BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,812
COMMITMENTS
151 431 31 3,091 2,877 3,273 3,339 539 473
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 213)
48 -5 -3 142 206 186 197 27 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 11.3 0.8 81.1 75.5 85.9 87.6 14.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 2 14 13 18 17
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,236
COMMITMENTS
7,674 3,097 12,587 31,414 29,572 51,674 45,255 5,562 11,981
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 3,531)
1,133 312 457 1,263 1,673 2,852 2,441 679 1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 5.4 22.0 54.9 51.7 90.3 79.1 9.7 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 13 22 38 38 69 63
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,714
COMMITMENTS
610 8 211 2,667 2,747 3,488 2,966 226 748
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 153)
5 -7 2 150 164 157 158 -4 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 0.2 5.7 71.8 74.0 93.9 79.9 6.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 6 12 10 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 326,219
COMMITMENTS
92,484 15,341 92,283 106,576 169,365 291,343 276,989 34,876 49,230
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -4,917)
-4,053 -2,283 -332 864 450 -3,521 -2,165 -1,396 -2,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 4.7 28.3 32.7 51.9 89.3 84.9 10.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
134 60 133 64 90 275 237
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 425,094
COMMITMENTS
122,727 30,475 122,226 153,461 206,948 398,414 359,649 26,680 65,446
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -10,223)
-16,320 -1,357 6,996 254 -12,905 -9,071 -7,267 -1,151 -2,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 7.2 28.8 36.1 48.7 93.7 84.6 6.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
136 83 137 100 172 305 336
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,678
COMMITMENTS
4,043 4,734 838 3,010 2,050 7,890 7,622 1,787 2,056
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -467)
-203 -233 -180 -63 -58 -445 -471 -22 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 48.9 8.7 31.1 21.2 81.5 78.8 18.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
26 31 15 18 16 55 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,326
COMMITMENTS
14,196 2,331 7,577 8,194 8,326 29,967 18,234 6,359 18,093
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -4,779)
-1,024 -196 -2,527 -475 -757 -4,026 -3,480 -753 -1,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 6.4 20.9 22.6 22.9 82.5 50.2 17.5 49.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
50 31 46 41 51 121 109
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,857
COMMITMENTS
11,265 0 3,929 86,651 98,634 101,845 102,563 1,012 294
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 8,450)
-2,736 -202 951 9,406 7,707 7,621 8,456 829 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.0 3.8 84.2 95.9 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 16 16 20 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 133,935
COMMITMENTS
27,303 39,528 6,643 69,379 64,581 103,324 110,751 30,611 23,183
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 681)
1,852 -1,167 872 -4,096 5,575 -1,372 5,280 2,053 -4,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 29.5 5.0 51.8 48.2 77.1 82.7 22.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
24 18 12 28 25 56 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 29,839
COMMITMENTS
3,091 5,014 3,478 11,323 10,334 17,892 18,826 11,947 11,013
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -4,275)
-1,738 -1,153 -354 -2,341 1,117 -4,433 -389 157 -3,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 16.8 11.7 37.9 34.6 60.0 63.1 40.0 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 10 7 13 14 22 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 105,956
COMMITMENTS
10,195 36,783 7 92,742 64,064 102,944 100,854 3,012 5,102
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 9,643)
35 -432 -138 9,228 10,749 9,125 10,179 518 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 34.7 0.0 87.5 60.5 97.2 95.2 2.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 28 1 20 23 34 52
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 177,969
COMMITMENTS
24,326 70,889 4,543 130,973 77,344 159,843 152,777 18,126 25,192
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -1,527)
5,326 1,778 1,078 -8,894 -2,842 -2,489 14 962 -1,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 39.8 2.6 73.6 43.5 89.8 85.8 10.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
22 29 12 31 25 59 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 155,283
COMMITMENTS
43,506 19,063 8,358 77,266 99,530 129,130 126,950 26,153 28,332
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -24,063)
-32,046 -2,265 1,635 14,994 -19,723 -15,416 -20,352 -8,646 -3,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 12.3 5.4 49.8 64.1 83.2 81.8 16.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
26 34 24 31 22 72 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 289,306
COMMITMENTS
26,230 80,760 43,276 179,692 101,595 249,198 225,631 40,108 63,675
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 5,993)
4,404 -12,353 10,375 -12,065 13,366 2,714 11,388 3,279 -5,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 27.9 15.0 62.1 35.1 86.1 78.0 13.9 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
38 87 59 56 55 128 167
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,021
COMMITMENTS
13,394 2,739 0 8,317 19,682 21,711 22,421 2,310 1,600
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -654)
96 -1,340 0 -1,126 482 -1,030 -858 376 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.8 11.4 0.0 34.6 81.9 90.4 93.3 9.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 12 0 7 10 17 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,850,260
COMMITMENTS
541,634 1001995 6045992 7473253 6820347 14060880 13868334 789,381 981,926
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 656,577)
153,524 7,094 397,676 103,860 294,914 655,060 699,684 1,517 -43,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 6.7 40.7 50.3 45.9 94.7 93.4 5.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
46 64 104 150 154 261 270
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,032,206
COMMITMENTS
58,471 111,857 84,383 761,640 712,784 904,494 909,024 127,712 123,182
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -15,087)
3,768 -5,739 -1,634 -243 16,659 1,891 9,286 -16,978 -24,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 10.8 8.2 73.8 69.1 87.6 88.1 12.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603)
99 139 108 254 266 410 457
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 394,300
COMMITMENTS
25,466 21,039 37,858 257,016 275,501 320,339 334,397 73,961 59,903
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 7,050)
-7,410 1,421 1,817 10,675 27,304 5,081 30,541 1,969 -23,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 5.3 9.6 65.2 69.9 81.2 84.8 18.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
28 21 38 80 71 124 114
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,189,530
COMMITMENTS
245,492 534,558 152,160 2523121 2186416 2920773 2873134 268,757 316,396
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -110,684)
9,510 -82,182 29,130 -54,586 -53,223 -15,947 -106,276 -94,737 -4,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 16.8 4.8 79.1 68.5 91.6 90.1 8.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 556)
86 131 90 226 244 362 415
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 111,426
COMMITMENTS
9,393 5,473 70 93,366 101,575 102,829 107,118 8,597 4,308
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 2,557)
1,478 -454 11 985 4,167 2,474 3,724 83 -1,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 4.9 0.1 83.8 91.2 92.3 96.1 7.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
10 7 1 52 35 62 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 99,470
COMMITMENTS
16,435 3,551 2,299 63,281 79,596 82,015 85,447 17,455 14,023
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 8,112)
-170 -1,068 261 4,661 6,465 4,752 5,657 3,361 2,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 3.6 2.3 63.6 80.0 82.5 85.9 17.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
56 23 15 83 83 146 114
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,422
COMMITMENTS
2,331 292 0 15,844 28,791 18,175 29,083 12,247 1,339
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 7,384)
246 0 0 4,472 7,099 4,718 7,099 2,666 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.0 0.0 52.1 94.6 59.7 95.6 40.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 0 9 13 11 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 345,238
COMMITMENTS
79,103 24,882 2,910 237,185 254,025 319,198 281,818 26,040 63,420
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 3,640)
-851 -4,112 74 946 -3,171 168 -7,208 3,471 10,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 7.2 0.8 68.7 73.6 92.5 81.6 7.5 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
55 23 14 81 79 142 110
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 159,897
COMMITMENTS
58,348 34,250 9,471 69,449 93,527 137,268 137,248 22,629 22,649
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 20,370)
12,338 13,693 2,508 3,249 8,457 18,095 24,658 2,274 -4,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 21.4 5.9 43.4 58.5 85.8 85.8 14.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 23 15 22 23 56 57
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,806
COMMITMENTS
2,688 9,012 0 19,625 7,278 22,313 16,290 6,493 12,516
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 2,379)
-1,456 1,906 -12 4,258 -316 2,790 1,578 -411 801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 31.3 0.0 68.1 25.3 77.5 56.6 22.5 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 10 0 23 8 30 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,083
COMMITMENTS
8,585 4,722 2,422 28,704 13,917 39,711 21,061 7,372 26,022
CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 6,272)
2,504 -2,023 823 3,669 266 6,996 -934 -724 7,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 10.0 5.1 61.0 29.6 84.3 44.7 15.7 55.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
11 6 3 29 20 42 27
Updated November 10, 2011