BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,147
COMMITMENTS
103 377 2 2,538 2,359 2,643 2,738 504 409
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -426)
-83 -111 -22 -340 -282 -445 -415 19 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 12.0 0.1 80.6 75.0 84.0 87.0 16.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 13 11 15 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,158
COMMITMENTS
5,693 2,155 11,841 29,662 26,928 47,196 40,924 4,962 11,234
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 175)
-264 -3 33 487 135 255 164 -80 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.1 22.7 56.9 51.6 90.5 78.5 9.5 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 9 21 36 35 63 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 348,729
COMMITMENTS
81,231 24,572 105,054 119,530 159,027 305,814 288,652 42,915 60,077
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 26,998)
8,153 46 6,326 2,838 10,742 17,318 17,114 9,681 9,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 7.0 30.1 34.3 45.6 87.7 82.8 12.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
125 65 129 62 87 263 227
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 426,029
COMMITMENTS
120,449 30,911 113,872 160,576 214,418 394,897 359,201 31,132 66,828
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -29,147)
4,994 1,121 -29,894 -5,115 -2,008 -30,015 -30,781 868 1,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 7.3 26.7 37.7 50.3 92.7 84.3 7.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
148 78 143 106 180 332 342
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,884
COMMITMENTS
4,194 4,954 1,281 3,356 2,252 8,831 8,487 2,053 2,397
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -125)
7 412 -134 93 -233 -34 45 -91 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 45.5 11.8 30.8 20.7 81.1 78.0 18.9 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
25 33 19 22 19 57 66
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,282
COMMITMENTS
13,895 3,920 9,245 8,513 8,348 31,653 21,512 6,630 16,770
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -824)
239 259 334 -810 -787 -237 -194 -587 -630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 10.2 24.1 22.2 21.8 82.7 56.2 17.3 43.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
48 32 53 41 49 124 115
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 87,865
COMMITMENTS
12,554 978 3,075 70,928 82,747 86,557 86,800 1,308 1,065
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -1,627)
-706 481 -147 -487 -1,558 -1,340 -1,224 -287 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 1.1 3.5 80.7 94.2 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 1 16 16 19 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,839
COMMITMENTS
24,015 46,937 5,191 77,790 54,885 106,997 107,014 27,842 27,825
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 11,601)
1,295 9,330 -2,102 23,525 8,051 22,718 15,279 -11,117 -3,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 34.8 3.9 57.7 40.7 79.4 79.4 20.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 24 13 30 26 58 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 32,093
COMMITMENTS
4,845 4,700 4,871 12,525 9,998 22,241 19,569 9,852 12,524
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -6,401)
1,654 -97 -4,784 -2,317 -1,165 -5,447 -6,046 -954 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 14.6 15.2 39.0 31.2 69.3 61.0 30.7 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 11 8 12 14 25 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 88,822
COMMITMENTS
7,397 32,275 142 78,905 50,335 86,444 82,752 2,378 6,070
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -596)
493 -60 5 -721 -457 -223 -512 -373 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 36.3 0.2 88.8 56.7 97.3 93.2 2.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 32 2 16 20 35 53
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 190,968
COMMITMENTS
15,423 77,057 3,107 158,709 77,007 177,239 157,171 13,729 33,797
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -2,525)
-305 -7,682 -7,497 4,525 11,581 -3,277 -3,598 752 1,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 40.4 1.6 83.1 40.3 92.8 82.3 7.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
15 41 12 31 22 53 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 162,670
COMMITMENTS
54,076 19,927 3,450 77,273 107,901 134,799 131,277 27,871 31,393
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 15,823)
-6,532 1,816 -2,017 24,944 17,717 16,396 17,516 -572 -1,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 12.2 2.1 47.5 66.3 82.9 80.7 17.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 34 15 26 22 65 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 266,323
COMMITMENTS
17,562 87,393 30,350 178,799 79,123 226,712 196,866 39,612 69,457
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -28,048)
-2,144 -11,211 -17,564 -8,217 -429 -27,925 -29,204 -123 1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 32.8 11.4 67.1 29.7 85.1 73.9 14.9 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
31 75 42 55 56 106 153
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,059
COMMITMENTS
12,075 5,237 102 11,594 17,538 23,771 22,877 1,288 2,182
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -1,152)
-854 -2,126 0 -92 1,460 -946 -666 -206 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 20.9 0.4 46.3 70.0 94.9 91.3 5.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 12 1 8 9 17 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,315,986
COMMITMENTS
497,264 624,751 5428580 7681769 7309050 13607613 13362381 708,373 953,605
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -349,740)
-121,597 15,958 -262,619 110,476 -83,525 -273,740 -330,187 -76,000 -19,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.4 37.9 53.7 51.1 95.1 93.3 4.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
42 64 101 149 154 254 269
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,077,441
COMMITMENTS
53,397 116,880 90,364 787,741 716,123 931,502 923,367 145,940 154,075
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -56,024)
-1,183 -2,976 -9,006 -32,511 -41,642 -42,700 -53,624 -13,325 -2,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 10.8 8.4 73.1 66.5 86.5 85.7 13.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596)
81 155 114 238 271 398 464
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 390,416
COMMITMENTS
23,034 24,808 40,984 255,660 237,886 319,678 303,678 70,738 86,738
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -25,517)
1,194 -3,978 -3,115 -15,827 -12,999 -17,748 -20,092 -7,768 -5,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 6.4 10.5 65.5 60.9 81.9 77.8 18.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
25 30 42 80 69 128 118
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,435,127
COMMITMENTS
239,714 548,262 159,001 2660402 2391182 3059118 3098445 376,009 336,682
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -152,538)
-27,133 -10,241 -14,206 -83,419 -143,213 -124,758 -167,661 -27,780 15,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 16.0 4.6 77.4 69.6 89.1 90.2 10.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550)
71 144 96 210 251 349 425
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 111,283
COMMITMENTS
7,482 5,643 46 95,712 100,575 103,240 106,264 8,043 5,019
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -6,327)
551 -36 -376 -6,511 -6,570 -6,336 -6,982 9 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 5.1 0.0 86.0 90.4 92.8 95.5 7.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
7 8 2 44 34 52 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,369
COMMITMENTS
8,840 5,283 906 55,653 59,729 65,400 65,917 10,969 10,452
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -4,899)
-138 -2,682 -1,232 -3,099 -543 -4,469 -4,457 -430 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 6.9 1.2 72.9 78.2 85.6 86.3 14.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
33 36 19 79 87 121 133
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,287
COMMITMENTS
855 0 0 7,115 14,155 7,970 14,155 7,317 1,132
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -90)
-512 0 0 201 91 -311 91 221 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 0.0 46.5 92.6 52.1 92.6 47.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 9 12 11 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 305,410
COMMITMENTS
41,132 27,618 3,326 242,692 227,869 287,150 258,812 18,260 46,597
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -24,043)
227 -15,052 -4,518 -16,498 -3,169 -20,789 -22,739 -3,254 -1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 9.0 1.1 79.5 74.6 94.0 84.7 6.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
32 36 18 78 84 118 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 127,408
COMMITMENTS
37,171 25,335 4,403 70,960 71,107 112,534 100,845 14,874 26,563
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 6,419)
1,719 2,755 -5,089 13,420 10,726 10,050 8,393 -3,632 -1,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 19.9 3.5 55.7 55.8 88.3 79.2 11.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
23 22 14 19 22 47 53
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 25,452
COMMITMENTS
3,250 6,411 5 14,830 8,104 18,085 14,520 7,367 10,932
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -35)
-693 -147 0 685 460 -8 313 -27 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 25.2 0.0 58.3 31.8 71.1 57.0 28.9 43.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 7 1 20 8 28 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 33,009
COMMITMENTS
5,339 4,323 1,592 18,717 20,472 25,648 26,387 7,361 6,622
CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -3,906)
-46 601 -338 1,569 -4,640 1,185 -4,377 -5,091 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 13.1 4.8 56.7 62.0 77.7 79.9 22.3 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 7 3 20 24 30 31
Updated October 14, 2011