BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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: 3,687
COMMITMENTS
157 212 9 2,836 2,730 3,002 2,951 685 736
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 73)
-1 11 -0 103 78 102 89 -29 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.8 0.2 76.9 74.0 81.4 80.0 18.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 2 15 12 19 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 59,963
COMMITMENTS
10,086 3,046 13,700 29,825 29,181 53,611 45,927 6,353 14,036
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 1,381)
703 -128 -67 423 647 1,058 453 322 928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 5.1 22.8 49.7 48.7 89.4 76.6 10.6 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 9 21 36 37 68 61
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 314,762
COMMITMENTS
85,324 19,976 83,827 111,820 162,580 280,971 266,383 33,791 48,378
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 9,767)
5,735 2,762 3,110 -1,155 4,677 7,691 10,550 2,077 -783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 6.3 26.6 35.5 51.7 89.3 84.6 10.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
122 69 124 66 91 264 234
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 414,001
COMMITMENTS
114,225 30,142 117,251 152,564 201,730 384,039 349,123 29,961 64,878
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -6,625)
-1,287 1,420 -3,407 -202 -994 -4,896 -2,981 -1,729 -3,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 7.3 28.3 36.9 48.7 92.8 84.3 7.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
144 75 141 115 173 320 336
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 10,414
COMMITMENTS
3,700 4,583 1,487 3,184 2,356 8,370 8,426 2,044 1,988
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 698)
-25 295 24 287 54 286 373 412 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 44.0 14.3 30.6 22.6 80.4 80.9 19.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
22 29 16 19 21 52 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 35,505
COMMITMENTS
13,853 2,656 8,128 7,293 7,016 29,274 17,800 6,232 17,706
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -722)
-323 166 -198 -23 -502 -543 -534 -179 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 7.5 22.9 20.5 19.8 82.4 50.1 17.6 49.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
58 29 44 40 45 121 106
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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: 111,554
COMMITMENTS
7,462 127 4,069 99,470 106,776 111,001 110,972 553 582
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -37)
-1,873 0 140 1,688 -124 -45 16 8 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.1 3.6 89.2 95.7 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 15 16 18 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 155,588
COMMITMENTS
29,947 55,293 5,632 91,059 69,194 126,639 130,120 28,949 25,468
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 14,816)
904 5,533 670 13,600 7,597 15,175 13,800 -358 1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 35.5 3.6 58.5 44.5 81.4 83.6 18.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 25 12 27 29 53 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 43,545
COMMITMENTS
5,212 13,863 3,341 26,223 10,077 34,777 27,281 8,769 16,264
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 6,404)
1,218 4,379 -21 6,002 50 7,200 4,409 -796 1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 31.8 7.7 60.2 23.1 79.9 62.7 20.1 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 16 7 14 13 25 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 198,958
COMMITMENTS
23,645 68,760 5,002 156,282 94,020 184,930 167,782 14,028 31,176
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 31,575)
2,839 12,428 1,032 28,281 15,413 32,153 28,874 -578 2,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 34.6 2.5 78.6 47.3 92.9 84.3 7.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
20 33 13 30 26 57 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 178,779
COMMITMENTS
55,554 15,771 5,203 96,177 129,568 156,934 150,542 21,846 28,238
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 17,805)
-553 1,733 382 19,389 14,337 19,218 16,452 -1,413 1,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 8.8 2.9 53.8 72.5 87.8 84.2 12.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
29 29 20 26 27 66 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 334,219
COMMITMENTS
27,968 124,896 42,247 228,869 95,642 299,083 262,785 35,136 71,434
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 26,911)
2,069 19,293 6,223 20,014 2,313 28,305 27,829 -1,395 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 37.4 12.6 68.5 28.6 89.5 78.6 10.5 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
36 82 54 57 53 123 159
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 14,853,655
COMMITMENTS
278,312 1003705 5898890 7817171 6706093 13994373 13608688 859,282 1244966
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 46,119)
3,632 -2,498 -23,791 9,926 -23,838 -10,233 -50,128 56,352 96,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.8 39.7 52.6 45.1 94.2 91.6 5.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
50 66 102 150 155 254 278
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED 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: 1,041,264
COMMITMENTS
48,696 104,620 75,789 779,871 734,015 904,355 914,424 136,909 126,841
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 2,400)
-6,451 -2,262 6,413 5,510 -372 5,472 3,779 -3,072 -1,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 10.0 7.3 74.9 70.5 86.9 87.8 13.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
87 139 101 248 262 400 438
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 379,764
COMMITMENTS
23,379 17,927 29,850 248,545 265,083 301,774 312,860 77,989 66,903
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 5,756)
1,167 1,538 2,654 673 8,291 4,493 12,483 1,263 -6,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.7 7.9 65.4 69.8 79.5 82.4 20.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
20 25 34 79 69 118 109
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 3,307,504
COMMITMENTS
209,827 516,710 146,449 2656629 2344659 3012905 3007818 294,599 299,686
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -16,779)
-26,640 -7,551 7,348 24,188 -43,315 4,895 -43,518 -21,674 26,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 15.6 4.4 80.3 70.9 91.1 90.9 8.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 544)
82 128 88 220 242 357 403
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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: 120,005
COMMITMENTS
8,450 5,566 9 101,575 108,866 110,034 114,441 9,971 5,564
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 2,861)
101 414 -1,266 3,468 3,760 2,303 2,908 558 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 4.6 0.0 84.6 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+
OPTION AND FUTURES COMBINED 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: 89,095
COMMITMENTS
7,655 5,681 648 62,755 66,219 71,058 72,548 18,038 16,547
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -6,419)
-2,924 -1,689 -1,294 -1,269 -3,872 -5,487 -6,855 -931 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 6.4 0.7 70.4 74.3 79.8 81.4 20.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
37 33 16 77 87 123 127
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 29,077
COMMITMENTS
0 538 50 14,718 27,160 14,768 27,748 14,309 1,329
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 TRADER
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
OPTION AND FUTURES COMBINED 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: 300,091
COMMITMENTS
38,275 25,715 2,991 240,183 195,295 281,449 224,002 18,642 76,089
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -24,236)
-13,932 -12,655 -2,260 -3,886 -11,991 -20,077 -26,905 -4,159 2,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 8.6 1.0 80.0 65.1 93.8 74.6 6.2 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
37 33 16 73 82 119 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 137,254
COMMITMENTS
34,138 21,482 5,612 78,056 85,481 117,807 112,576 19,448 24,679
CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: -2,961)
-8,955 -3,145 365 9,570 -3,460 980 -6,240 -3,941 3,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 15.7 4.1 56.9 62.3 85.8 82.0 14.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
22 21 16 29 25 58 55
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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