BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,376
COMMITMENTS
103 437 11 2,780 2,489 2,894 2,937 482 439
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 225)
0 21 4 225 163 229 188 -4 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 12.9 0.3 82.3 73.7 85.7 87.0 14.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 2 14 12 17 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,954
COMMITMENTS
5,698 7,073 886 21,814 19,566 28,398 27,525 3,556 4,429
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,088)
909 742 85 165 200 1,159 1,027 -71 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 22.1 2.8 68.3 61.2 88.9 86.1 11.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 14 12 29 32 50 51
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 279,577
COMMITMENTS
96,064 38,204 49,315 99,609 146,154 244,988 233,673 34,589 45,904
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 5,509)
6,257 -2,115 1,312 -1,610 5,884 5,959 5,081 -450 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 13.7 17.6 35.6 52.3 87.6 83.6 12.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
115 77 126 53 89 260 236
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 336,771
COMMITMENTS
134,475 61,607 37,522 139,412 180,289 311,409 279,418 25,362 57,353
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -1,241)
1,481 794 -168 -2,867 -1,553 -1,554 -927 313 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 18.3 11.1 41.4 53.5 92.5 83.0 7.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
133 85 98 64 172 251 312
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,945
COMMITMENTS
4,270 4,962 921 3,019 2,040 8,210 7,923 1,735 2,022
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -330)
184 66 -135 -432 -209 -383 -278 53 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 49.9 9.3 30.4 20.5 82.6 79.7 17.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
31 30 14 20 20 60 62
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,066
COMMITMENTS
15,267 4,729 5,737 8,349 8,039 29,353 18,505 6,713 17,561
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 6)
341 -446 11 23 -465 375 -900 -369 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 13.1 15.9 23.1 22.3 81.4 51.3 18.6 48.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
50 30 47 36 51 118 111
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 88,737
COMMITMENTS
14,001 202 2,978 71,575 85,257 88,554 88,437 183 300
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,850)
469 -809 0 1,423 2,866 1,892 2,057 -42 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 0.2 3.4 80.7 96.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 1 16 15 19 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,187
COMMITMENTS
25,368 43,291 106 69,325 51,351 94,799 94,748 25,388 25,439
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -2,887)
2,025 -4,847 0 -4,872 2,741 -2,847 -2,106 -40 -781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 36.0 0.1 57.7 42.7 78.9 78.8 21.1 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
16 23 3 27 22 46 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 27,697
COMMITMENTS
5,077 6,280 113 11,183 7,376 16,373 13,769 11,324 13,928
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,600)
1,248 208 70 -2,060 93 -742 371 2,342 1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 22.7 0.4 40.4 26.6 59.1 49.7 40.9 50.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 12 1 10 12 15 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 96,313
COMMITMENTS
10,160 37,215 145 83,514 53,315 93,819 90,675 2,494 5,638
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 5,364)
1,862 4,788 -2 3,503 601 5,363 5,387 1 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 38.6 0.2 86.7 55.4 97.4 94.1 2.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 31 2 19 24 33 56
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 171,560
COMMITMENTS
18,917 69,064 404 136,586 77,318 155,907 146,786 15,653 24,774
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -4,267)
1,971 -1,108 36 -9,828 1,491 -7,821 419 3,554 -4,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 40.3 0.2 79.6 45.1 90.9 85.6 9.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
15 35 5 29 23 46 61
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 165,616
COMMITMENTS
75,999 21,720 44 56,542 114,802 132,585 136,566 33,031 29,050
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 13,361)
26,952 -420 24 -21,721 14,579 5,255 14,183 8,106 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 13.1 0.0 34.1 69.3 80.1 82.5 19.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
45 31 3 22 25 68 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 235,774
COMMITMENTS
21,323 97,835 814 181,494 76,852 203,631 175,501 32,143 60,273
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 5,291)
346 -862 -7 3,044 6,135 3,383 5,266 1,908 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 41.5 0.3 77.0 32.6 86.4 74.4 13.6 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
26 66 8 49 45 79 115
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,675
COMMITMENTS
13,298 4,079 0 9,443 19,200 22,741 23,279 1,934 1,396
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 620)
853 -141 0 -309 1,302 544 1,161 76 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 16.5 0.0 38.3 77.8 92.2 94.3 7.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 14 0 8 10 17 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,223,952
COMMITMENTS
543,120 1194323 1300227 5657220 4794565 7500567 7289115 723,385 934,837
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 88,116)
-30,709 -34,998 21,154 58,023 106,516 48,468 92,672 39,648 -4,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 14.5 15.8 68.8 58.3 91.2 88.6 8.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
38 50 76 132 139 220 229
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 896,677
COMMITMENTS
54,024 118,743 31,206 675,945 610,951 761,175 760,900 135,502 135,777
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 4,356)
1,380 -4,517 5,752 -126 10,395 7,006 11,630 -2,650 -7,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 13.2 3.5 75.4 68.1 84.9 84.9 15.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
74 137 51 232 259 340 413
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 295,815
COMMITMENTS
32,006 20,129 793 196,686 198,316 229,485 219,238 66,330 76,577
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 4,256)
5,744 -3,036 -4 -1,607 13,231 4,133 10,191 123 -5,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 6.8 0.3 66.5 67.0 77.6 74.1 22.4 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
15 18 7 59 55 78 76
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,004,309
COMMITMENTS
235,710 618,694 26,441 2396297 2063176 2658448 2708311 345,861 295,998
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 498)
10,105 24,521 -3,146 7,405 -14,182 14,364 7,193 -13,866 -6,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 20.6 0.9 79.8 68.7 88.5 90.1 11.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
71 133 36 207 234 301 380
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 108,847
COMMITMENTS
7,915 5,927 59 92,378 97,389 100,352 103,375 8,495 5,472
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -2,037)
1,204 -6 -162 -3,644 -1,791 -2,602 -1,959 565 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 5.4 0.1 84.9 89.5 92.2 95.0 7.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
8 7 1 51 33 59 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 90,514
COMMITMENTS
16,560 4,697 1,745 58,222 72,674 76,526 79,116 13,987 11,398
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 5,518)
3,194 508 668 1,795 4,429 5,657 5,605 -139 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 5.2 1.9 64.3 80.3 84.5 87.4 15.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
51 25 9 81 81 137 110
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 23,028
COMMITMENTS
2,085 292 0 11,372 21,692 13,457 21,984 9,571 1,044
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 2,951)
369 292 0 2,148 3,052 2,517 3,344 434 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 1.3 0.0 49.4 94.2 58.4 95.5 41.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 10 11 12 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 337,429
COMMITMENTS
79,729 29,381 1,370 234,248 254,910 315,347 285,661 22,082 51,768
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 12,835)
16,875 3,831 590 -1,765 6,886 15,700 11,307 -2,865 1,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 8.7 0.4 69.4 75.5 93.5 84.7 6.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
50 25 8 77 77 131 106
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 126,816
COMMITMENTS
45,831 22,760 50 62,659 79,953 108,540 102,763 18,276 24,053
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 5,125)
4,436 1,718 50 -1,611 2,386 2,875 4,154 2,250 971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 17.9 0.0 49.4 63.0 85.6 81.0 14.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 21 2 18 18 38 41
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 26,427
COMMITMENTS
4,144 7,106 12 15,367 7,594 19,523 14,712 6,904 11,715
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 848)
643 856 1 702 220 1,346 1,077 -498 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 26.9 0.0 58.1 28.7 73.9 55.7 26.1 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 9 1 21 8 29 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,811
COMMITMENTS
6,081 6,745 1,599 25,035 13,651 32,715 21,995 8,096 18,816
CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 6,546)
-689 3,618 44 6,843 -3,588 6,198 74 348 6,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 16.5 3.9 61.3 33.4 80.2 53.9 19.8 46.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 9 3 23 21 34 31
Updated October 28, 2011