BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,130
COMMITMENTS
264 1,031 1 3,167 2,807 3,432 3,839 698 291
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 606)
-17 0 0 712 633 695 633 -89 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 25.0 0.0 76.7 68.0 83.1 93.0 16.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 13 11 16 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,065
COMMITMENTS
7,794 5,939 1,290 22,389 25,306 31,473 32,535 5,592 4,530
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,707)
1,184 337 120 262 1,381 1,566 1,838 141 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 16.0 3.5 60.4 68.3 84.9 87.8 15.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 12 19 35 33 68 55
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,224
COMMITMENTS
2,419 34 2 1,656 3,518 4,077 3,554 147 670
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 74)
5 34 2 69 51 76 87 -2 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 0.8 0.0 39.2 83.3 96.5 84.1 3.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 1 5 11 10 12
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 230,340
COMMITMENTS
61,102 57,786 39,230 108,850 101,180 209,182 198,196 21,158 32,144
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 10,790)
7,706 425 2,923 886 6,529 11,515 9,877 -725 913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 25.1 17.0 47.3 43.9 90.8 86.0 9.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
86 71 96 48 71 191 203
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 327,517
COMMITMENTS
87,465 59,291 51,484 166,682 156,245 305,631 267,020 21,886 60,497
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 7,419)
-1,290 -2,138 5,921 4,077 3,672 8,708 7,455 -1,289 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 18.1 15.7 50.9 47.7 93.3 81.5 6.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
87 107 121 74 159 247 324
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,690
COMMITMENTS
3,964 4,747 657 3,091 1,990 7,712 7,394 1,978 2,296
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -478)
-117 -165 -65 18 -215 -164 -445 -314 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 49.0 6.8 31.9 20.5 79.6 76.3 20.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 33 12 15 18 51 59
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,104
COMMITMENTS
13,139 5,823 5,104 12,649 8,087 30,892 19,014 6,212 18,090
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,089)
721 -443 481 -573 408 629 446 460 643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 15.7 13.8 34.1 21.8 83.3 51.2 16.7 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
40 29 35 33 57 94 108
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 101,276
COMMITMENTS
13,161 527 369 86,179 99,263 99,709 100,159 1,567 1,117
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 2,491)
768 527 0 3,213 3,560 3,981 4,087 -1,490 -1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 0.5 0.4 85.1 98.0 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 2 1 17 15 24 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 92,360
COMMITMENTS
21,896 23,759 25 28,565 46,695 50,486 70,479 41,874 21,881
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 4,455)
1,913 5,980 25 4,475 -5,046 6,413 959 -1,958 3,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 25.7 0.0 30.9 50.6 54.7 76.3 45.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
27 15 1 23 20 51 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,227
COMMITMENTS
21,412 11,464 1 4,526 27,805 25,939 39,270 25,288 11,957
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -77)
-2,288 -423 1 1,408 -271 -879 -693 802 616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 22.4 0.0 8.8 54.3 50.6 76.7 49.4 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 9 1 10 10 30 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 98,930
COMMITMENTS
59,833 13,756 246 32,363 82,558 92,442 96,560 6,488 2,370
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 547)
1,305 -3,349 -79 -1,062 4,134 164 706 383 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 13.9 0.2 32.7 83.5 93.4 97.6 6.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
53 17 1 20 18 74 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 102,414
COMMITMENTS
27,928 46,277 963 52,846 31,150 81,737 78,390 20,677 24,024
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 9,590)
1,165 8,154 -119 10,089 -1,017 11,135 7,018 -1,545 2,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 45.2 0.9 51.6 30.4 79.8 76.5 20.2 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 29 5 28 20 53 52
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 94,286
COMMITMENTS
34,319 20,696 34 37,464 41,037 71,817 61,767 22,469 32,519
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -4,785)
-12,755 6,216 -23 14,292 -14,226 1,514 -8,033 -6,299 3,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 22.0 0.0 39.7 43.5 76.2 65.5 23.8 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 33 2 22 21 51 54
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 183,206
COMMITMENTS
68,800 35,813 753 57,791 101,137 127,344 137,703 55,862 45,503
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -5,984)
-3,353 -6,569 161 -4,687 -2,032 -7,879 -8,440 1,895 2,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 19.5 0.4 31.5 55.2 69.5 75.2 30.5 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
41 48 10 36 51 81 105
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 38,644
COMMITMENTS
30,195 27,209 4,900 2,122 6,140 37,217 38,249 1,427 395
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 139)
121 0 0 0 -85 121 -85 18 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.1 70.4 12.7 5.5 15.9 96.3 99.0 3.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 2 3 2 5 15 9
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,652
COMMITMENTS
22,242 3,878 0 2,998 24,437 25,240 28,315 4,412 1,337
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -609)
-700 -215 0 28 -505 -672 -720 63 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.0 13.1 0.0 10.1 82.4 85.1 95.5 14.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 11 0 5 8 22 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,932,668
COMMITMENTS
1175907 875,984 1215010 6684928 6910142 9075845 9001136 856,823 931,532
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 31,564)
-91,193 -15,544 16,655 152,447 71,567 77,909 72,678 -46,345 -41,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 8.8 12.2 67.3 69.6 91.4 90.6 8.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
52 59 86 138 154 245 255
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 767,317
COMMITMENTS
68,689 85,211 17,640 564,417 579,426 650,746 682,277 116,571 85,040
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -4,257)
-2,054 -2,962 -1,976 9,029 4,665 4,999 -273 -9,256 -3,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 11.1 2.3 73.6 75.5 84.8 88.9 15.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
87 107 47 211 217 323 346
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 264,030
COMMITMENTS
19,130 26,698 1,005 173,462 202,754 193,597 230,457 70,433 33,573
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 50)
-6,048 381 34 4,985 6,509 -1,029 6,924 1,079 -6,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 10.1 0.4 65.7 76.8 73.3 87.3 26.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
13 16 4 53 50 67 69
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,516,434
COMMITMENTS
289,179 333,946 41,791 1954773 1883361 2285743 2259098 230,691 257,336
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -21,535)
7,132 -29,554 2,786 20,220 -9,218 30,138 -35,986 -51,673 14,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 13.3 1.7 77.7 74.8 90.8 89.8 9.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490)
82 102 40 188 200 291 321
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 106,738
COMMITMENTS
10,060 5,538 0 87,608 95,190 97,668 100,728 9,070 6,010
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -100)
532 8 -714 -619 -496 -801 -1,202 701 1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 5.2 0.0 82.1 89.2 91.5 94.4 8.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
8 4 0 51 38 59 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,574
COMMITMENTS
7,030 9,073 1,018 40,754 40,068 48,802 50,159 4,772 3,415
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -558)
-576 -1,928 50 -92 -1,852 -617 -3,730 60 3,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 16.9 1.9 76.1 74.8 91.1 93.6 8.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
39 43 10 73 77 116 126
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 267,870
COMMITMENTS
35,149 45,367 5,091 203,770 200,339 244,010 250,797 23,860 17,073
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -2,788)
-2,879 -9,641 251 -458 -9,261 -3,086 -18,651 298 15,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 16.9 1.9 76.1 74.8 91.1 93.6 8.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
39 43 10 73 77 116 126
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 93,784
COMMITMENTS
58,957 12,060 147 6,506 62,369 65,610 74,576 28,174 19,208
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -6,295)
-7,839 -165 144 1,659 -9,661 -6,036 -9,682 -259 3,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.9 12.9 0.2 6.9 66.5 70.0 79.5 30.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 14 5 10 21 38 38
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,013
COMMITMENTS
8,626 8,335 1 15,600 15,384 24,227 23,720 6,786 7,293
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 2,295)
-530 1,879 1 2,531 448 2,002 2,328 293 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 26.9 0.0 50.3 49.6 78.1 76.5 21.9 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 9 1 16 13 30 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,839
COMMITMENTS
12,115 3,242 381 22,072 23,740 34,568 27,363 6,271 13,476
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -914)
3,991 230 62 -4,775 4,846 -722 5,138 -192 -6,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 7.9 0.9 54.0 58.1 84.6 67.0 15.4 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
15 7 2 23 22 39 30
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 10,595
COMMITMENTS
4,882 715 10 4,226 9,493 9,118 10,218 1,477 377
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 384)
267 307 10 64 27 341 344 43 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.1 6.7 0.1 39.9 89.6 86.1 96.4 13.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 2 8 4 16 10
Updated July 1, 2011