BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,151
COMMITMENTS
103 416 7 2,555 2,326 2,665 2,749 486 402
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 170)
0 39 5 154 106 159 150 11 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 13.2 0.2 81.1 73.8 84.6 87.2 15.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 2 12 12 15 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,866
COMMITMENTS
4,789 6,331 801 21,649 19,366 27,239 26,498 3,627 4,368
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 298)
-249 -440 90 439 779 280 429 18 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 20.5 2.6 70.1 62.7 88.2 85.8 11.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
15 11 11 28 32 47 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 274,068
COMMITMENTS
89,807 40,319 48,003 101,219 140,270 239,029 228,592 35,039 45,476
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -10,134)
8,362 -6,302 -4,409 -8,284 8,812 -4,331 -1,899 -5,803 -8,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 14.7 17.5 36.9 51.2 87.2 83.4 12.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
114 66 110 53 87 243 215
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 338,012
COMMITMENTS
132,994 60,813 37,690 142,279 181,842 312,963 280,345 25,049 57,667
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -2,192)
16,474 3,114 -9,306 -5,225 3,851 1,943 -2,341 -4,135 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 18.0 11.2 42.1 53.8 92.6 82.9 7.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
139 83 100 68 168 269 302
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,275
COMMITMENTS
4,086 4,896 1,056 3,451 2,249 8,593 8,201 1,682 2,074
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -439)
-124 -30 -167 164 46 -127 -151 -312 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 47.6 10.3 33.6 21.9 83.6 79.8 16.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 33 13 23 20 58 62
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,060
COMMITMENTS
14,926 5,175 5,726 8,326 8,504 28,978 19,405 7,082 16,655
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 2,559)
986 -650 532 133 1,080 1,651 962 908 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 14.4 15.9 23.1 23.6 80.4 53.8 19.6 46.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
49 34 44 37 55 118 117
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 86,887
COMMITMENTS
13,532 1,011 2,978 70,152 82,391 86,662 86,380 225 507
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,422)
978 33 -97 3,624 4,044 4,505 3,980 -1,083 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 1.2 3.4 80.7 94.8 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 1 16 15 19 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,074
COMMITMENTS
23,343 48,138 106 74,197 48,610 97,646 96,854 25,428 26,220
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 129)
-579 -697 72 159 514 -348 -111 477 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 39.1 0.1 60.3 39.5 79.3 78.7 20.7 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
16 26 3 27 21 46 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 26,097
COMMITMENTS
3,829 6,072 43 13,243 7,283 17,115 13,398 8,982 12,699
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,780)
-1,404 852 9 3,554 -3 2,159 858 -379 922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 23.3 0.2 50.7 27.9 65.6 51.3 34.4 48.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 12 1 8 13 13 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 90,949
COMMITMENTS
8,298 32,427 147 80,011 52,714 88,456 85,288 2,493 5,661
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 2,127)
901 152 5 1,106 2,379 2,012 2,536 115 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 35.7 0.2 88.0 58.0 97.3 93.8 2.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 28 2 17 20 39 49
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 175,827
COMMITMENTS
16,946 70,172 368 146,414 75,827 163,728 146,367 12,099 29,460
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -8,882)
1,555 -7,191 18 -10,192 1,425 -8,619 -5,748 -263 -3,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 39.9 0.2 83.3 43.1 93.1 83.2 6.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
15 40 3 28 23 44 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 152,255
COMMITMENTS
49,047 22,140 20 78,263 100,223 127,330 122,383 24,925 29,872
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -1,594)
-5,143 3,069 17 5,113 -5,049 -13 -1,963 -1,581 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 14.5 0.0 51.4 65.8 83.6 80.4 16.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
31 34 2 21 22 53 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 230,483
COMMITMENTS
20,977 98,697 821 178,450 70,717 200,248 170,235 30,235 60,248
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 7,316)
3,937 7,862 141 8,429 1,251 12,507 9,254 -5,191 -1,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 42.8 0.4 77.4 30.7 86.9 73.9 13.1 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
24 70 10 49 48 79 122
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,055
COMMITMENTS
12,445 4,220 0 9,752 17,898 22,197 22,118 1,858 1,937
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -1,004)
370 -1,017 -102 -1,842 360 -1,574 -759 570 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 17.5 0.0 40.5 74.4 92.3 91.9 7.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 12 0 7 9 16 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,135,836
COMMITMENTS
573,829 1229321 1279073 5599197 4688049 7452099 7196443 683,737 939,393
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -63,820)
-70,871 347,069 18,495 -47,723 -506,509 -100,099 -140,945 36,279 77,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 15.1 15.7 68.8 57.6 91.6 88.5 8.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
40 53 77 132 134 223 227
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 892,321
COMMITMENTS
52,644 123,260 25,454 676,071 600,557 754,169 749,271 138,152 143,051
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 5,473)
-2,203 4,848 1,638 5,632 -1,590 5,067 4,896 405 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 13.8 2.9 75.8 67.3 84.5 84.0 15.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
80 139 54 231 262 347 421
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 291,559
COMMITMENTS
26,262 23,165 797 198,293 185,085 225,352 209,047 66,207 82,512
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 7,097)
3,634 -3,136 -216 3,902 8,915 7,320 5,563 -223 1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 7.9 0.3 68.0 63.5 77.3 71.7 22.7 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
16 22 8 61 54 81 80
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,003,811
COMMITMENTS
225,605 594,173 29,587 2388892 2077358 2644084 2701118 359,727 302,693
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -8,121)
-19,345 49,758 -568 8,650 -52,523 -11,263 -3,333 3,142 -4,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 19.8 1.0 79.5 69.2 88.0 89.9 12.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
77 134 35 203 237 304 383
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,884
COMMITMENTS
6,711 5,933 221 96,022 99,180 102,954 105,334 7,930 5,550
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -372)
-771 290 175 310 -1,395 -286 -930 -86 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 5.4 0.2 86.6 89.4 92.8 95.0 7.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
5 6 1 48 34 54 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 84,996
COMMITMENTS
13,366 4,189 1,077 56,427 68,245 70,869 73,511 14,126 11,485
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 9,918)
4,576 -1,135 479 1,597 9,324 6,652 8,669 3,266 1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 4.9 1.3 66.4 80.3 83.4 86.5 16.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
46 33 9 83 81 133 119
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,077
COMMITMENTS
1,716 0 0 9,224 18,640 10,940 18,640 9,137 1,437
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 4,800)
861 0 0 2,109 4,485 2,970 4,485 1,830 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 0.0 0.0 45.9 92.8 54.5 92.8 45.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 10 11 12 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 324,594
COMMITMENTS
62,854 25,550 780 236,013 248,024 299,647 274,354 24,947 50,240
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 25,589)
21,976 -2,275 -1,004 -2,562 24,197 18,410 20,918 7,179 4,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 7.9 0.2 72.7 76.4 92.3 84.5 7.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
44 34 8 79 79 127 117
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,691
COMMITMENTS
41,395 21,042 0 64,270 77,567 105,665 98,609 16,026 23,082
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,509)
4,199 -5,401 -6 -3,412 10,364 781 4,957 2,728 -1,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 17.3 0.0 52.8 63.7 86.8 81.0 13.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 21 0 19 17 35 38
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 25,579
COMMITMENTS
3,501 6,250 11 14,665 7,374 18,177 13,635 7,402 11,944
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 127)
251 -161 6 -165 -730 92 -885 35 1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 24.4 0.0 57.3 28.8 71.1 53.3 28.9 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 7 1 20 7 27 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,265
COMMITMENTS
6,770 3,127 1,555 18,192 17,239 26,517 21,921 7,748 12,344
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,256)
1,431 -1,196 -37 -525 -3,233 869 -4,466 387 5,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 9.1 4.5 53.1 50.3 77.4 64.0 22.6 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 5 3 21 20 32 26
Updated October 21, 2011