BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,154
COMMITMENTS
111 191 1 2,590 2,289 2,702 2,481 452 672
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -659)
-40 -240 -30 -501 -587 -571 -858 -87 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 6.1 0.0 82.1 72.6 85.7 78.7 14.3 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 14 12 17 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,638
COMMITMENTS
7,236 2,786 12,911 27,460 26,052 47,607 41,748 5,031 10,890
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -4,598)
-437 -311 324 -3,954 -3,520 -4,067 -3,507 -532 -1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 5.3 24.5 52.2 49.5 90.4 79.3 9.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
22 13 21 34 33 65 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 303,131
COMMITMENTS
83,545 14,584 82,537 106,931 160,707 273,013 257,828 30,117 45,303
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -23,088)
-8,939 -757 -9,746 355 -8,658 -18,330 -19,161 -4,758 -3,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 4.8 27.2 35.3 53.0 90.1 85.1 9.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
124 54 121 61 88 244 228
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 423,200
COMMITMENTS
128,495 26,405 119,614 147,554 208,770 395,664 354,789 27,536 68,411
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -1,895)
5,768 -4,070 -2,612 -5,907 1,822 -2,751 -4,859 856 2,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 6.2 28.3 34.9 49.3 93.5 83.8 6.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
143 76 129 101 175 305 326
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,684
COMMITMENTS
3,977 4,629 876 2,956 2,087 7,809 7,593 1,875 2,092
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 7)
-66 -106 38 -54 38 -81 -29 88 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 47.8 9.0 30.5 21.6 80.6 78.4 19.4 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 30 14 19 18 53 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,737
COMMITMENTS
13,989 2,475 8,079 8,957 8,998 31,025 19,551 6,712 18,185
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,410)
-207 144 502 763 672 1,058 1,318 353 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 6.6 21.4 23.7 23.8 82.2 51.8 17.8 48.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
60 24 47 43 53 125 111
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,745
COMMITMENTS
11,306 127 3,929 87,096 98,315 102,331 102,371 414 374
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -112)
41 127 0 445 -319 486 -192 -598 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.1 3.8 84.8 95.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 1 15 16 19 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 131,776
COMMITMENTS
27,945 41,965 4,575 67,728 63,068 100,249 109,608 31,527 22,168
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -2,158)
643 2,437 -2,067 -1,651 -1,513 -3,075 -1,144 917 -1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 31.8 3.5 51.4 47.9 76.1 83.2 23.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
22 18 11 26 27 54 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 31,016
COMMITMENTS
6,754 4,528 3,188 10,625 11,786 20,567 19,502 10,448 11,514
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,177)
3,663 -486 -290 -697 1,451 2,676 676 -1,499 501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 14.6 10.3 34.3 38.0 66.3 62.9 33.7 37.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 9 7 12 14 27 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 98,340
COMMITMENTS
13,087 31,154 463 83,398 63,332 96,948 94,949 1,392 3,391
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -7,616)
2,892 -5,629 456 -9,344 -732 -5,996 -5,905 -1,620 -1,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 31.7 0.5 84.8 64.4 98.6 96.6 1.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 25 2 21 24 38 51
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 154,179
COMMITMENTS
22,786 51,079 2,827 108,841 74,925 134,454 128,831 19,725 25,348
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -23,790)
-1,540 -19,810 -1,716 -22,132 -2,420 -25,389 -23,946 1,599 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 33.1 1.8 70.6 48.6 87.2 83.6 12.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
20 22 8 29 25 52 52
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 150,807
COMMITMENTS
43,307 16,889 5,496 76,577 98,914 125,379 121,300 25,428 29,508
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -4,475)
-200 -2,174 -2,861 -689 -616 -3,751 -5,651 -725 1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 11.2 3.6 50.8 65.6 83.1 80.4 16.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 27 19 26 22 62 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 270,208
COMMITMENTS
27,178 75,428 29,838 175,258 98,145 232,274 203,411 37,934 66,797
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -19,099)
948 -5,331 -13,439 -4,433 -3,450 -16,924 -22,220 -2,175 3,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 27.9 11.0 64.9 36.3 86.0 75.3 14.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
29 72 38 58 54 111 141
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,750
COMMITMENTS
14,585 3,035 5 8,111 20,379 22,701 23,419 2,049 1,331
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 729)
1,191 296 5 -206 697 990 998 -261 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 12.3 0.0 32.8 82.3 91.7 94.6 8.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 12 1 6 9 15 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,995,345
COMMITMENTS
569,185 971,428 6178614 7388251 6800450 14136050 13950491 859,295 1044853
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 145,084)
27,550 -30,567 132,622 -85,002 -19,897 75,170 82,157 69,914 62,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 6.5 41.2 49.3 45.4 94.3 93.0 5.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
43 68 105 150 153 260 269
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,046,106
COMMITMENTS
56,171 110,617 86,935 775,507 722,017 918,614 919,570 127,492 126,537
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 13,900)
-2,300 -1,240 2,553 13,867 9,233 14,120 10,546 -220 3,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 10.6 8.3 74.1 69.0 87.8 87.9 12.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 612)
88 155 106 264 263 424 452
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 395,951
COMMITMENTS
29,315 17,196 34,802 260,713 277,698 324,830 329,696 71,122 66,255
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,651)
3,849 -3,843 -3,056 3,697 2,197 4,490 -4,701 -2,839 6,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.3 8.8 65.8 70.1 82.0 83.3 18.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
25 25 41 81 69 126 115
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,250,775
COMMITMENTS
235,588 568,412 159,361 2573973 2221595 2968922 2949369 281,853 301,406
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 61,245)
-9,905 33,854 7,202 50,852 35,179 48,149 76,235 13,095 -14,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 17.5 4.9 79.2 68.3 91.3 90.7 8.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
78 143 87 236 244 375 413
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,962
COMMITMENTS
7,782 5,463 213 91,290 97,694 99,285 103,370 8,677 4,592
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -3,464)
-1,611 -10 143 -2,076 -3,881 -3,544 -3,748 80 284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 5.1 0.2 84.6 90.5 92.0 95.7 8.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
9 7 1 52 36 61 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 101,699
COMMITMENTS
15,029 3,862 2,928 63,693 78,627 81,650 85,417 20,049 16,282
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 2,229)
-1,406 311 629 412 -969 -364 -29 2,594 2,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 3.8 2.9 62.6 77.3 80.3 84.0 19.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
56 28 16 85 81 146 120
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 31,318
COMMITMENTS
2,454 292 50 14,375 29,516 16,879 29,858 14,439 1,460
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 895)
123 0 50 -1,469 725 -1,296 775 2,191 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.9 0.2 45.9 94.2 53.9 95.3 46.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 10 13 12 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 351,909
COMMITMENTS
74,993 29,972 2,272 246,591 245,554 323,856 277,797 28,053 74,112
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 6,671)
-4,110 5,089 -639 9,406 -8,471 4,658 -4,020 2,013 10,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 8.5 0.6 70.1 69.8 92.0 78.9 8.0 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
55 29 15 82 77 142 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 155,709
COMMITMENTS
64,313 36,362 3,629 59,748 91,415 127,690 131,406 28,019 24,303
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -4,188)
5,965 2,112 -5,841 -9,701 -2,113 -9,578 -5,842 5,390 1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 23.4 2.3 38.4 58.7 82.0 84.4 18.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
27 20 11 21 22 54 47
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,003
COMMITMENTS
3,181 8,925 19 19,122 7,498 22,322 16,442 6,681 12,561
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 197)
493 -87 19 -503 220 9 152 188 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 30.8 0.1 65.9 25.9 77.0 56.7 23.0 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 10 1 22 9 29 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,306
COMMITMENTS
7,711 6,440 1,916 32,506 11,772 42,133 20,128 6,173 28,178
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,223)
-874 1,718 -506 3,802 -2,145 2,422 -933 -1,199 2,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 13.3 4.0 67.3 24.4 87.2 41.7 12.8 58.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 8 3 33 20 45 29
Updated November 14, 2011