BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,710
COMMITMENTS
172 844 1 2,849 2,661 3,022 3,506 688 204
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -420)
-92 -187 0 -318 -146 -410 -333 -10 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 22.7 0.0 76.8 71.7 81.5 94.5 18.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 10 11 13 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,755
COMMITMENTS
6,742 5,891 709 19,643 22,274 27,094 28,874 5,661 3,881
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -4,310)
-1,052 -48 -581 -2,746 -3,032 -4,379 -3,661 69 -649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 18.0 2.2 60.0 68.0 82.7 88.2 17.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
21 12 15 31 29 59 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 233,262
COMMITMENTS
60,431 56,849 39,710 111,039 104,037 211,180 200,596 22,082 32,666
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 2,922)
-671 -937 480 2,189 2,857 1,998 2,400 924 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 24.4 17.0 47.6 44.6 90.5 86.0 9.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
82 73 91 46 71 183 198
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 325,689
COMMITMENTS
85,743 57,125 49,070 166,688 159,022 301,501 265,217 24,188 60,472
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,828)
-1,722 -2,166 -2,414 6 2,777 -4,130 -1,803 2,302 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 17.5 15.1 51.2 48.8 92.6 81.4 7.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
91 98 115 80 166 251 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,214
COMMITMENTS
3,903 4,554 458 2,964 2,282 7,325 7,294 1,889 1,920
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -476)
-61 -193 -199 -127 292 -387 -100 -89 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 49.4 5.0 32.2 24.8 79.5 79.2 20.5 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
24 34 9 12 18 44 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,485
COMMITMENTS
14,708 5,764 5,301 11,916 8,747 31,925 19,812 6,560 18,673
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 1,381)
1,569 -59 197 -733 660 1,033 798 348 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 15.0 13.8 31.0 22.7 83.0 51.5 17.0 48.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
43 30 41 34 67 105 120
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,168
COMMITMENTS
13,953 0 496 86,046 100,553 100,495 101,049 1,673 1,119
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 892)
792 -527 127 -133 1,290 786 890 106 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 0.0 0.5 84.2 98.4 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 0 2 16 15 24 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 105,967
COMMITMENTS
31,346 24,525 1 25,473 63,589 56,820 88,115 49,147 17,852
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 13,607)
9,450 766 -24 -3,092 16,894 6,334 17,636 7,273 -4,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 23.1 0.0 24.0 60.0 53.6 83.2 46.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
33 12 1 19 28 53 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,566
COMMITMENTS
15,983 10,692 3 7,112 25,189 23,098 35,884 24,468 11,682
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -3,661)
-5,429 -772 2 2,586 -2,616 -2,841 -3,386 -820 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 22.5 0.0 15.0 53.0 48.6 75.4 51.4 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 10 1 13 12 26 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 125,229
COMMITMENTS
89,492 6,548 246 26,965 116,012 116,703 122,806 8,526 2,423
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 26,299)
29,659 -7,208 0 -5,398 33,454 24,261 26,246 2,038 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.5 5.2 0.2 21.5 92.6 93.2 98.1 6.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
68 11 1 18 23 87 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 118,359
COMMITMENTS
28,634 60,303 514 66,004 32,188 95,152 93,005 23,207 25,354
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 15,945)
706 14,026 -449 13,158 1,038 13,415 14,615 2,530 1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 50.9 0.4 55.8 27.2 80.4 78.6 19.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 32 5 25 20 49 53
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 94,901
COMMITMENTS
34,595 20,268 34 37,001 43,359 71,630 63,661 23,271 31,240
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 615)
276 -428 0 -463 2,322 -187 1,894 802 -1,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 21.4 0.0 39.0 45.7 75.5 67.1 24.5 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
26 32 3 23 18 51 51
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 194,329
COMMITMENTS
81,860 38,666 953 54,485 111,116 137,298 150,735 57,031 43,594
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 11,123)
13,060 2,853 200 -3,306 9,979 9,954 13,032 1,169 -1,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 19.9 0.5 28.0 57.2 70.7 77.6 29.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
49 45 12 35 50 90 101
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 38,168
COMMITMENTS
34,133 10,098 66 2,518 27,682 36,717 37,846 1,451 322
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -476)
3,938 -17,111 -4,834 396 21,542 -500 -403 24 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.4 26.5 0.2 6.6 72.5 96.2 99.2 3.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 1 1 3 7 15 9
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,520
COMMITMENTS
22,648 3,662 0 3,381 25,687 26,029 29,349 4,491 1,171
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 868)
406 -216 0 383 1,250 789 1,034 79 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.2 12.0 0.0 11.1 84.2 85.3 96.2 14.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 9 0 7 8 26 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,713,587
COMMITMENTS
1164801 898,859 1193636 6504798 6696565 8863235 8789060 850,352 924,527
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -219,081)
-11,106 22,875 -21,374 -180,130 -213,577 -212,610 -212,076 -6,471 -7,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 9.3 12.3 67.0 68.9 91.2 90.5 8.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
50 63 89 133 145 242 249
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 767,993
COMMITMENTS
72,107 95,655 21,284 561,395 565,378 654,786 682,317 113,207 85,676
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 676)
3,418 10,444 3,645 -3,022 -14,048 4,040 41 -3,364 635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 12.5 2.8 73.1 73.6 85.3 88.8 14.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
95 112 48 212 216 334 349
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 269,155
COMMITMENTS
22,243 27,751 1,480 176,244 204,601 199,967 233,832 69,188 35,323
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 5,125)
3,113 1,053 475 2,782 1,847 6,370 3,375 -1,245 1,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 10.3 0.5 65.5 76.0 74.3 86.9 25.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
14 18 7 56 50 72 73
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,494,190
COMMITMENTS
309,913 400,113 38,428 1925753 1803886 2274094 2242427 220,096 251,763
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -22,244)
20,734 66,167 -3,363 -29,020 -79,475 -11,649 -16,671 -10,595 -5,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 16.0 1.5 77.2 72.3 91.2 89.9 8.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 501)
91 107 37 186 198 297 322
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,079
COMMITMENTS
13,413 5,989 0 82,369 93,346 95,782 99,335 9,297 5,744
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,659)
3,353 451 0 -5,239 -1,844 -1,886 -1,393 227 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 5.7 0.0 78.4 88.8 91.2 94.5 8.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
10 5 0 49 38 59 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,531
COMMITMENTS
13,274 9,510 1,111 38,514 44,564 52,899 55,185 5,631 3,345
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 4,957)
6,244 436 93 -2,240 4,497 4,097 5,026 859 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 16.2 1.9 65.8 76.1 90.4 94.3 9.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
51 47 17 69 80 127 137
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 292,653
COMMITMENTS
66,369 47,548 5,557 192,570 222,822 264,496 275,927 28,157 16,726
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 24,783)
31,220 2,181 466 -11,200 22,483 20,486 25,130 4,297 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 16.2 1.9 65.8 76.1 90.4 94.3 9.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
51 47 17 69 80 127 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,626
COMMITMENTS
82,079 18,743 0 4,216 87,563 86,295 106,306 35,331 15,320
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 27,842)
23,122 6,683 -147 -2,290 25,194 20,685 31,730 7,157 -3,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.5 15.4 0.0 3.5 72.0 71.0 87.4 29.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
34 17 0 10 25 44 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,341
COMMITMENTS
10,374 11,873 1 18,405 15,568 28,780 27,442 6,561 7,899
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 4,328)
1,748 3,538 0 2,805 184 4,553 3,722 -225 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 33.6 0.0 52.1 44.1 81.4 77.6 18.6 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
18 9 1 16 14 35 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,706
COMMITMENTS
15,733 3,838 429 24,730 21,862 40,892 26,129 6,814 21,577
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 6,867)
3,618 596 48 2,658 -1,878 6,324 -1,234 543 8,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 8.0 0.9 51.8 45.8 85.7 54.8 14.3 45.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
16 9 2 23 18 40 28
Updated July 8, 2011