BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,472
COMMITMENTS
145 218 3 2,714 2,584 2,862 2,805 610 667
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 110)
0 11 0 105 81 105 92 5 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 6.3 0.1 78.2 74.4 82.4 80.8 17.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 14 12 18 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,669
COMMITMENTS
8,403 8,195 1,310 21,414 19,696 31,127 29,201 4,542 6,468
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 1,189)
363 -270 255 418 659 1,036 644 153 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 23.0 3.7 60.0 55.2 87.3 81.9 12.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 15 14 27 30 52 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,231
COMMITMENTS
85,652 39,165 41,042 105,556 141,150 232,250 221,357 31,981 42,874
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 10,622)
5,694 3,358 3,084 -888 4,814 7,890 11,256 2,732 -634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 14.8 15.5 39.9 53.4 87.9 83.8 12.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
112 71 113 56 87 245 226
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 316,924
COMMITMENTS
112,238 54,568 39,739 137,843 167,644 289,820 261,951 27,104 54,973
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -5,315)
251 733 -3,338 -589 371 -3,676 -2,234 -1,639 -3,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 17.2 12.5 43.5 52.9 91.4 82.7 8.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
135 72 116 87 161 279 302
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,219
COMMITMENTS
3,707 4,557 1,401 3,130 2,306 8,238 8,264 1,981 1,955
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 693)
-50 278 44 298 41 292 363 401 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 44.6 13.7 30.6 22.6 80.6 80.9 19.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 27 15 18 21 51 60
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,760
COMMITMENTS
13,758 4,686 5,068 7,083 6,257 25,909 16,011 5,851 15,749
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -745)
-42 473 -464 -52 -491 -558 -482 -187 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.3 14.8 16.0 22.3 19.7 81.6 50.4 18.4 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
50 33 36 33 42 105 100
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 105,329
COMMITMENTS
7,462 127 4,069 93,245 100,551 104,776 104,747 553 582
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -200)
-1,873 0 140 1,525 -287 -208 -147 8 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 0.1 3.9 88.5 95.5 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 15 15 18 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,231
COMMITMENTS
30,069 56,938 519 86,803 62,064 117,391 119,521 25,840 23,710
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 14,080)
1,028 5,753 325 12,947 7,298 14,300 13,376 -220 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 39.8 0.4 60.6 43.3 82.0 83.4 18.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 24 4 23 26 43 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,224
COMMITMENTS
4,950 14,277 123 23,968 7,405 29,041 21,805 8,183 15,419
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 6,202)
901 4,358 2 6,039 -183 6,942 4,177 -740 2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 38.4 0.3 64.4 19.9 78.0 58.6 22.0 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 18 1 11 11 16 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 120,894
COMMITMENTS
6,539 42,779 795 110,822 70,921 118,156 114,495 2,738 6,399
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 4,359)
373 5,031 -11 8,015 2,986 8,377 8,006 -4,018 -3,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 35.4 0.7 91.7 58.7 97.7 94.7 2.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
14 36 3 23 25 40 63
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 190,728
COMMITMENTS
23,503 70,163 652 154,277 90,373 178,432 161,188 12,296 29,540
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 30,441)
2,812 12,838 99 28,267 15,175 31,178 28,112 -737 2,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 36.8 0.3 80.9 47.4 93.6 84.5 6.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
18 34 4 29 20 48 57
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 166,279
COMMITMENTS
56,162 15,615 22 90,534 125,881 146,718 141,518 19,561 24,761
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 16,708)
-856 1,777 -36 19,201 13,915 18,309 15,656 -1,601 1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 9.4 0.0 54.4 75.7 88.2 85.1 11.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 23 2 21 23 52 47
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 277,511
COMMITMENTS
27,620 131,922 2,305 218,546 80,704 248,471 214,931 29,040 62,580
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 17,447)
1,677 20,911 -875 18,839 -669 19,641 19,367 -2,194 -1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 47.5 0.8 78.8 29.1 89.5 77.4 10.5 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
26 76 17 50 45 86 128
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,277
COMMITMENTS
11,018 7,300 0 15,819 18,612 26,837 25,912 1,440 2,365
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 1,407)
-1,621 2,577 0 3,074 -962 1,453 1,615 -46 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 25.8 0.0 55.9 65.8 94.9 91.6 5.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 17 0 11 11 18 28
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,721,607
COMMITMENTS
427,797 1196038 1546963 5977657 4851463 7952417 7594464 769,190 1127143
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 80,147)
9,131 -27,740 -14,511 28,004 27,245 22,624 -15,006 57,523 95,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 13.7 17.7 68.5 55.6 91.2 87.1 8.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
33 65 83 133 141 221 246
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 902,281
COMMITMENTS
48,822 109,425 27,104 698,318 649,105 774,244 785,634 128,037 116,647
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 701)
-4,996 -1,320 3,271 3,413 -658 1,688 1,293 -988 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 12.1 3.0 77.4 71.9 85.8 87.1 14.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560)
82 122 55 236 250 350 396
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 299,108
COMMITMENTS
23,180 19,889 1,645 201,992 216,731 226,817 238,265 72,291 60,843
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 4,632)
1,755 2,220 225 169 8,319 2,149 10,764 2,483 -6,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 6.6 0.5 67.5 72.5 75.8 79.7 24.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
15 19 8 62 60 81 83
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,015,865
COMMITMENTS
207,632 527,102 47,873 2481632 2161869 2737137 2736844 278,728 279,021
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -19,656)
-24,118 -8,063 5,596 16,219 -44,887 -2,303 -47,354 -17,353 27,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 17.5 1.6 82.3 71.7 90.8 90.7 9.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529)
77 120 43 208 223 310 361
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 119,985
COMMITMENTS
8,450 5,566 9 101,575 108,866 110,034 114,441 9,951 5,544
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 2,865)
101 414 -1,266 3,468 3,760 2,303 2,908 562 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 4.6 0.0 84.7 90.7 91.7 95.4 8.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
6 7 1 51 34 57 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 88,202
COMMITMENTS
7,592 5,659 424 62,295 65,712 70,311 71,796 17,891 16,406
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -6,516)
-2,920 -1,685 -1,280 -1,371 -3,983 -5,571 -6,948 -945 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 6.4 0.5 70.6 74.5 79.7 81.4 20.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
36 32 10 75 86 117 122
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 29,073
COMMITMENTS
0 538 50 14,718 27,160 14,768 27,748 14,305 1,325
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -1,571)
-980 0 0 -492 -1,474 -1,472 -1,474 -99 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.9 0.2 50.6 93.4 50.8 95.4 49.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 10 13 11 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 295,643
COMMITMENTS
37,958 25,606 1,872 237,885 192,761 277,715 220,239 17,928 75,404
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -24,725)
-13,909 -12,637 -2,188 -4,397 -12,544 -20,494 -27,369 -4,231 2,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 8.7 0.6 80.5 65.2 93.9 74.5 6.1 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
36 32 9 70 81 111 117
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 124,760
COMMITMENTS
34,307 21,765 39 72,823 80,564 107,169 102,368 17,591 22,392
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -3,432)
-9,143 -3,725 32 9,317 -2,769 206 -6,462 -3,638 3,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 17.4 0.0 58.4 64.6 85.9 82.1 14.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
15 25 3 23 20 40 46
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,319
COMMITMENTS
3,384 5,582 104 18,276 8,515 21,764 14,201 6,555 14,118
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -2,253)
-1,123 -2,548 57 -1,105 401 -2,171 -2,090 -82 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 19.7 0.4 64.5 30.1 76.9 50.1 23.1 49.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 7 1 21 11 28 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,227
COMMITMENTS
4,737 8,423 1,648 34,597 17,214 40,982 27,285 8,245 21,942
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -215)
-3,015 959 -145 1,761 709 -1,399 1,523 1,184 -1,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 17.1 3.3 70.3 35.0 83.3 55.4 16.7 44.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 9 2 33 18 41 28
Updated December 2, 2011