BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,332
COMMITMENTS
103 407 32 2,699 2,472 2,833 2,910 499 422
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 185)
0 30 30 161 113 191 172 -5 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 12.2 1.0 81.0 74.2 85.0 87.3 15.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 2 13 12 16 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,236
COMMITMENTS
5,516 1,848 11,769 30,004 27,694 47,289 41,311 4,947 10,925
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 78)
-176 -307 -73 342 766 93 387 -15 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 3.5 22.5 57.4 53.0 90.5 79.1 9.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
20 9 21 37 37 64 60
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,556
COMMITMENTS
607 23 198 2,529 2,582 3,335 2,804 221 753
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.7 5.6 71.1 72.6 93.8 78.8 6.2 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 6 13 10 15
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 325,173
COMMITMENTS
90,739 18,417 91,417 106,301 163,208 288,458 273,042 36,716 52,131
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -23,556)
9,508 -6,155 -13,637 -13,228 4,181 -17,357 -15,610 -6,199 -7,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 5.7 28.1 32.7 50.2 88.7 84.0 11.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
126 61 124 63 90 263 225
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 431,701
COMMITMENTS
138,157 30,779 110,837 155,339 221,534 404,334 363,150 27,367 68,551
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 5,672)
17,708 -132 -3,035 -5,237 7,116 9,437 3,949 -3,765 1,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 7.1 25.7 36.0 51.3 93.7 84.1 6.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
165 69 130 102 182 327 331
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,464
COMMITMENTS
4,074 4,920 1,123 3,524 2,301 8,721 8,344 1,744 2,121
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -420)
-120 -34 -158 168 48 -110 -143 -309 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 47.0 10.7 33.7 22.0 83.3 79.7 16.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
28 34 16 24 21 61 65
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,167
COMMITMENTS
14,924 3,077 10,104 8,645 9,546 33,673 22,727 7,494 18,440
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 2,885)
1,029 -843 860 131 1,198 2,021 1,215 864 1,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 7.5 24.5 21.0 23.2 81.8 55.2 18.2 44.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
54 33 53 45 58 133 125
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 91,181
COMMITMENTS
13,532 1,011 2,978 74,446 86,685 90,956 90,674 225 507
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,316)
978 33 -97 3,518 3,938 4,399 3,874 -1,083 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 1.1 3.3 81.6 95.1 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 1 16 16 19 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,051
COMMITMENTS
23,396 45,749 5,601 78,417 56,222 107,414 107,572 28,637 28,479
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,212)
-619 -1,189 410 627 1,337 418 558 794 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 33.6 4.1 57.6 41.3 79.0 79.1 21.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
18 24 12 30 23 57 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 33,376
COMMITMENTS
3,570 5,660 4,425 15,933 9,789 23,927 19,873 9,449 13,503
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,283)
-1,275 960 -447 3,408 -209 1,686 304 -403 979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 17.0 13.3 47.7 29.3 71.7 59.5 28.3 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 12 7 12 14 23 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 90,949
COMMITMENTS
8,298 32,427 147 80,011 52,714 88,456 85,288 2,493 5,661
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 2,127)
901 152 5 1,106 2,379 2,012 2,536 115 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 35.7 0.2 88.0 58.0 97.3 93.8 2.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 28 2 17 20 39 49
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 182,742
COMMITMENTS
16,862 69,960 3,148 149,005 78,602 169,016 151,710 13,727 31,032
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -8,225)
1,439 -7,097 41 -9,703 1,595 -8,223 -5,461 -2 -2,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 38.3 1.7 81.5 43.0 92.5 83.0 7.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
15 40 9 30 25 49 70
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 163,974
COMMITMENTS
48,565 22,004 5,928 83,258 103,847 137,751 131,779 26,223 32,194
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,304)
-5,511 2,077 2,478 5,985 -4,053 2,952 502 -1,648 801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 13.4 3.6 50.8 63.3 84.0 80.4 16.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
32 36 23 28 24 74 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 277,258
COMMITMENTS
21,383 94,769 32,923 187,772 81,237 242,078 208,929 35,181 68,329
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 10,935)
3,821 7,376 2,573 8,972 2,114 15,366 12,063 -4,431 -1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 34.2 11.9 67.7 29.3 87.3 75.4 12.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
36 79 49 55 56 115 160
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,055
COMMITMENTS
12,445 4,220 0 9,752 17,898 22,197 22,118 1,858 1,937
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -1,004)
370 -1,017 -102 -1,842 360 -1,574 -759 570 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 17.5 0.0 40.5 74.4 92.3 91.9 7.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 12 0 7 9 16 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,083,422
COMMITMENTS
427,757 996,571 5583566 7323324 6474122 13334648 13054259 748,774 1029163
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -232,564)
-69,507 371,820 154,986 -358,444 -834,928 -272,965 -308,122 40,401 75,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 7.1 39.6 52.0 46.0 94.7 92.7 5.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
39 68 100 147 152 254 265
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,099,229
COMMITMENTS
51,463 123,067 97,370 803,802 723,550 952,635 943,986 146,593 155,243
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 21,787)
-1,934 6,186 7,006 16,062 7,427 21,134 20,619 654 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 11.2 8.9 73.1 65.8 86.7 85.9 13.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
86 164 118 254 277 421 480
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 406,365
COMMITMENTS
26,862 21,113 44,255 264,562 252,825 335,679 318,193 70,686 88,172
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 15,949)
3,827 -3,694 3,271 8,902 14,938 16,001 14,515 -52 1,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 5.2 10.9 65.1 62.2 82.6 78.3 17.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
27 27 43 81 67 130 115
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,464,316
COMMITMENTS
218,381 605,140 170,201 2696200 2353624 3084781 3128964 379,535 335,352
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 29,190)
-21,334 56,878 11,199 35,798 -37,558 25,664 30,520 3,526 -1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 17.5 4.9 77.8 67.9 89.0 90.3 11.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
74 154 98 225 256 369 439
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,911
COMMITMENTS
6,711 5,933 221 96,022 99,180 102,954 105,334 7,957 5,577
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -372)
-771 290 175 310 -1,395 -286 -930 -86 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 5.3 0.2 86.6 89.4 92.8 95.0 7.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
5 6 1 48 34 54 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 86,694
COMMITMENTS
13,364 4,054 1,541 57,556 69,322 72,461 74,916 14,233 11,778
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 10,325)
4,523 -1,229 635 1,903 9,593 7,061 8,999 3,264 1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 4.7 1.8 66.4 80.0 83.6 86.4 16.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
48 33 16 87 83 142 125
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,090
COMMITMENTS
1,716 0 0 9,224 18,640 10,940 18,640 9,150 1,450
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 4,803)
861 0 0 2,109 4,485 2,970 4,485 1,833 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.0 45.9 92.8 54.5 92.8 45.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 10 11 12 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 333,020
COMMITMENTS
62,845 24,874 3,098 241,660 253,409 307,603 281,381 25,417 51,639
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 27,610)
21,713 -2,744 -228 -1,032 25,539 20,454 22,568 7,157 5,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 7.5 0.9 72.6 76.1 92.4 84.5 7.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
46 34 15 84 81 137 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 132,881
COMMITMENTS
41,580 19,011 5,817 67,606 82,411 115,003 107,239 17,878 25,642
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 5,473)
4,409 -6,324 1,414 -3,354 11,304 2,468 6,394 3,004 -921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 14.3 4.4 50.9 62.0 86.5 80.7 13.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
20 21 11 22 23 48 49
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 25,579
COMMITMENTS
3,501 6,250 11 14,665 7,374 18,177 13,635 7,402 11,944
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 127)
251 -161 6 -165 -730 92 -885 35 1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 24.4 0.0 57.3 28.8 71.1 53.3 28.9 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 7 1 20 7 27 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,265
COMMITMENTS
6,770 3,127 1,555 18,192 17,239 26,517 21,921 7,748 12,344
CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 1,256)
1,431 -1,196 -37 -525 -3,233 869 -4,466 387 5,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 9.1 4.5 53.1 50.3 77.4 64.0 22.6 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 5 3 21 20 32 26
Updated October 21, 2011