BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,035
COMMITMENTS
174 856 8 3,178 2,956 3,360 3,820 675 215
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 136)
6 13 4 136 119 146 136 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 21.2 0.2 78.8 73.3 83.3 94.7 16.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 2 10 11 13 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,413
COMMITMENTS
8,854 5,752 1,828 20,544 24,311 31,226 31,891 6,187 5,522
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,469)
1,667 -383 1,009 379 1,685 3,055 2,311 414 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 15.4 4.9 54.9 65.0 83.5 85.2 16.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
23 11 18 31 31 64 51
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,773
COMMITMENTS
1,941 110 2 1,667 3,130 3,610 3,242 163 531
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 50)
15 26 0 36 17 51 43 -1 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 2.9 0.1 44.2 83.0 95.7 85.9 4.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 5 11 9 13
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,000
COMMITMENTS
71,797 53,142 39,664 106,396 114,536 217,857 207,342 26,143 36,658
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -685)
1,810 -2,883 -1,138 -1,690 3,268 -1,018 -753 333 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 21.8 16.3 43.6 46.9 89.3 85.0 10.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
107 60 95 54 78 204 204
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 323,410
COMMITMENTS
94,933 51,485 45,646 154,525 165,146 295,104 262,277 28,306 61,133
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -4,234)
2,289 -517 -4,067 -4,000 1,449 -5,778 -3,135 1,544 -1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 15.9 14.1 47.8 51.1 91.2 81.1 8.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
103 87 126 87 167 266 328
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,902
COMMITMENTS
3,826 3,821 567 2,868 2,506 7,261 6,894 1,641 2,008
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 67)
-99 -76 127 21 -73 49 -22 18 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 42.9 6.4 32.2 28.2 81.6 77.4 18.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
19 32 10 8 16 35 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,476
COMMITMENTS
15,161 5,838 6,423 11,585 9,134 33,169 21,395 7,307 19,081
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -1,091)
-1,026 -149 321 -225 239 -930 411 -161 -1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 14.4 15.9 28.6 22.6 81.9 52.9 18.1 47.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
52 31 42 36 64 112 122
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,401
COMMITMENTS
15,002 0 496 86,048 101,476 101,546 101,972 855 429
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -1,172)
251 0 0 545 464 796 464 -1,968 -1,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 0.0 0.5 84.0 99.1 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 0 2 17 15 25 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,719
COMMITMENTS
52,623 24,859 0 25,093 81,777 77,716 106,636 47,003 18,083
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 13,095)
13,088 658 0 1,013 11,076 14,101 11,734 -1,006 1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 19.9 0.0 20.1 65.6 62.3 85.5 37.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
36 13 0 21 29 57 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,133
COMMITMENTS
21,159 9,665 47 5,074 29,905 26,280 39,617 25,853 12,516
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,503)
3,020 -393 -10 719 3,606 3,729 3,203 -226 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 18.5 0.1 9.7 57.4 50.4 76.0 49.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 8 2 10 12 31 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 135,263
COMMITMENTS
100,309 11,043 624 26,181 121,273 127,114 132,940 8,149 2,323
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -10,511)
-11,221 -2,040 378 695 -9,039 -10,148 -10,701 -363 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.2 8.2 0.5 19.4 89.7 94.0 98.3 6.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
67 13 2 19 19 87 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 98,291
COMMITMENTS
26,011 32,725 531 53,019 41,056 79,561 74,312 18,730 23,979
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -22,843)
-1,676 -19,763 29 -20,974 2,800 -22,621 -16,934 -222 -5,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 33.3 0.5 53.9 41.8 80.9 75.6 19.1 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 24 3 23 25 46 51
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 129,653
COMMITMENTS
63,535 21,380 262 31,874 78,836 95,671 100,478 33,982 29,175
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 13,807)
11,258 -2,609 157 99 19,182 11,514 16,730 2,293 -2,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.0 16.5 0.2 24.6 60.8 73.8 77.5 26.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
38 30 6 21 25 64 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 180,314
COMMITMENTS
58,580 49,334 1,022 77,199 83,685 136,801 134,041 43,513 46,273
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -5,227)
-2,812 358 365 6,473 -2,743 4,026 -2,020 -9,253 -3,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 27.4 0.6 42.8 46.4 75.9 74.3 24.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
37 46 13 39 52 82 105
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,044
COMMITMENTS
13,881 10,525 72 2,526 7,240 16,479 17,837 1,565 207
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -19,834)
-19,950 297 0 -6 -20,067 -19,956 -19,770 122 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.9 58.3 0.4 14.0 40.1 91.3 98.9 8.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 2 2 3 7 15 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,072
COMMITMENTS
23,364 1,926 114 2,745 27,376 26,223 29,416 4,849 1,656
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,327)
677 -1,177 114 -93 1,959 698 896 629 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.2 6.2 0.4 8.8 88.1 84.4 94.7 15.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
21 5 1 6 10 28 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,025,499
COMMITMENTS
1131353 1043597 1182497 6787208 6778879 9101058 9004973 924,441 1020526
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -81,990)
-62,967 -28,008 -44,852 36,610 -8,933 -71,209 -81,793 -10,781 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 10.4 11.8 67.7 67.6 90.8 89.8 9.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
53 57 82 132 148 235 248
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 792,364
COMMITMENTS
71,532 84,412 24,334 573,911 595,066 669,777 703,812 122,588 88,553
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -3,078)
-11,946 -464 2,670 6,821 -4,730 -2,455 -2,523 -623 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 10.7 3.1 72.4 75.1 84.5 88.8 15.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520)
98 94 48 223 215 344 334
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 272,520
COMMITMENTS
22,744 26,722 1,131 171,784 210,113 195,659 237,966 76,861 34,554
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -2,636)
283 -792 112 -5,353 2,117 -4,958 1,437 2,322 -4,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 9.8 0.4 63.0 77.1 71.8 87.3 28.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
16 16 6 52 53 69 74
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,599,222
COMMITMENTS
301,786 346,296 58,166 2010637 1924766 2370589 2329228 228,633 269,994
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -2,209)
-59,247 3,539 10,894 60,868 -34,233 12,515 -19,800 -14,724 17,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 13.3 2.2 77.4 74.1 91.2 89.6 8.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 488)
91 92 38 198 195 308 306
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 109,993
COMMITMENTS
14,802 5,347 0 86,230 99,550 101,032 104,897 8,961 5,096
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -2,714)
-384 -1,467 0 -2,079 -2,791 -2,463 -4,258 -251 1,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 4.9 0.0 78.4 90.5 91.9 95.4 8.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
15 5 0 53 39 68 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,279
COMMITMENTS
23,417 7,279 5,246 53,172 74,364 81,835 86,889 9,444 4,390
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 3,691)
119 1,609 858 3,632 2,926 4,609 5,393 -918 -1,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 8.0 5.7 58.3 81.5 89.7 95.2 10.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
70 31 10 70 86 143 124
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,514
COMMITMENTS
4,438 1,957 0 9,488 14,621 13,926 16,578 4,588 1,936
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 2,179)
246 984 0 1,024 2,693 1,270 3,677 909 -1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 10.6 0.0 51.2 79.0 75.2 89.5 24.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 9 8 10 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 363,827
COMMITMENTS
119,318 51,031 1,809 218,418 298,715 339,545 351,555 24,282 12,272
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 7,560)
3,132 6,892 522 13,039 1,164 16,693 8,578 -9,133 -1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 14.0 0.5 60.0 82.1 93.3 96.6 6.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
69 31 8 66 84 138 120
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,712
COMMITMENTS
90,221 12,426 9 5,153 101,714 95,383 114,149 33,329 14,563
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 8,009)
8,963 -1,209 -51 -605 9,966 8,307 8,706 -298 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.1 9.7 0.0 4.0 79.0 74.1 88.7 25.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
33 11 2 11 24 45 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,432
COMMITMENTS
8,352 13,855 0 20,196 14,802 28,548 28,657 8,884 8,775
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,662)
114 1,547 0 285 -1,207 399 340 1,263 1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 37.0 0.0 54.0 39.5 76.3 76.6 23.7 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 15 0 18 14 32 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,644
COMMITMENTS
19,435 5,314 350 19,450 44,633 39,235 50,297 16,409 5,347
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 6,673)
3,438 280 30 154 6,902 3,622 7,212 3,051 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 9.5 0.6 35.0 80.2 70.5 90.4 29.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 8 1 21 28 42 36
Updated July 22, 2011