BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,601
COMMITMENTS
152 431 11 2,926 2,699 3,089 3,141 512 460
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 225)
49 -6 0 146 210 195 204 30 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 12.0 0.3 81.3 75.0 85.8 87.2 14.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 2 13 13 17 17
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,260
COMMITMENTS
6,350 7,324 1,025 22,843 20,622 30,218 28,971 4,042 5,289
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 2,306)
652 251 139 1,029 1,056 1,820 1,446 486 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 21.4 3.0 66.7 60.2 88.2 84.6 11.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
16 13 14 28 32 53 51
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 275,395
COMMITMENTS
92,208 35,191 49,869 100,141 146,715 242,218 231,775 33,177 43,620
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -4,182)
-3,856 -3,013 554 532 561 -2,770 -1,898 -1,412 -2,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 12.8 18.1 36.4 53.3 88.0 84.2 12.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
122 62 118 55 88 254 228
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 325,310
COMMITMENTS
118,169 57,353 44,529 138,716 169,053 301,414 270,935 23,896 54,375
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -11,461)
-16,306 -4,254 7,007 -696 -11,236 -9,995 -8,483 -1,466 -2,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 17.6 13.7 42.6 52.0 92.7 83.3 7.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
124 83 109 65 160 247 308
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,588
COMMITMENTS
4,052 4,733 797 2,984 2,030 7,833 7,560 1,755 2,028
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -357)
-218 -229 -124 -35 -10 -377 -363 20 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 49.4 8.3 31.1 21.2 81.7 78.8 18.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
26 30 14 18 16 54 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,196
COMMITMENTS
13,827 3,956 4,419 7,950 7,353 26,196 15,728 6,000 16,468
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -3,870)
-1,440 -773 -1,318 -399 -686 -3,157 -2,777 -713 -1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 12.3 13.7 24.7 22.8 81.4 48.9 18.6 51.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
43 32 38 37 49 108 102
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 97,060
COMMITMENTS
11,265 0 3,929 80,854 92,837 96,048 96,766 1,012 294
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 8,323)
-2,736 -202 951 9,279 7,580 7,494 8,329 829 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 0.0 4.0 83.3 95.6 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 16 15 20 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 119,841
COMMITMENTS
27,420 42,240 141 64,477 56,340 92,038 98,721 27,803 21,120
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -346)
2,052 -1,051 35 -4,848 4,989 -2,761 3,973 2,415 -4,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 35.2 0.1 53.8 47.0 76.8 82.4 23.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
20 20 3 25 21 47 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 23,607
COMMITMENTS
3,224 4,970 170 8,763 8,296 12,157 13,436 11,450 10,171
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -4,090)
-1,853 -1,310 57 -2,420 920 -4,216 -333 126 -3,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 21.1 0.7 37.1 35.1 51.5 56.9 48.5 43.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 11 1 10 11 13 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 105,956
COMMITMENTS
10,195 36,783 7 92,742 64,064 102,944 100,854 3,012 5,102
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 9,643)
35 -432 -138 9,228 10,749 9,125 10,179 518 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 34.7 0.0 87.5 60.5 97.2 95.2 2.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 28 1 20 23 34 52
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 169,466
COMMITMENTS
24,396 71,488 498 127,589 73,719 152,483 145,705 16,983 23,761
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -2,094)
5,479 2,424 94 -8,997 -3,599 -3,424 -1,081 1,330 -1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 42.2 0.3 75.3 43.5 90.0 86.0 10.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 30 5 30 21 53 54
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 138,045
COMMITMENTS
43,671 17,767 1,251 68,980 93,739 113,902 112,757 24,143 25,288
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -27,571)
-32,328 -3,953 1,207 12,438 -21,063 -18,683 -23,809 -8,888 -3,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 12.9 0.9 50.0 67.9 82.5 81.7 17.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 27 4 26 18 56 46
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 231,229
COMMITMENTS
26,311 86,371 3,586 167,499 86,554 197,396 176,511 33,833 54,718
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -4,545)
4,988 -11,464 2,772 -13,995 9,702 -6,235 1,010 1,690 -5,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 37.4 1.6 72.4 37.4 85.4 76.3 14.6 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
33 72 17 50 48 90 130
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,021
COMMITMENTS
13,394 2,739 0 8,317 19,682 21,711 22,421 2,310 1,600
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -654)
96 -1,340 0 -1,126 482 -1,030 -858 376 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.8 11.4 0.0 34.6 81.9 90.4 93.3 9.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 12 0 7 10 17 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,490,494
COMMITMENTS
712,819 1179281 1352221 5701164 5066473 7766204 7597975 724,290 892,519
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 266,542)
169,699 -15,042 51,994 43,944 271,908 265,637 308,860 905 -42,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 13.9 15.9 67.1 59.7 91.5 89.5 8.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
43 51 81 134 143 229 238
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 859,816
COMMITMENTS
57,346 113,548 24,674 663,797 613,478 745,817 751,700 113,999 108,116
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -36,861)
3,322 -5,196 -6,531 -12,149 2,527 -15,358 -9,200 -21,503 -27,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 13.2 2.9 77.2 71.3 86.7 87.4 13.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576)
81 133 50 238 255 351 407
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 290,124
COMMITMENTS
24,556 21,196 1,248 200,029 218,201 225,833 240,645 64,291 49,479
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -5,691)
-7,450 1,067 455 3,343 19,885 -3,652 21,407 -2,039 -27,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 7.3 0.4 68.9 75.2 77.8 82.9 22.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
17 17 9 61 59 83 80
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,848,461
COMMITMENTS
243,818 541,626 37,264 2318838 1976387 2599920 2555277 248,541 293,184
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -155,848)
8,108 -77,068 10,823 -77,459 -86,789 -58,528 -153,034 -97,320 -2,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 19.0 1.3 81.4 69.4 91.3 89.7 8.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
75 130 35 212 230 310 372
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 111,401
COMMITMENTS
9,393 5,473 70 93,366 101,575 102,829 107,118 8,572 4,283
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 2,554)
1,478 -454 11 988 4,186 2,477 3,743 77 -1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 4.9 0.1 83.8 91.2 92.3 96.2 7.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
10 7 1 52 35 62 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 98,356
COMMITMENTS
16,355 3,599 2,013 62,676 78,902 81,044 84,514 17,312 13,842
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 7,842)
-205 -1,098 268 4,455 6,228 4,518 5,398 3,325 2,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 3.7 2.0 63.7 80.2 82.4 85.9 17.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
55 23 11 80 81 141 109
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,410
COMMITMENTS
2,331 292 0 15,844 28,791 18,175 29,083 12,235 1,327
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 7,382)
246 0 0 4,472 7,099 4,718 7,099 2,664 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 1.0 0.0 52.1 94.7 59.8 95.6 40.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 9 13 11 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 339,730
COMMITMENTS
78,704 25,121 1,479 234,162 250,555 314,345 277,155 25,385 62,575
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 2,301)
-1,025 -4,260 109 -86 -4,355 -1,002 -8,506 3,303 10,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 7.4 0.4 68.9 73.8 92.5 81.6 7.5 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
54 23 10 77 77 136 105
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 139,057
COMMITMENTS
56,797 30,931 697 60,616 87,073 118,110 118,701 20,947 20,356
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 12,241)
10,966 8,171 647 -2,043 7,120 9,570 15,938 2,671 -3,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 22.2 0.5 43.6 62.6 84.9 85.4 15.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
23 24 2 16 18 40 43
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,806
COMMITMENTS
2,688 9,012 0 19,625 7,278 22,313 16,290 6,493 12,516
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 2,379)
-1,456 1,906 -12 4,258 -316 2,790 1,578 -411 801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 31.3 0.0 68.1 25.3 77.5 56.6 22.5 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 10 0 23 8 30 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,083
COMMITMENTS
8,585 4,722 2,422 28,704 13,917 39,711 21,061 7,372 26,022
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 6,272)
2,504 -2,023 823 3,669 266 6,996 -934 -724 7,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 10.0 5.1 61.0 29.6 84.3 44.7 15.7 55.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
11 6 3 29 20 42 27
Updated November 10, 2011