BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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: 4,422
COMMITMENTS
120 849 114 3,464 3,237 3,698 4,200 725 222
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -550)
-76 -196 -22 -431 -243 -529 -461 -22 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 19.2 2.6 78.3 73.2 83.6 95.0 16.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 12 11 15 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 52,060
COMMITMENTS
7,772 1,698 11,937 24,642 28,632 44,351 42,268 7,709 9,792
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -6,838)
-1,113 -131 -1,948 -3,862 -4,135 -6,923 -6,214 85 -624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 3.3 22.9 47.3 55.0 85.2 81.2 14.8 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 7 23 36 37 70 60
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED 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: 4,091
COMMITMENTS
1,934 0 38 1,922 3,286 3,894 3,324 197 767
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -606)
-496 0 -2 -131 -447 -630 -449 24 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 0.0 0.9 47.0 80.3 95.2 81.3 4.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 6 12 10 13
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 283,121
COMMITMENTS
60,830 35,718 79,596 118,885 130,285 259,310 245,599 23,811 37,523
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 5,523)
-204 -981 2,050 2,732 4,049 4,578 5,118 945 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 12.6 28.1 42.0 46.0 91.6 86.7 8.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
91 73 106 55 73 207 207
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 431,785
COMMITMENTS
94,761 33,759 129,844 179,736 197,377 404,341 360,981 27,444 70,805
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 4,196)
544 -2,123 1,519 197 4,465 2,261 3,861 1,935 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 7.8 30.1 41.6 45.7 93.6 83.6 6.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
106 94 139 101 175 292 341
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 9,313
COMMITMENTS
3,881 4,499 542 2,965 2,313 7,388 7,354 1,924 1,958
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -511)
-73 -223 -194 -139 281 -406 -136 -105 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 48.3 5.8 31.8 24.8 79.3 79.0 20.7 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
25 33 13 13 18 46 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 44,430
COMMITMENTS
14,920 3,249 10,119 12,173 10,039 37,211 23,408 7,219 21,023
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 1,645)
1,581 -219 511 -765 629 1,328 920 317 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 7.3 22.8 27.4 22.6 83.8 52.7 16.2 47.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
47 29 45 46 72 121 127
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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: 102,974
COMMITMENTS
13,948 0 501 86,852 101,355 101,301 101,855 1,673 1,119
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 781)
794 -527 125 -244 1,181 675 779 106 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.0 0.5 84.3 98.4 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 0 3 16 16 24 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 117,168
COMMITMENTS
30,645 25,273 3,416 30,492 67,627 64,553 96,316 52,615 20,851
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 15,866)
8,772 1,526 904 -1,281 16,164 8,395 18,594 7,471 -2,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 21.6 2.9 26.0 57.7 55.1 82.2 44.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
31 15 8 23 31 60 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 50,203
COMMITMENTS
15,986 10,516 790 7,991 25,972 24,767 37,279 25,435 12,924
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -3,896)
-5,507 -980 66 2,403 -2,699 -3,038 -3,613 -858 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 20.9 1.6 15.9 51.7 49.3 74.3 50.7 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 7 4 13 14 29 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 125,918
COMMITMENTS
28,736 60,096 3,400 68,757 35,785 100,893 99,281 25,025 26,637
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 15,687)
392 13,989 -55 13,340 768 13,677 14,703 2,010 985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 47.7 2.7 54.6 28.4 80.1 78.8 19.9 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
20 35 12 25 24 53 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 102,714
COMMITMENTS
34,607 20,335 3,596 39,551 45,770 77,754 69,700 24,960 33,014
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 489)
262 -660 239 -729 2,369 -228 1,947 717 -1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 19.8 3.5 38.5 44.6 75.7 67.9 24.3 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
34 32 19 28 21 69 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 237,636
COMMITMENTS
81,120 36,579 28,270 67,057 123,353 176,447 188,201 61,189 49,435
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 10,179)
13,129 3,343 -407 -3,315 9,545 9,407 12,482 772 -2,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 15.4 11.9 28.2 51.9 74.3 79.2 25.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
59 57 57 43 54 127 143
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 16,045,964
COMMITMENTS
1162168 574,292 5441733 8517223 9000754 15121124 15016779 924,840 1029185
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -148,538)
-19,244 26,880 108,061 -213,161 -259,863 -124,344 -124,922 -24,194 -23,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 3.6 33.9 53.1 56.1 94.2 93.6 5.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
62 67 114 159 161 289 282
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED 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: 910,680
COMMITMENTS
70,660 94,127 74,609 643,097 642,766 788,365 811,502 122,315 99,178
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 14,950)
2,380 11,223 10,945 5,124 -9,840 18,448 12,327 -3,498 2,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 10.3 8.2 70.6 70.6 86.6 89.1 13.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
98 135 111 237 227 408 401
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 352,677
COMMITMENTS
22,577 26,042 32,569 222,764 251,240 277,910 309,851 74,768 42,827
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 12,036)
2,754 1,288 4,244 6,710 4,139 13,707 9,670 -1,671 2,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 7.4 9.2 63.2 71.2 78.8 87.9 21.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
19 25 35 70 60 110 100
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 2,790,012
COMMITMENTS
304,560 404,572 146,054 2101663 1957629 2552276 2508255 237,735 281,757
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 14,571)
19,528 71,076 12,106 -7,929 -69,897 23,705 13,285 -9,134 1,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 14.5 5.2 75.3 70.2 91.5 89.9 8.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518)
92 121 94 209 207 360 363
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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: 105,094
COMMITMENTS
13,413 5,989 0 82,378 93,350 95,791 99,339 9,303 5,755
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -1,656)
3,353 451 0 -5,236 -1,846 -1,883 -1,395 228 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 5.7 0.0 78.4 88.8 91.1 94.5 8.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
10 5 0 50 38 60 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED 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: 60,674
COMMITMENTS
13,309 9,335 1,525 40,117 46,264 54,952 57,125 5,722 3,549
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 5,697)
6,231 377 193 -1,544 5,170 4,880 5,741 816 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 15.4 2.5 66.1 76.3 90.6 94.2 9.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
53 48 23 77 82 142 141
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 303,371
COMMITMENTS
66,547 46,676 7,627 200,584 231,321 274,758 285,624 28,612 17,746
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 28,483)
31,153 1,885 967 -7,719 25,851 24,401 28,703 4,082 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 15.4 2.5 66.1 76.3 90.6 94.2 9.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
53 48 23 77 82 142 141
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 130,287
COMMITMENTS
82,750 20,642 2,762 7,902 89,540 93,414 112,944 36,873 17,344
CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 30,072)
23,647 8,208 138 -946 25,488 22,839 33,834 7,233 -3,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 15.8 2.1 6.1 68.7 71.7 86.7 28.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
37 20 13 14 26 58 52
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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