BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,362
COMMITMENTS
145 207 3 2,609 2,503 2,757 2,713 605 649
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 195)
5 15 0 172 182 177 197 18 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 6.2 0.1 77.6 74.4 82.0 80.7 18.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 13 13 17 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,480
COMMITMENTS
8,040 8,465 1,055 20,996 19,037 30,091 28,557 4,389 5,923
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 2,091)
1,839 1,045 -249 753 1,101 2,343 1,897 -252 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 24.6 3.1 60.9 55.2 87.3 82.8 12.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 15 13 27 31 51 51
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,609
COMMITMENTS
79,958 35,807 37,958 106,444 136,336 224,360 210,101 29,249 43,508
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 3,979)
-1,018 -2,784 2,769 1,464 -371 3,215 -386 764 4,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 14.1 15.0 42.0 53.8 88.5 82.8 11.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
107 69 107 54 82 231 213
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 322,239
COMMITMENTS
111,987 53,835 43,077 138,432 167,273 293,496 264,185 28,743 58,054
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -7,321)
-9,473 -3,554 -125 2,541 -3,225 -7,057 -6,904 -264 -417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 16.7 13.4 43.0 51.9 91.1 82.0 8.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
135 63 113 81 163 271 300
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,526
COMMITMENTS
3,757 4,279 1,357 2,832 2,265 7,946 7,901 1,580 1,625
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 183)
-332 -641 513 -56 572 125 444 58 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 44.9 14.2 29.7 23.8 83.4 82.9 16.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 32 14 19 22 54 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,505
COMMITMENTS
13,800 4,213 5,532 7,135 6,748 26,467 16,493 6,038 16,012
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -1,454)
-303 -31 258 -892 -838 -937 -611 -517 -843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 13.0 17.0 22.0 20.8 81.4 50.7 18.6 49.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
52 31 35 35 49 109 101
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 105,529
COMMITMENTS
9,335 127 3,929 91,720 100,838 104,984 104,894 545 635
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 8,397)
0 0 0 8,227 8,197 8,227 8,197 170 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.1 3.7 86.9 95.6 99.5 99.4 0.5 0.6
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 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,151
COMMITMENTS
29,041 51,185 194 73,856 54,766 103,091 106,145 26,060 23,006
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 5,184)
222 5,151 14 7,707 -2,083 7,943 3,082 -2,759 2,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 39.6 0.2 57.2 42.4 79.8 82.2 20.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 20 3 25 25 44 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 31,022
COMMITMENTS
4,049 9,919 121 17,929 7,588 22,099 17,628 8,923 13,394
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 816)
-1,259 2,707 -6 2,621 -1,625 1,356 1,076 -540 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 32.0 0.4 57.8 24.5 71.2 56.8 28.8 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 14 1 10 11 14 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,535
COMMITMENTS
6,166 37,748 806 102,807 67,935 109,779 106,489 6,756 10,046
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 10,839)
-11,692 4,869 73 18,775 570 7,156 5,512 3,683 5,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 32.4 0.7 88.2 58.3 94.2 91.4 5.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
17 31 2 22 26 40 59
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 160,287
COMMITMENTS
20,691 57,325 553 126,010 75,198 147,254 133,076 13,033 27,211
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 9,585)
-2,664 1,106 117 13,527 5,178 10,980 6,401 -1,395 3,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 35.8 0.3 78.6 46.9 91.9 83.0 8.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 31 4 29 22 50 56
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 149,571
COMMITMENTS
57,018 13,838 58 71,333 111,966 128,409 125,862 21,162 23,709
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 7,338)
7,102 -2,398 26 216 11,147 7,344 8,775 -6 -1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 9.3 0.0 47.7 74.9 85.9 84.1 14.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
30 22 3 22 21 54 44
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 260,064
COMMITMENTS
25,943 111,011 3,180 199,707 81,373 228,830 195,564 31,234 64,500
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 15,512)
1,895 10,816 1,635 12,099 2,236 15,629 14,687 -117 825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 42.7 1.2 76.8 31.3 88.0 75.2 12.0 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
29 67 17 51 45 89 120
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,870
COMMITMENTS
12,639 4,723 0 12,745 19,574 25,384 24,297 1,486 2,573
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 904)
-1,616 1,082 0 2,938 -743 1,322 339 -418 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 17.6 0.0 47.4 72.8 94.5 90.4 5.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 16 0 6 10 14 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,641,460
COMMITMENTS
418,666 1223778 1561474 5949653 4824218 7929793 7609470 711,667 1031990
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 20,918)
-96,061 36,530 58,597 96,210 -71,012 58,746 24,115 -37,828 -3,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 14.2 18.1 68.9 55.8 91.8 88.1 8.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
33 69 85 135 145 225 255
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 901,580
COMMITMENTS
53,817 110,744 23,833 694,906 649,763 772,556 784,341 129,024 117,240
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 3,695)
-8,898 2,605 -7,205 17,383 8,280 1,280 3,680 2,415 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 12.3 2.6 77.1 72.1 85.7 87.0 14.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
85 130 52 240 256 358 407
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 294,476
COMMITMENTS
21,425 17,669 1,420 201,823 208,412 224,668 227,501 69,808 66,975
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -10,893)
-9,557 -708 -234 -1,862 -12,138 -11,653 -13,080 760 2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 6.0 0.5 68.5 70.8 76.3 77.3 23.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
13 16 7 62 54 78 74
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,035,521
COMMITMENTS
231,750 535,165 42,277 2465413 2206756 2739440 2784198 296,081 251,323
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 72,942)
-34,991 -21,719 3,431 96,225 102,090 64,665 83,802 8,277 -10,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 17.6 1.4 81.2 72.7 90.2 91.7 9.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
81 128 40 214 234 321 377
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 117,120
COMMITMENTS
8,349 5,152 1,275 98,107 105,106 107,731 111,533 9,389 5,587
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 5,994)
83 -89 1,271 6,664 3,850 8,018 5,032 -2,024 962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 4.4 1.1 83.8 89.7 92.0 95.2 8.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
9 6 1 52 33 61 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 94,718
COMMITMENTS
10,511 7,344 1,704 63,666 69,695 75,882 78,744 18,836 15,974
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -7,284)
-4,394 3,891 -1,263 -923 -10,659 -6,579 -8,031 -705 747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 7.8 1.8 67.2 73.6 80.1 83.1 19.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
45 32 12 77 86 128 124
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,644
COMMITMENTS
980 538 50 15,210 28,634 16,240 29,222 14,404 1,422
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -2,027)
-1,474 0 0 -917 -1,964 -2,391 -1,964 364 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 1.8 0.2 49.6 93.4 53.0 95.4 47.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 9 13 11 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 320,368
COMMITMENTS
51,867 38,243 4,060 242,282 205,305 298,209 247,608 22,159 72,760
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -26,285)
-22,657 11,395 1,744 -28 -43,475 -20,941 -30,336 -5,344 4,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 11.9 1.3 75.6 64.1 93.1 77.3 6.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
44 33 10 72 82 121 120
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,192
COMMITMENTS
43,450 25,490 7 63,506 83,333 106,963 108,830 21,229 19,362
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -8,273)
-13,902 -7,532 7 5,447 -2,064 -8,448 -9,589 175 1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 19.9 0.0 49.5 65.0 83.4 84.9 16.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 24 1 20 20 40 45
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,572
COMMITMENTS
4,507 8,130 47 19,381 8,114 23,935 16,291 6,637 14,281
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 531)
399 -1,120 -20 -178 576 201 -564 330 1,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 26.6 0.2 63.4 26.5 78.3 53.3 21.7 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 8 1 22 10 30 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,442
COMMITMENTS
7,752 7,464 1,793 32,836 16,505 42,381 25,762 7,061 23,680
CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 2,043)
157 1,116 -491 1,627 1,857 1,293 2,482 750 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 15.1 3.6 66.4 33.4 85.7 52.1 14.3 47.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
10 8 3 32 22 44 31
Updated November 28, 2011