MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,983
COMMITMENTS
5,957 2,158 11,809 29,175 26,793 46,941 40,760 5,041 11,223
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -6,620)
-2,316 -91 -1,662 -2,049 -4,891 -6,027 -6,644 -593 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 4.2 22.7 56.1 51.5 90.3 78.4 9.7 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 8 20 37 35 63 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 321,731
COMMITMENTS
73,078 24,526 98,727 116,692 148,285 288,497 271,539 33,234 50,192
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 21,601)
2,217 -8,897 15,889 -694 10,231 17,411 17,223 4,190 4,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 7.6 30.7 36.3 46.1 89.7 84.4 10.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
121 62 122 61 85 251 221
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 455,176
COMMITMENTS
115,455 29,790 143,766 165,691 216,426 424,912 389,982 30,264 65,194
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 22,338)
9,698 -489 13,668 -1,859 9,385 21,507 22,565 831 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 6.5 31.6 36.4 47.5 93.4 85.7 6.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
137 92 143 115 187 334 351
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,009
COMMITMENTS
4,187 4,542 1,415 3,263 2,485 8,865 8,442 2,143 2,566
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 1,561)
317 1,135 471 406 -173 1,193 1,433 368 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 41.3 12.9 29.6 22.6 80.5 76.7 19.5 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 30 20 21 21 57 69
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,106
COMMITMENTS
13,656 3,661 8,910 9,323 9,135 31,890 21,706 7,217 17,400
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,886)
326 -1,587 -1,497 -561 760 -1,733 -2,324 -1,153 -562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 9.4 22.8 23.8 23.4 81.5 55.5 18.5 44.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
51 31 52 41 51 124 116
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 89,492
COMMITMENTS
13,260 497 3,222 71,415 84,305 87,897 88,024 1,595 1,468
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 2,062)
1,075 271 -635 2,788 2,868 3,228 2,504 -1,166 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 0.6 3.6 79.8 94.2 98.2 98.4 1.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 1 17 16 21 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,238
COMMITMENTS
22,720 37,607 7,294 54,265 46,834 84,279 91,735 38,960 31,504
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 22,745)
1,293 -3,792 2,008 16,985 19,179 20,285 17,395 2,460 5,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 30.5 5.9 44.0 38.0 68.4 74.4 31.6 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
23 26 13 30 28 60 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,494
COMMITMENTS
3,191 4,796 9,655 14,841 11,163 27,688 25,614 10,806 12,879
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 4,355)
-1,727 1,462 1,807 4,682 892 4,763 4,161 -408 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 12.5 25.1 38.6 29.0 71.9 66.5 28.1 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 13 11 11 12 24 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 89,418
COMMITMENTS
6,904 32,335 137 79,626 50,792 86,667 83,264 2,751 6,154
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 6,320)
-3,307 1,498 -108 8,943 5,070 5,528 6,460 792 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 36.2 0.2 89.0 56.8 96.9 93.1 3.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 35 1 17 21 40 56
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 193,492
COMMITMENTS
15,728 84,739 10,603 154,184 65,427 180,516 160,769 12,977 32,723
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 30,372)
1,326 6,483 6,459 24,377 18,945 32,163 31,888 -1,790 -1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 43.8 5.5 79.7 33.8 93.3 83.1 6.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
18 44 17 29 23 54 77
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 146,847
COMMITMENTS
60,608 18,111 5,467 52,329 90,184 118,403 113,761 28,444 33,086
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 8,326)
-467 -1,329 -52 9,324 8,580 8,805 7,199 -479 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 12.3 3.7 35.6 61.4 80.6 77.5 19.4 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
30 38 19 27 22 69 67
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 294,371
COMMITMENTS
19,707 98,604 47,914 187,016 79,552 254,637 226,070 39,734 68,301
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 22,416)
-621 -1,367 8,177 15,000 15,464 22,556 22,274 -140 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 33.5 16.3 63.5 27.0 86.5 76.8 13.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
30 88 55 57 57 123 164
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,190
COMMITMENTS
11,826 16,978 5,136 14,769 9,111 31,731 31,225 459 965
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -2,807)
-6,877 147 5,070 -970 -7,987 -2,777 -2,770 -30 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 52.7 16.0 45.9 28.3 98.6 97.0 1.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 1 6 5 11 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,211
COMMITMENTS
12,929 7,363 102 11,686 16,078 24,717 23,543 1,494 2,668
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 2,407)
-1,546 2,479 102 4,618 -843 3,174 1,738 -767 669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 28.1 0.4 44.6 61.3 94.3 89.8 5.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 12 1 9 9 19 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,665,725
COMMITMENTS
618,861 608,793 5691199 7571293 7392575 13881353 13692567 784,372 973,158
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 68,229)
-107,642 -56,378 149,863 17,596 -101,834 59,816 -8,349 8,413 76,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.2 38.8 51.6 50.4 94.7 93.4 5.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
58 56 105 147 154 261 269
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,133,466
COMMITMENTS
54,581 119,856 99,370 820,251 757,765 974,201 976,991 159,264 156,475
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 65,206)
-4,396 -3,587 11,808 45,514 58,197 52,925 66,418 12,280 -1,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 10.6 8.8 72.4 66.9 85.9 86.2 14.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
92 158 113 248 282 414 480
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 415,933
COMMITMENTS
21,841 28,785 44,099 271,487 250,885 337,426 323,769 78,507 92,163
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 20,452)
-487 -1,768 4,469 8,550 17,941 12,531 20,641 7,921 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 6.9 10.6 65.3 60.3 81.1 77.8 18.9 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
24 30 42 78 70 125 119
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,587,665
COMMITMENTS
266,847 558,503 173,207 2743821 2534395 3183875 3266105 403,789 321,559
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 223,766)
-148 10,303 17,300 184,819 201,282 201,970 228,884 21,796 -5,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 15.6 4.8 76.5 70.6 88.7 91.0 11.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
88 143 95 222 259 370 437
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 117,610
COMMITMENTS
6,931 5,679 422 102,223 107,145 109,576 113,246 8,034 4,364
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 11,278)
397 843 388 9,383 10,868 10,168 12,099 1,110 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 4.8 0.4 86.9 91.1 93.2 96.3 6.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
6 8 1 49 35 56 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 81,268
COMMITMENTS
8,978 7,964 2,138 58,752 60,272 69,869 70,374 11,399 10,894
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 3,380)
-1,725 2,214 358 3,837 567 2,470 3,138 910 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 9.8 2.6 72.3 74.2 86.0 86.6 14.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
42 40 19 81 86 132 136
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,378
COMMITMENTS
1,367 0 0 6,914 14,064 8,281 14,064 7,097 1,314
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 1,857)
-691 0 0 1,792 2,659 1,101 2,659 756 -802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 0.0 45.0 91.5 53.9 91.5 46.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 11 12 13 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 329,452
COMMITMENTS
40,905 42,669 7,843 259,190 231,039 307,938 281,551 21,514 47,901
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 7,616)
-9,095 7,142 5,715 10,226 -10,461 6,846 2,395 770 5,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 13.0 2.4 78.7 70.1 93.5 85.5 6.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
40 41 18 78 82 127 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,990
COMMITMENTS
35,452 22,580 9,492 57,540 60,380 102,484 92,453 18,506 28,537
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 26,230)
6,333 -617 3,722 17,461 18,487 27,516 21,592 -1,286 4,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 18.7 7.8 47.6 49.9 84.7 76.4 15.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 26 18 19 26 51 58
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 25,487
COMMITMENTS
3,943 6,558 5 14,145 7,644 18,093 14,207 7,394 11,280
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -285)
-302 530 3 -611 -762 -910 -229 625 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 25.7 0.0 55.5 30.0 71.0 55.7 29.0 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 8 1 18 7 28 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,915
COMMITMENTS
5,385 3,722 1,930 17,148 25,112 24,463 30,764 12,452 6,151
CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 6,280)
-63 -1,242 1,327 -714 4,299 550 4,384 5,730 1,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 10.1 5.2 46.5 68.0 66.3 83.3 33.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 7 2 20 21 29 28
Updated October 7, 2011