BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,599
COMMITMENTS
103 436 35 2,950 2,671 3,087 3,142 512 457
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 267)
0 29 3 251 199 254 232 13 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 12.1 1.0 82.0 74.2 85.8 87.3 14.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 15 12 18 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,705
COMMITMENTS
6,541 2,785 12,130 30,150 27,899 48,822 42,814 4,884 10,892
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,469)
1,025 937 361 146 205 1,533 1,503 -63 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 5.2 22.6 56.1 51.9 90.9 79.7 9.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 13 21 38 38 67 62
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,561
COMMITMENTS
605 16 209 2,517 2,583 3,330 2,808 231 754
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 5)
-2 -7 10 -13 1 -4 4 9 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.4 5.9 70.7 72.5 93.5 78.8 6.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 6 13 10 15
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,136
COMMITMENTS
96,537 17,624 92,615 105,711 168,915 294,864 279,155 36,272 51,981
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 5,962)
5,798 -793 1,198 -590 5,707 6,407 6,112 -444 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 5.3 28.0 31.9 51.0 89.0 84.3 11.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
125 74 140 63 92 282 244
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 435,317
COMMITMENTS
139,047 31,832 115,231 153,208 219,853 407,486 366,915 27,831 68,402
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 3,616)
890 1,053 4,393 -2,132 -1,681 3,152 3,765 464 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 7.3 26.5 35.2 50.5 93.6 84.3 6.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
158 72 130 100 185 313 341
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,144
COMMITMENTS
4,246 4,968 1,017 3,072 2,108 8,336 8,093 1,809 2,052
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -320)
172 47 -105 -452 -193 -385 -251 65 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 49.0 10.0 30.3 20.8 82.2 79.8 17.8 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
32 30 17 21 20 63 64
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,105
COMMITMENTS
15,220 2,528 10,103 8,670 9,083 33,993 21,714 7,112 19,391
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -62)
296 -549 -1 25 -463 320 -1,013 -382 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 6.1 24.6 21.1 22.1 82.7 52.8 17.3 47.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
54 30 54 41 53 128 119
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 94,407
COMMITMENTS
14,001 202 2,978 77,245 90,927 94,224 94,107 183 300
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 3,227)
469 -809 0 2,800 4,243 3,269 3,434 -42 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.2 3.2 81.8 96.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 16 16 19 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 133,253
COMMITMENTS
25,451 40,695 5,770 73,475 59,006 104,695 105,471 28,558 27,782
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -2,798)
2,055 -5,054 169 -4,943 2,784 -2,719 -2,101 -79 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 30.5 4.3 55.1 44.3 78.6 79.2 21.4 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
20 19 12 30 24 57 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 34,114
COMMITMENTS
4,829 6,167 3,832 13,663 9,217 22,324 19,215 11,790 14,899
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 738)
1,259 507 -593 -2,270 -572 -1,603 -658 2,341 1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 18.1 11.2 40.1 27.0 65.4 56.3 34.6 43.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 12 8 13 14 25 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 96,313
COMMITMENTS
10,160 37,215 145 83,514 53,315 93,819 90,675 2,494 5,638
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 5,364)
1,862 4,788 -2 3,503 601 5,363 5,387 1 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 38.6 0.2 86.7 55.4 97.4 94.1 2.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 31 2 19 24 33 56
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 179,496
COMMITMENTS
19,000 69,111 3,465 139,867 80,186 162,332 152,763 17,164 26,733
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -3,247)
2,138 -849 317 -9,138 1,584 -6,683 1,052 3,437 -4,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 38.5 1.9 77.9 44.7 90.4 85.1 9.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
16 34 11 30 25 51 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 179,345
COMMITMENTS
75,552 21,328 6,722 62,272 119,253 144,546 147,303 34,799 32,042
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 15,372)
26,987 -676 794 -20,986 15,405 6,795 15,524 8,576 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 11.9 3.7 34.7 66.5 80.6 82.1 19.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
44 37 25 27 28 88 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 283,313
COMMITMENTS
21,826 93,113 32,901 191,757 88,229 246,484 214,243 36,829 69,071
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 6,055)
443 -1,657 -22 3,986 6,992 4,407 5,314 1,648 741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 32.9 11.6 67.7 31.1 87.0 75.6 13.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
35 77 48 55 54 114 155
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,675
COMMITMENTS
13,298 4,079 0 9,443 19,200 22,741 23,279 1,934 1,396
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 620)
853 -141 0 -309 1,302 544 1,161 76 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 16.5 0.0 38.3 77.8 92.2 94.3 7.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 14 0 8 10 17 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,193,684
COMMITMENTS
388,110 994,901 5648316 7369393 6525433 13405820 13168650 787,864 1025033
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 110,262)
-39,647 -1,670 64,750 46,069 51,311 71,172 114,392 39,090 -4,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 7.0 39.8 51.9 46.0 94.4 92.8 5.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
44 60 101 148 154 254 266
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,047,293
COMMITMENTS
54,703 117,596 86,017 761,883 696,125 902,603 899,737 144,690 147,555
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -51,936)
3,240 -5,471 -11,353 -41,919 -27,425 -50,033 -44,248 -1,903 -7,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.2 8.2 72.7 66.5 86.2 85.9 13.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 605)
88 149 109 248 271 403 462
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 387,250
COMMITMENTS
32,876 19,618 36,041 246,341 248,197 315,259 303,856 71,991 83,395
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -19,115)
6,014 -1,495 -8,214 -18,221 -4,628 -20,420 -14,337 1,305 -4,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.1 9.3 63.6 64.1 81.4 78.5 18.6 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
25 23 37 75 64 118 106
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,300,214
COMMITMENTS
235,982 616,740 123,030 2577707 2239639 2936720 2979409 363,494 320,804
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -164,103)
17,602 11,600 -47,171 -118,493 -113,984 -148,062 -149,555 -16,041 -14,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 18.7 3.7 78.1 67.9 89.0 90.3 11.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
77 140 92 224 251 359 425
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 108,869
COMMITMENTS
7,915 5,927 59 92,381 97,408 100,355 103,394 8,514 5,475
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -2,042)
1,204 -6 -162 -3,641 -1,772 -2,599 -1,940 557 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 5.4 0.1 84.9 89.5 92.2 95.0 7.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
8 7 1 52 33 60 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,358
COMMITMENTS
16,605 4,620 2,038 58,620 73,131 77,263 79,789 14,095 11,568
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 4,664)
3,241 566 497 1,064 3,809 4,802 4,873 -138 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 5.1 2.2 64.2 80.0 84.6 87.3 15.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
52 25 14 83 83 142 115
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 23,038
COMMITMENTS
2,085 292 0 11,372 21,692 13,457 21,984 9,581 1,054
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 2,948)
369 292 0 2,148 3,052 2,517 3,344 431 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.3 0.0 49.4 94.2 58.4 95.4 41.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 10 11 12 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 341,599
COMMITMENTS
79,954 28,994 2,836 236,239 257,196 319,030 289,026 22,569 52,573
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 8,579)
17,109 4,120 -262 -5,421 3,787 11,426 7,645 -2,848 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 8.5 0.8 69.2 75.3 93.4 84.6 6.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
51 25 13 80 79 137 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 139,527
COMMITMENTS
46,010 20,557 6,962 66,200 85,070 119,173 112,589 20,354 26,938
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 6,646)
4,431 1,546 1,145 -1,406 2,659 4,170 5,350 2,476 1,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 14.7 5.0 47.4 61.0 85.4 80.7 14.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
25 22 15 22 23 53 54
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 26,427
COMMITMENTS
4,144 7,106 12 15,367 7,594 19,523 14,712 6,904 11,715
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 848)
643 856 1 702 220 1,346 1,077 -498 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 26.9 0.0 58.1 28.7 73.9 55.7 26.1 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 9 1 21 8 29 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,811
COMMITMENTS
6,081 6,745 1,599 25,035 13,651 32,715 21,995 8,096 18,816
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 6,546)
-689 3,618 44 6,843 -3,588 6,198 74 348 6,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 16.5 3.9 61.3 33.4 80.2 53.9 19.8 46.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 9 3 23 21 34 31
Updated October 28, 2011