BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,167
COMMITMENTS
140 192 3 2,437 2,321 2,580 2,516 587 651
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 172)
29 1 2 -42 150 -11 153 183 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 6.1 0.1 76.9 73.3 81.5 79.4 18.5 20.6
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 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,389
COMMITMENTS
6,201 7,420 1,304 20,243 17,936 27,748 26,660 4,641 5,729
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 2,294)
382 -205 116 602 889 1,100 800 1,194 1,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 22.9 4.0 62.5 55.4 85.7 82.3 14.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
16 15 16 27 29 53 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 249,630
COMMITMENTS
80,976 38,591 35,189 104,980 136,707 221,145 210,487 28,485 39,143
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -2,600)
-3,436 5,360 -4,751 5,621 -2,261 -2,566 -1,652 -34 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 15.5 14.1 42.1 54.8 88.6 84.3 11.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
109 62 108 54 84 229 216
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 329,560
COMMITMENTS
121,460 57,389 43,202 135,891 170,498 300,553 271,089 29,007 58,471
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 4,750)
-2,534 4,072 1,432 2,476 -795 1,374 4,709 3,376 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 17.4 13.1 41.2 51.7 91.2 82.3 8.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
135 78 118 80 163 281 309
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,343
COMMITMENTS
4,089 4,920 844 2,888 1,693 7,821 7,457 1,522 1,886
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -245)
104 291 7 -42 -369 69 -71 -314 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 52.7 9.0 30.9 18.1 83.7 79.8 16.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
27 30 15 17 16 53 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,959
COMMITMENTS
14,103 4,244 5,274 8,027 7,586 27,404 17,104 6,555 16,855
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 223)
440 119 238 -629 -255 49 102 174 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 12.5 15.5 23.6 22.3 80.7 50.4 19.3 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
56 32 44 41 51 123 111
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 97,132
COMMITMENTS
9,335 127 3,929 83,493 92,641 96,757 96,697 375 435
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -288)
-1,971 0 0 1,722 -349 -249 -349 -39 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.1 4.0 86.0 95.4 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 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,967
COMMITMENTS
28,819 46,034 180 66,149 56,849 95,148 103,063 28,819 20,904
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,898)
816 2,463 -399 1,848 -688 2,265 1,376 -367 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 37.1 0.1 53.4 45.9 76.8 83.1 23.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 18 2 21 25 42 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 30,206
COMMITMENTS
5,308 7,212 127 15,308 9,213 20,743 16,552 9,463 13,654
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 4,667)
-1,620 2,446 -16 6,787 -774 5,151 1,656 -484 3,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 23.9 0.4 50.7 30.5 68.7 54.8 31.3 45.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 12 1 9 12 15 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 105,696
COMMITMENTS
17,858 32,879 733 84,032 67,365 102,623 100,977 3,073 4,719
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 7,356)
4,771 1,725 270 634 4,033 5,675 6,028 1,681 1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 31.1 0.7 79.5 63.7 97.1 95.5 2.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 23 3 22 24 41 50
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 150,702
COMMITMENTS
23,355 56,219 436 112,483 70,020 136,274 126,675 14,428 24,027
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 2,724)
748 4,490 142 5,634 -2,150 6,524 2,482 -3,800 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 37.3 0.3 74.6 46.5 90.4 84.1 9.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
23 28 4 31 22 55 53
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 142,233
COMMITMENTS
49,916 16,236 32 71,117 100,819 121,065 117,087 21,168 25,146
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 3,252)
5,596 -7 -126 332 4,980 5,802 4,847 -2,550 -1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 11.4 0.0 50.0 70.9 85.1 82.3 14.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
28 24 3 21 20 51 45
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 244,552
COMMITMENTS
24,048 100,195 1,545 187,608 79,137 213,201 180,877 31,351 63,675
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 13,107)
-3,895 17,995 -868 19,261 -9,838 14,498 7,289 -1,391 5,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 41.0 0.6 76.7 32.4 87.2 74.0 12.8 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
30 68 15 49 47 85 124
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,966
COMMITMENTS
14,255 3,641 0 9,807 20,317 24,062 23,958 1,904 2,008
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,216)
-330 606 -5 1,696 -62 1,361 539 -145 677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.9 14.0 0.0 37.8 78.2 92.7 92.3 7.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 13 0 6 10 14 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,620,542
COMMITMENTS
514,727 1187248 1502877 5853443 4895230 7871047 7585355 749,495 1035187
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 31,590)
-224,463 38,924 71,379 224,687 -168,174 71,603 -57,871 -40,013 89,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 13.8 17.4 67.9 56.8 91.3 88.0 8.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
37 59 85 136 143 226 247
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 897,885
COMMITMENTS
62,716 108,139 31,038 677,523 641,483 771,276 780,660 126,609 117,225
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 22,946)
7,277 -1,259 1,546 5,037 17,858 13,860 18,145 9,086 4,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 12.0 3.5 75.5 71.4 85.9 86.9 14.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
89 132 51 241 249 362 400
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 305,369
COMMITMENTS
30,982 18,377 1,654 203,685 220,550 236,321 240,581 69,048 64,788
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 8,793)
2,544 2,222 418 1,083 -1,301 4,045 1,339 4,748 7,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 6.0 0.5 66.7 72.2 77.4 78.8 22.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
18 19 8 58 58 79 82
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,962,579
COMMITMENTS
266,741 556,884 38,846 2369188 2104666 2674775 2700396 287,804 262,183
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 70,764)
27,951 -13,116 1,352 19,771 95,795 49,074 84,031 21,690 -13,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 18.8 1.3 80.0 71.0 90.3 91.2 9.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551)
82 128 35 216 228 322 367
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 111,126
COMMITMENTS
8,266 5,241 4 91,443 101,256 99,713 106,501 11,413 4,625
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 3,187)
484 -222 -209 161 3,577 436 3,146 2,751 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 4.7 0.0 82.3 91.1 89.7 95.8 10.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
8 6 1 51 36 59 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 102,002
COMMITMENTS
14,905 3,454 2,967 64,589 80,354 82,461 86,775 19,541 15,227
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,382)
-97 -518 374 1,501 2,384 1,779 2,240 -397 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 3.4 2.9 63.3 78.8 80.8 85.1 19.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
54 22 11 84 87 142 116
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 32,671
COMMITMENTS
2,454 538 50 16,127 30,598 18,631 31,186 14,040 1,485
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,360)
0 246 0 1,752 1,082 1,752 1,328 -392 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 1.6 0.2 49.4 93.7 57.0 95.5 43.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 10 14 12 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 346,653
COMMITMENTS
74,524 26,848 2,316 242,310 248,780 319,150 277,944 27,503 68,709
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 110)
-334 -3,668 1,722 -1,253 6,508 135 4,562 -25 -4,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 7.7 0.7 69.9 71.8 92.1 80.2 7.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
54 22 9 79 82 135 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 136,465
COMMITMENTS
57,352 33,022 0 58,059 85,397 115,411 118,419 21,054 18,046
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -11,219)
-7,133 -4,447 0 1,278 -2,479 -5,855 -6,926 -5,364 -4,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 24.2 0.0 42.5 62.6 84.6 86.8 15.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 21 0 19 17 42 38
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,041
COMMITMENTS
4,108 9,250 67 19,559 7,538 23,734 16,855 6,307 13,186
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 1,038)
927 325 48 437 40 1,412 413 -374 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 30.8 0.2 65.1 25.1 79.0 56.1 21.0 43.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 10 2 23 9 34 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,399
COMMITMENTS
7,595 6,348 2,284 31,209 14,648 41,088 23,280 6,311 24,119
CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -907)
-116 -92 368 -1,297 2,876 -1,045 3,152 138 -4,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 13.4 4.8 65.8 30.9 86.7 49.1 13.3 50.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 6 3 33 22 44 30
Updated November 18, 2011