTS
107,804 56,160 56,795 148,697 172,766 313,296 285,721 27,103 54,678
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 12,772)
11,500 2,874 3,945 -4,339 6,214 11,106 13,033 1,666 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 16.5 16.7 43.7 50.8 92.0 83.9 8.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
127 92 118 81 169 281 320
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,856
COMMITMENTS
4,208 4,545 1,356 3,224 2,427 8,788 8,328 2,068 2,528
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 1,492)
338 1,117 451 369 -193 1,158 1,375 334 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 41.9 12.5 29.7 22.4 81.0 76.7 19.0 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 31 17 20 20 55 66
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,723
COMMITMENTS
13,647 5,445 5,267 9,049 8,296 27,963 19,008 6,760 15,715
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -1,970)
247 -1,674 -714 -594 910 -1,061 -1,478 -909 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 15.7 15.2 26.1 23.9 80.5 54.7 19.5 45.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
46 34 45 35 49 112 111
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 84,545
COMMITMENTS
13,260 497 3,222 66,468 79,358 82,950 83,077 1,595 1,468
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 816)
1,075 271 -635 1,542 1,622 1,982 1,258 -1,166 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 0.6 3.8 78.6 93.9 98.1 98.3 1.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 1 17 15 21 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 103,733
COMMITMENTS
22,713 38,395 159 47,148 36,124 70,020 74,678 33,713 29,055
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 17,587)
1,393 -3,475 125 14,810 14,979 16,328 11,629 1,259 5,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 37.0 0.2 45.5 34.8 67.5 72.0 32.5 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 23 2 26 26 51 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 24,964
COMMITMENTS
5,110 6,219 183 10,368 6,941 15,661 13,343 9,303 11,621
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 1,841)
-1,508 2,025 -27 4,121 -26 2,586 1,972 -745 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 24.9 0.7 41.5 27.8 62.7 53.4 37.3 46.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 10 4 8 9 17 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 89,418
COMMITMENTS
6,904 32,335 137 79,626 50,792 86,667 83,264 2,751 6,154
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 6,320)
-3,307 1,498 -108 8,943 5,070 5,528 6,460 792 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 36.2 0.2 89.0 56.8 96.9 93.1 3.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 35 1 17 21 40 56
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 175,500
COMMITMENTS
14,929 83,653 306 148,769 60,087 164,004 144,046 11,496 31,454
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 20,818)
641 5,355 -47 21,954 16,950 22,548 22,258 -1,730 -1,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 47.7 0.2 84.8 34.2 93.4 82.1 6.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
12 47 3 27 18 40 67
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 134,724
COMMITMENTS
60,867 17,405 0 46,805 86,267 107,672 103,672 27,052 31,052
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 8,992)
-299 -1,439 -1 9,465 8,677 9,165 7,237 -173 1,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 12.9 0.0 34.7 64.0 79.9 77.0 20.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 32 0 21 19 50 51
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 220,839
COMMITMENTS
18,104 100,801 794 169,387 60,185 188,285 161,780 32,554 59,059
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 5,667)
-1,601 -1,377 -246 9,769 8,247 7,922 6,624 -2,255 -957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 45.6 0.4 76.7 27.3 85.3 73.3 14.7 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
23 74 10 51 48 80 126
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,190
COMMITMENTS
11,826 16,978 5,136 14,769 9,111 31,731 31,225 459 965
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,807)
-6,877 147 5,070 -970 -7,987 -2,777 -2,770 -30 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 52.7 16.0 45.9 28.3 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 1 6 5 11 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,211
COMMITMENTS
12,929 7,363 102 11,686 16,078 24,717 23,543 1,494 2,668
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 2,407)
-1,546 2,479 102 4,618 -843 3,174 1,738 -767 669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.3 28.1 0.4 44.6 61.3 94.3 89.8 5.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 12 1 9 9 19 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,328,105
COMMITMENTS
777,324 906,705 1284131 5549676 5261941 7611131 7452777 716,974 875,328
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -50,616)
-68,199 -19,205 26,426 -5,975 -119,827 -47,748 -112,606 -2,868 61,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 10.9 15.4 66.6 63.2 91.4 89.5 8.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
47 50 79 133 138 231 228
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 925,564
COMMITMENTS
56,382 124,086 27,934 694,185 630,180 778,501 782,200 147,063 143,364
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 44,471)
-3,402 -3,678 4,085 33,096 46,059 33,779 46,466 10,692 -1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 13.4 3.0 75.0 68.1 84.1 84.5 15.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 597)
83 145 54 223 266 343 430
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 296,855
COMMITMENTS
22,585 31,250 823 201,904 180,164 225,312 212,237 71,543 84,618
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 11,121)
135 -1,774 188 3,501 13,461 3,824 11,875 7,297 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 10.5 0.3 68.0 60.7 75.9 71.5 24.1 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
15 26 8 57 57 77 86
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,143,543
COMMITMENTS
268,305 563,504 36,231 2461407 2250078 2765943 2849813 377,600 293,730
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 166,750)
-2,939 5,226 4,742 147,974 162,989 149,777 172,957 16,973 -6,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 17.9 1.2 78.3 71.6 88.0 90.7 12.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
84 137 35 201 242 308 391
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 117,580
COMMITMENTS
6,931 5,679 422 102,219 107,119 109,572 113,220 8,008 4,360
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 11,272)
397 843 388 9,379 10,842 10,164 12,073 1,108 -801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 4.8 0.4 86.9 91.1 93.2 96.3 6.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
6 8 1 49 34 56 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 79,939
COMMITMENTS
8,892 7,949 1,812 58,018 59,442 68,723 69,203 11,217 10,736
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 3,112)
-1,757 2,158 278 3,748 443 2,269 2,879 843 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 9.9 2.3 72.6 74.4 86.0 86.6 14.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
41 40 13 78 83 125 130
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,366
COMMITMENTS
1,367 0 0 6,914 14,064 8,281 14,064 7,085 1,302
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 1,856)
-691 0 0 1,792 2,659 1,101 2,659 755 -803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 0.0 0.0 45.0 91.5 53.9 91.5 46.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 11 12 13 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 322,866
COMMITMENTS
40,475 42,593 6,213 255,520 226,890 302,208 275,696 20,658 47,170
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 6,280)
-9,258 6,861 5,318 9,782 -11,081 5,842 1,098 438 5,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 13.2 1.9 79.1 70.3 93.6 85.4 6.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
39 41 12 74 79 119 126
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 100,016
COMMITMENTS
35,937 23,026 5 49,285 51,991 85,227 75,022 14,789 24,994
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 17,436)
6,515 -1,229 -8 13,610 14,538 20,117 13,301 -2,681 4,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 23.0 0.0 49.3 52.0 85.2 75.0 14.8 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
18 23 2 16 20 34 45
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 25,487
COMMITMENTS
3,943 6,558 5 14,145 7,644 18,093 14,207 7,394 11,280
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -285)
-302 530 3 -611 -762 -910 -229 625 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 25.7 0.0 55.5 30.0 71.0 55.7 29.0 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 8 1 18 7 28 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,915
COMMITMENTS
5,385 3,722 1,930 17,148 25,112 24,463 30,764 12,452 6,151
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 6,280)
-63 -1,242 1,327 -714 4,299 550 4,384 5,730 1,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 10.1 5.2 46.5 68.0 66.3 83.3 33.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 7 2 20 21 29 28
Updated October 7, 2011