BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,613
COMMITMENTS
158 201 9 2,733 2,652 2,900 2,862 714 751
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 269)
18 9 6 177 200 201 215 68 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.6 0.2 75.6 73.4 80.2 79.2 19.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 14 13 18 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 58,583
COMMITMENTS
9,384 3,174 13,766 29,402 28,534 52,552 45,474 6,030 13,108
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,300)
1,063 346 -64 807 711 1,806 993 -506 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 5.4 23.5 50.2 48.7 89.7 77.6 10.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 11 22 36 36 69 61
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 304,995
COMMITMENTS
79,588 17,214 80,717 112,976 157,903 273,281 255,833 31,714 49,161
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 5,322)
37 -2,480 2,986 687 79 3,710 584 1,612 4,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 5.6 26.5 37.0 51.8 89.6 83.9 10.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
119 62 117 64 86 249 221
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 420,625
COMMITMENTS
115,512 28,722 120,657 152,766 202,724 388,935 352,103 31,690 68,522
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -8,698)
-10,454 -771 -1,268 2,886 -6,329 -8,836 -8,368 138 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 6.8 28.7 36.3 48.2 92.5 83.7 7.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
143 68 139 111 176 315 334
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,716
COMMITMENTS
3,725 4,288 1,463 2,896 2,302 8,084 8,053 1,633 1,664
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 200)
-338 -656 547 -63 581 145 471 55 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 44.1 15.1 29.8 23.7 83.2 82.9 16.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 34 16 20 22 55 63
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,227
COMMITMENTS
14,176 2,490 8,325 7,316 7,518 29,817 18,334 6,410 17,894
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -2,361)
-412 -31 -510 -936 -1,102 -1,857 -1,642 -504 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 6.9 23.0 20.2 20.8 82.3 50.6 17.7 49.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
58 28 42 40 52 122 106
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 111,591
COMMITMENTS
9,335 127 3,929 97,782 106,900 111,046 110,956 545 635
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 8,779)
0 0 0 8,609 8,579 8,609 8,579 170 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.1 3.5 87.6 95.8 99.5 99.4 0.5 0.6
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 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,772
COMMITMENTS
29,043 49,761 4,962 77,459 61,598 111,464 116,320 29,308 24,451
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 6,289)
347 5,121 387 7,714 -1,236 8,449 4,273 -2,160 2,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 35.3 3.5 55.0 43.8 79.2 82.6 20.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 18 13 29 28 55 54
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,142
COMMITMENTS
3,994 9,484 3,362 20,222 10,027 27,577 22,872 9,564 14,269
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 501)
-1,241 2,781 -267 2,580 -1,672 1,071 842 -570 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 25.5 9.1 54.4 27.0 74.2 61.6 25.8 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 13 7 13 13 23 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,535
COMMITMENTS
6,166 37,748 806 102,807 67,935 109,779 106,489 6,756 10,046
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 10,839)
-11,692 4,869 73 18,775 570 7,156 5,512 3,683 5,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 32.4 0.7 88.2 58.3 94.2 91.4 5.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
17 31 2 22 26 40 59
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 167,383
COMMITMENTS
20,806 56,332 3,970 128,001 78,607 152,777 138,908 14,607 28,475
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 10,395)
-2,782 896 757 13,801 5,564 11,776 7,217 -1,381 3,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 33.7 2.4 76.5 47.0 91.3 83.0 8.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 30 11 30 28 57 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 160,975
COMMITMENTS
56,107 14,038 4,821 76,789 115,231 137,716 134,090 23,258 26,884
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 6,981)
7,396 -2,345 -371 -38 11,280 6,987 8,564 -6 -1,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 8.7 3.0 47.7 71.6 85.6 83.3 14.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
30 27 19 27 25 65 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 307,309
COMMITMENTS
25,899 105,603 36,024 208,855 93,329 270,778 234,956 36,531 72,353
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 15,806)
1,888 11,022 2,135 13,047 2,897 17,070 16,054 -1,265 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 34.4 11.7 68.0 30.4 88.1 76.5 11.9 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
35 75 45 60 53 120 148
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,870
COMMITMENTS
12,639 4,723 0 12,745 19,574 25,384 24,297 1,486 2,573
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 904)
-1,616 1,082 0 2,938 -743 1,322 339 -418 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 17.6 0.0 47.4 72.8 94.5 90.4 5.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 16 0 6 10 14 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,807,536
COMMITMENTS
274,680 1006203 5922681 7807245 6729932 14004606 13658816 802,930 1148720
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 192,628)
-53,490 53,076 106,996 172,076 33,460 225,582 193,532 -32,954 -904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.8 40.0 52.7 45.4 94.6 92.2 5.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
46 72 102 154 159 259 283
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,038,864
COMMITMENTS
55,146 106,882 69,376 774,361 734,387 898,883 910,645 139,981 128,220
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -26,376)
-7,516 -1,349 -18,121 -5,077 -6,429 -30,714 -25,899 4,339 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 10.3 6.7 74.5 70.7 86.5 87.7 13.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596)
100 132 101 250 270 409 446
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 374,008
COMMITMENTS
22,212 16,389 27,197 247,873 256,792 297,281 300,377 76,727 73,630
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -24,901)
-8,599 -2,681 -6,715 -11,492 -17,356 -26,806 -26,752 1,905 1,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.4 7.3 66.3 68.7 79.5 80.3 20.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
20 20 28 77 63 111 97
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,324,283
COMMITMENTS
236,467 524,261 139,101 2632441 2387974 3008010 3051336 316,273 272,947
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -7,371)
-30,650 -29,404 -20,965 32,075 54,632 -19,540 4,263 12,169 -11,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 15.8 4.2 79.2 71.8 90.5 91.8 9.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557)
90 126 88 224 253 367 415
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 117,144
COMMITMENTS
8,349 5,152 1,275 98,107 105,106 107,731 111,533 9,413 5,611
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 5,995)
83 -89 1,271 6,658 3,833 8,012 5,015 -2,017 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 4.4 1.1 83.7 89.7 92.0 95.2 8.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
9 6 1 52 33 61 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 95,514
COMMITMENTS
10,579 7,370 1,942 64,024 70,091 76,545 79,403 18,969 16,111
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -7,619)
-4,364 3,991 -1,306 -1,247 -10,978 -6,916 -8,292 -703 673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 7.7 2.0 67.0 73.4 80.1 83.1 19.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
46 33 17 79 87 133 129
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,649
COMMITMENTS
980 538 50 15,210 28,634 16,240 29,222 14,409 1,427
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -2,029)
-1,474 0 0 -917 -1,964 -2,391 -1,964 362 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.8 0.2 49.6 93.4 53.0 95.3 47.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 9 13 11 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 324,328
COMMITMENTS
52,207 38,370 5,251 244,069 207,287 301,527 250,907 22,801 73,420
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -27,951)
-22,507 11,896 1,531 -1,651 -45,068 -22,627 -31,641 -5,324 3,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 11.8 1.6 75.3 63.9 93.0 77.4 7.0 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
45 34 16 75 83 128 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,216
COMMITMENTS
43,094 24,627 5,247 68,486 88,942 116,827 118,816 23,389 21,400
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -5,539)
-14,048 -7,435 1,193 6,883 -527 -5,972 -6,769 432 1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 17.6 3.7 48.8 63.4 83.3 84.7 16.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 20 14 25 26 55 56
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,572
COMMITMENTS
4,507 8,130 47 19,381 8,114 23,935 16,291 6,637 14,281
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 531)
399 -1,120 -20 -178 576 201 -564 330 1,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 26.6 0.2 63.4 26.5 78.3 53.3 21.7 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 8 1 22 10 30 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,442
COMMITMENTS
7,752 7,464 1,793 32,836 16,505 42,381 25,762 7,061 23,680
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 2,043)
157 1,116 -491 1,627 1,857 1,293 2,482 750 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 15.1 3.6 66.4 33.4 85.7 52.1 14.3 47.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
10 8 3 32 22 44 31
Updated November 28, 2011