BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,995
COMMITMENTS
111 191 1 2,479 2,171 2,591 2,363 404 632
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -606)
-41 -240 -10 -447 -528 -498 -778 -108 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 6.4 0.0 82.8 72.5 86.5 78.9 13.5 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 13 12 16 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,095
COMMITMENTS
5,819 7,625 1,188 19,641 17,047 26,648 25,860 3,447 4,235
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -4,165)
-531 301 163 -3,202 -3,575 -3,570 -3,111 -595 -1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 25.3 3.9 65.3 56.6 88.5 85.9 11.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
14 16 14 27 29 51 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 252,230
COMMITMENTS
84,412 33,231 39,940 99,359 138,968 223,711 212,139 28,519 40,091
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -23,165)
-7,796 -1,960 -9,929 -782 -7,747 -18,507 -19,636 -4,658 -3,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 13.2 15.8 39.4 55.1 88.7 84.1 11.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
114 56 107 50 85 223 217
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 324,810
COMMITMENTS
123,994 53,317 41,770 133,415 171,293 299,179 266,380 25,631 58,430
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -500)
5,825 -4,036 -2,759 -5,301 2,240 -2,235 -4,555 1,735 4,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 16.4 12.9 41.1 52.7 92.1 82.0 7.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
134 72 105 66 162 254 294
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,588
COMMITMENTS
3,985 4,629 837 2,930 2,062 7,752 7,528 1,836 2,060
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 0)
-67 -104 40 -54 32 -81 -32 81 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 48.3 8.7 30.6 21.5 80.9 78.5 19.1 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 30 13 19 18 52 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,736
COMMITMENTS
13,663 4,125 5,036 8,656 7,841 27,355 17,002 6,381 16,734
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,540)
-164 169 617 706 488 1,159 1,274 381 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 12.2 14.9 25.7 23.2 81.1 50.4 18.9 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
51 28 39 38 51 111 105
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 97,420
COMMITMENTS
11,306 127 3,929 81,771 92,990 97,006 97,046 414 374
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 360)
41 127 0 917 153 958 280 -598 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 0.1 4.0 83.9 95.5 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 1 15 15 19 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,069
COMMITMENTS
28,003 43,571 579 64,301 57,537 92,883 101,687 29,186 20,382
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 2,228)
583 1,331 438 -176 1,197 845 2,966 1,383 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 35.7 0.5 52.7 47.1 76.1 83.3 23.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
19 19 3 22 24 44 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 25,539
COMMITMENTS
6,928 4,766 143 8,521 9,987 15,592 14,896 9,947 10,643
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,932)
3,704 -204 -27 -242 1,691 3,435 1,460 -1,503 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 18.7 0.6 33.4 39.1 61.1 58.3 38.9 41.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 9 1 9 12 18 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 98,340
COMMITMENTS
13,087 31,154 463 83,398 63,332 96,948 94,949 1,392 3,391
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -7,616)
2,892 -5,629 456 -9,344 -732 -5,996 -5,905 -1,620 -1,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 31.7 0.5 84.8 64.4 98.6 96.6 1.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 25 2 21 24 38 51
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 147,978
COMMITMENTS
22,607 51,729 294 106,849 72,170 129,750 124,193 18,228 23,785
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -21,488)
-1,789 -19,759 -204 -20,740 -1,549 -22,733 -21,512 1,245 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 35.0 0.2 72.2 48.8 87.7 83.9 12.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
18 24 2 28 21 46 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 138,981
COMMITMENTS
44,320 16,243 158 70,785 95,839 115,263 112,240 23,718 26,741
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 936)
649 -1,524 -1,093 1,805 2,100 1,361 -517 -425 1,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 11.7 0.1 50.9 69.0 82.9 80.8 17.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
28 23 4 21 19 53 42
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 231,445
COMMITMENTS
27,943 82,200 2,413 168,347 88,975 198,703 173,588 32,742 57,857
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 216)
1,632 -4,171 -1,173 848 2,421 1,307 -2,923 -1,091 3,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 35.5 1.0 72.7 38.4 85.9 75.0 14.1 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
28 63 15 52 48 88 119
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,750
COMMITMENTS
14,585 3,035 5 8,111 20,379 22,701 23,419 2,049 1,331
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 729)
1,191 296 5 -206 697 990 998 -261 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.9 12.3 0.0 32.8 82.3 91.7 94.6 8.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 12 1 6 9 15 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,588,952
COMMITMENTS
739,190 1148324 1431498 5628756 5063404 7799444 7643226 789,508 945,726
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 98,458)
26,371 -30,957 79,277 -72,408 -3,069 33,240 45,251 65,218 53,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 13.4 16.7 65.5 59.0 90.8 89.0 9.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
36 58 85 134 141 229 239
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 874,939
COMMITMENTS
55,439 109,398 29,492 672,485 623,625 757,416 762,515 117,523 112,424
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 15,123)
-1,907 -4,150 4,817 8,689 10,147 11,599 10,815 3,524 4,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 12.5 3.4 76.9 71.3 86.6 87.2 13.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
81 138 48 246 252 359 406
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 296,576
COMMITMENTS
28,438 16,155 1,236 202,602 221,851 232,276 239,242 64,300 57,334
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 6,452)
3,882 -5,041 -12 2,573 3,650 6,443 -1,403 9 7,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 5.4 0.4 68.3 74.8 78.3 80.7 21.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
15 20 8 61 58 81 81
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,891,815
COMMITMENTS
238,790 570,000 37,494 2349417 2008871 2625701 2616365 266,114 275,450
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 43,354)
-5,028 28,374 230 30,579 32,484 25,781 61,088 17,573 -17,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 19.7 1.3 81.2 69.5 90.8 90.5 9.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552)
78 132 32 220 230 318 374
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,939
COMMITMENTS
7,782 5,463 213 91,282 97,679 99,277 103,355 8,662 4,584
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -3,462)
-1,611 -10 143 -2,084 -3,896 -3,552 -3,763 90 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 5.1 0.2 84.6 90.5 92.0 95.8 8.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
9 7 1 51 36 60 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 100,620
COMMITMENTS
15,002 3,971 2,593 63,088 77,970 80,682 84,534 19,938 16,085
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 2,264)
-1,353 372 580 411 -932 -362 20 2,626 2,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 3.9 2.6 62.7 77.5 80.2 84.0 19.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
56 27 12 81 81 141 116
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 31,311
COMMITMENTS
2,454 292 50 14,375 29,516 16,879 29,858 14,432 1,453
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 901)
123 0 50 -1,469 725 -1,296 775 2,197 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.9 0.2 45.9 94.3 53.9 95.4 46.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 10 13 12 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 346,543
COMMITMENTS
74,858 30,516 594 243,563 242,272 319,015 273,382 27,528 73,161
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 6,813)
-3,846 5,395 -885 9,401 -8,283 4,670 -3,773 2,143 10,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 8.8 0.2 70.3 69.9 92.1 78.9 7.9 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
55 28 10 77 77 135 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 147,684
COMMITMENTS
64,485 37,469 0 56,781 87,876 121,266 125,345 26,418 22,339
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 8,627)
7,688 6,538 -697 -3,835 803 3,156 6,644 5,471 1,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 25.4 0.0 38.4 59.5 82.1 84.9 17.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
24 21 0 19 17 43 38
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,003
COMMITMENTS
3,181 8,925 19 19,122 7,498 22,322 16,442 6,681 12,561
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 197)
493 -87 19 -503 220 9 152 188 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 30.8 0.1 65.9 25.9 77.0 56.7 23.0 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 10 1 22 9 29 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,306
COMMITMENTS
7,711 6,440 1,916 32,506 11,772 42,133 20,128 6,173 28,178
CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 1,223)
-874 1,718 -506 3,802 -2,145 2,422 -933 -1,199 2,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 13.3 4.0 67.3 24.4 87.2 41.7 12.8 58.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 8 3 33 20 45 29
Updated November 14, 2011