BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,344
COMMITMENTS
140 192 3 2,556 2,452 2,699 2,647 645 698
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 191)
29 1 2 -34 162 -3 165 193 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.7 0.1 76.4 73.3 80.7 79.1 19.3 20.9
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 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,283
COMMITMENTS
8,321 2,828 13,830 28,596 27,823 50,747 44,482 6,537 12,802
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 4,645)
1,084 42 919 1,136 1,772 3,139 2,733 1,506 1,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 4.9 24.1 49.9 48.6 88.6 77.7 11.4 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
24 10 22 35 35 67 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 299,672
COMMITMENTS
79,551 19,694 77,731 112,288 157,824 269,571 255,249 30,102 44,423
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -3,458)
-3,994 5,110 -4,806 5,358 -2,883 -3,443 -2,579 -16 -879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 6.6 25.9 37.5 52.7 90.0 85.2 10.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
118 58 119 62 89 247 224
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 429,323
COMMITMENTS
125,966 29,494 121,925 149,880 209,053 397,771 360,472 31,552 68,851
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 6,123)
-2,529 3,088 2,311 2,325 283 2,108 5,683 4,016 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 6.9 28.4 34.9 48.7 92.7 84.0 7.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
147 80 141 107 176 324 337
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,517
COMMITMENTS
4,063 4,944 916 2,959 1,721 7,939 7,581 1,578 1,936
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -167)
86 315 40 3 -366 129 -11 -297 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 51.9 9.6 31.1 18.1 83.4 79.7 16.6 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
27 30 16 18 16 54 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,588
COMMITMENTS
14,588 2,521 8,835 8,251 8,620 31,674 19,976 6,915 18,612
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 852)
599 46 756 -706 -378 649 425 203 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 6.5 22.9 21.4 22.3 82.1 51.8 17.9 48.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
61 32 53 45 54 136 119
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,813
COMMITMENTS
9,335 127 3,929 89,174 98,322 102,438 102,378 375 435
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 67)
-1,971 0 0 2,077 6 106 6 -39 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.1 3.8 86.7 95.6 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 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,482
COMMITMENTS
28,696 44,639 4,575 69,745 62,834 103,015 112,047 31,467 22,435
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 2,706)
751 2,674 -1 2,017 -234 2,766 2,439 -60 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 33.2 3.4 51.9 46.7 76.6 83.3 23.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
21 18 12 25 27 52 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,641
COMMITMENTS
5,235 6,703 3,628 17,642 11,699 26,506 22,030 10,135 14,610
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 5,625)
-1,519 2,175 440 7,017 -86 5,938 2,529 -314 3,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 18.3 9.9 48.1 31.9 72.3 60.1 27.7 39.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 9 7 12 14 24 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 105,696
COMMITMENTS
17,858 32,879 733 84,032 67,365 102,623 100,977 3,073 4,719
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 7,356)
4,771 1,725 270 634 4,033 5,675 6,028 1,681 1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 31.1 0.7 79.5 63.7 97.1 95.5 2.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 23 3 22 24 41 50
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 156,988
COMMITMENTS
23,588 55,436 3,212 114,200 73,043 141,001 131,691 15,987 25,297
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 2,809)
803 4,357 385 5,359 -1,882 6,547 2,860 -3,737 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 35.3 2.0 72.7 46.5 89.8 83.9 10.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
24 27 11 32 26 61 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 153,994
COMMITMENTS
48,711 16,383 5,192 76,827 103,951 130,729 125,526 23,265 28,468
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 3,186)
5,404 -506 -304 250 5,037 5,350 4,227 -2,163 -1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 10.6 3.4 49.9 67.5 84.9 81.5 15.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
26 31 20 25 23 61 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 291,503
COMMITMENTS
24,011 94,582 33,888 195,808 90,432 253,707 218,902 37,796 72,601
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 21,296)
-3,167 19,153 4,051 20,550 -7,713 21,433 15,491 -138 5,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 32.4 11.6 67.2 31.0 87.0 75.1 13.0 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
37 73 42 58 54 117 147
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,966
COMMITMENTS
14,255 3,641 0 9,807 20,317 24,062 23,958 1,904 2,008
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,216)
-330 606 -5 1,696 -62 1,361 539 -145 677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.9 14.0 0.0 37.8 78.2 92.7 92.3 7.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 13 0 6 10 14 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,614,908
COMMITMENTS
328,169 953,127 5815685 7635169 6696472 13779024 13465284 835,884 1149624
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -380,437)
-241,015 -18,301 -362,928 246,918 -103,978 -357,026 -485,208 -23,411 104,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 6.5 39.8 52.2 45.8 94.3 92.1 5.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
48 66 105 154 156 261 277
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,065,240
COMMITMENTS
62,662 108,231 87,497 779,438 740,816 929,597 936,544 135,643 128,696
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 19,134)
6,491 -2,387 562 3,930 18,799 10,983 16,974 8,151 2,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 10.2 8.2 73.2 69.5 87.3 87.9 12.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
100 146 112 261 266 428 457
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 398,909
COMMITMENTS
30,811 19,070 33,912 259,364 274,147 324,087 327,129 74,822 71,780
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 2,958)
1,496 1,874 -890 -1,348 -3,550 -742 -2,566 3,700 5,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 4.8 8.5 65.0 68.7 81.2 82.0 18.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
23 28 40 81 69 125 116
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,331,654
COMMITMENTS
267,117 553,665 160,066 2600366 2333342 3027550 3047073 304,104 284,581
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 80,879)
31,530 -14,747 705 26,393 111,747 58,628 97,704 22,252 -16,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 16.6 4.8 78.1 70.0 90.9 91.5 9.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568)
87 137 94 232 248 380 418
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 111,149
COMMITMENTS
8,266 5,241 4 91,449 101,273 99,719 106,518 11,430 4,631
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 3,186)
484 -222 -209 159 3,579 434 3,148 2,753 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.7 0.0 82.3 91.1 89.7 95.8 10.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
8 6 1 52 36 60 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 103,133
COMMITMENTS
14,943 3,379 3,248 65,271 81,069 83,462 87,696 19,672 15,438
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,434)
-86 -484 320 1,578 2,442 1,812 2,278 -378 -844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 3.3 3.1 63.3 78.6 80.9 85.0 19.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
55 22 14 86 88 145 120
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 32,678
COMMITMENTS
2,454 538 50 16,127 30,598 18,631 31,186 14,047 1,492
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,360)
0 246 0 1,752 1,082 1,752 1,328 -392 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.6 0.2 49.4 93.6 57.0 95.4 43.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 10 14 12 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 352,278
COMMITMENTS
74,713 26,474 3,720 245,720 252,355 324,154 282,549 28,125 69,730
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 369)
-279 -3,498 1,449 -871 6,800 298 4,751 71 -4,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 7.5 1.1 69.8 71.6 92.0 80.2 8.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
55 22 13 82 83 140 115
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 145,755
COMMITMENTS
57,141 32,062 4,054 61,604 89,469 122,799 125,584 22,956 20,170
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -9,954)
-7,171 -4,299 424 1,856 -1,946 -4,892 -5,821 -5,062 -4,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 22.0 2.8 42.3 61.4 84.3 86.2 15.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
27 19 12 23 23 55 49
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,041
COMMITMENTS
4,108 9,250 67 19,559 7,538 23,734 16,855 6,307 13,186
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,038)
927 325 48 437 40 1,412 413 -374 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 30.8 0.2 65.1 25.1 79.0 56.1 21.0 43.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 10 2 23 9 34 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,399
COMMITMENTS
7,595 6,348 2,284 31,209 14,648 41,088 23,280 6,311 24,119
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -907)
-116 -92 368 -1,297 2,876 -1,045 3,152 138 -4,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 13.4 4.8 65.8 30.9 86.7 49.1 13.3 50.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 6 3 33 22 44 30
Updated November 18, 2011