BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,142
COMMITMENTS
266 862 6 3,181 3,053 3,453 3,921 689 221
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 107)
92 6 -2 3 97 93 101 14 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 20.8 0.1 76.8 73.7 83.4 94.7 16.6 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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,916
COMMITMENTS
9,154 5,669 2,008 20,649 25,344 31,811 33,021 6,105 4,895
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 503)
300 -83 180 105 1,033 585 1,130 -82 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 15.0 5.3 54.5 66.8 83.9 87.1 16.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
29 11 19 32 32 70 54
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,843
COMMITMENTS
1,936 143 1 1,739 3,146 3,676 3,290 167 553
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 70)
-5 33 -1 72 16 66 48 4 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.4 3.7 0.0 45.3 81.9 95.7 85.6 4.3 14.4
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 247,692
COMMITMENTS
73,514 49,836 41,334 104,964 118,738 219,812 209,908 27,880 37,784
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 3,692)
1,717 -3,306 1,670 -1,432 4,202 1,955 2,566 1,737 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 20.1 16.7 42.4 47.9 88.7 84.7 11.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
109 56 93 53 78 206 196
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 313,397
COMMITMENTS
93,518 57,698 40,282 154,066 158,479 287,866 256,459 25,531 56,938
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -10,013)
-1,415 6,213 -5,364 -459 -6,667 -7,238 -5,818 -2,775 -4,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 18.4 12.9 49.2 50.6 91.9 81.8 8.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
98 91 107 87 161 247 310
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,463
COMMITMENTS
3,822 3,847 1,058 2,998 2,493 7,878 7,398 1,585 2,065
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 561)
-4 26 491 130 -13 617 504 -56 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 40.7 11.2 31.7 26.3 83.3 78.2 16.7 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 33 11 13 19 41 60
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,567
COMMITMENTS
14,296 6,236 5,968 11,765 9,331 32,029 21,535 7,538 18,032
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -909)
-865 398 -455 180 197 -1,140 140 231 -1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 15.8 15.1 29.7 23.6 80.9 54.4 19.1 45.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
44 34 44 43 68 116 129
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,891
COMMITMENTS
16,498 0 1,964 83,827 100,867 102,289 102,831 602 60
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 490)
1,496 0 1,468 -2,221 -609 743 859 -253 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 0.0 1.9 81.5 98.0 99.4 99.9 0.6 0.1
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,807
COMMITMENTS
52,884 16,743 10 27,531 93,417 80,425 110,170 48,382 18,637
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 4,088)
261 -8,116 10 2,438 11,640 2,709 3,534 1,379 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 13.0 0.0 21.4 72.5 62.4 85.5 37.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
39 10 1 22 29 61 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,513
COMMITMENTS
21,103 13,226 1 6,473 28,080 27,577 41,307 25,936 12,206
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,380)
-56 3,561 -46 1,399 -1,825 1,297 1,690 83 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 24.7 0.0 12.1 52.5 51.5 77.2 48.5 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
18 12 1 12 12 31 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 137,823
COMMITMENTS
103,288 11,375 254 26,024 124,088 129,566 135,717 8,257 2,106
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,560)
2,979 332 -370 -157 2,815 2,452 2,777 108 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.9 8.3 0.2 18.9 90.0 94.0 98.5 6.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
67 13 2 16 21 85 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 97,415
COMMITMENTS
33,312 32,090 464 38,197 43,231 71,973 75,785 25,442 21,630
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -876)
7,301 -635 -67 -14,822 2,175 -7,588 1,473 6,712 -2,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 32.9 0.5 39.2 44.4 73.9 77.8 26.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
29 22 3 21 25 51 49
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 138,932
COMMITMENTS
72,114 20,812 146 31,950 86,498 104,210 107,456 34,722 31,476
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 9,279)
8,579 -568 -116 76 7,662 8,539 6,978 740 2,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.9 15.0 0.1 23.0 62.3 75.0 77.3 25.0 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
40 31 5 22 24 67 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 183,690
COMMITMENTS
60,177 43,139 1,077 71,503 97,247 132,757 141,463 50,933 42,227
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 3,376)
1,597 -6,195 55 -5,696 13,562 -4,044 7,422 7,420 -4,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 23.5 0.6 38.9 52.9 72.3 77.0 27.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
47 43 15 41 52 95 103
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,632
COMMITMENTS
16,582 12,279 72 2,526 8,061 19,180 20,412 1,452 220
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,588)
2,701 1,754 0 0 821 2,701 2,575 -113 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.4 59.5 0.3 12.2 39.1 93.0 98.9 7.0 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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,793
COMMITMENTS
25,241 1,950 114 2,498 29,111 27,853 31,175 4,940 1,618
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,721)
1,877 24 0 -247 1,735 1,630 1,759 91 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.0 5.9 0.3 7.6 88.8 84.9 95.1 15.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
22 7 1 5 11 28 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,110,078
COMMITMENTS
1208436 1054818 1210355 6811818 6859507 9230609 9124680 879,469 985,398
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 84,579)
77,083 11,221 27,858 24,610 80,628 129,551 119,707 -44,972 -35,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 10.4 12.0 67.4 67.8 91.3 90.3 8.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
47 61 78 136 148 236 244
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 802,406
COMMITMENTS
75,764 85,577 26,234 573,700 599,429 675,698 711,240 126,707 91,166
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 10,041)
4,233 1,166 1,900 -211 4,363 5,922 7,428 4,120 2,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 10.7 3.3 71.5 74.7 84.2 88.6 15.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532)
105 95 51 224 219 354 342
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 286,111
COMMITMENTS
27,449 27,085 1,088 174,480 222,530 203,017 250,703 83,094 35,408
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 13,591)
4,705 363 -43 2,696 12,417 7,358 12,737 6,233 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 9.5 0.4 61.0 77.8 71.0 87.6 29.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
17 17 5 55 54 73 75
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,581,474
COMMITMENTS
324,025 374,910 43,280 1996102 1884495 2363407 2302685 218,067 278,789
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -17,748)
22,239 28,614 -14,886 -14,535 -40,271 -7,182 -26,543 -10,566 8,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 14.5 1.7 77.3 73.0 91.6 89.2 8.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 498)
101 92 40 198 197 318 311
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 109,699
COMMITMENTS
13,555 5,093 241 86,679 99,123 100,475 104,457 9,224 5,242
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -294)
-1,247 -254 241 449 -427 -557 -440 263 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 4.6 0.2 79.0 90.4 91.6 95.2 8.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
12 5 1 51 38 63 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 90,825
COMMITMENTS
22,269 5,621 5,394 54,104 75,145 81,767 86,160 9,058 4,665
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -455)
-1,148 -1,657 148 932 781 -68 -729 -387 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 6.2 5.9 59.6 82.7 90.0 94.9 10.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
72 24 14 74 86 153 117
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,957
COMMITMENTS
4,193 2,203 0 9,660 14,303 13,853 16,506 4,104 1,451
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -557)
-245 246 0 172 -318 -73 -72 -484 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 12.3 0.0 53.8 79.7 77.1 91.9 22.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 9 9 10 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 364,339
COMMITMENTS
114,894 41,604 2,458 222,218 304,209 339,570 348,271 24,769 16,068
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 512)
-4,424 -9,427 649 3,800 5,494 25 -3,284 487 3,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 11.4 0.7 61.0 83.5 93.2 95.6 6.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
73 22 12 69 83 147 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 135,764
COMMITMENTS
92,174 10,736 47 7,504 109,250 99,725 120,033 36,039 15,731
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 7,052)
1,953 -1,690 38 2,351 7,536 4,342 5,884 2,710 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.9 7.9 0.0 5.5 80.5 73.5 88.4 26.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
36 10 3 13 22 50 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,496
COMMITMENTS
9,364 15,018 1 20,874 13,410 30,239 28,429 7,257 9,067
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 64)
1,012 1,163 1 678 -1,392 1,691 -228 -1,627 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 40.1 0.0 55.7 35.8 80.6 75.8 19.4 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
15 14 1 18 12 34 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,539
COMMITMENTS
20,079 3,752 448 22,099 38,866 42,626 43,066 7,913 7,473
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -5,105)
644 -1,562 98 2,649 -5,767 3,391 -7,231 -8,496 2,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 7.4 0.9 43.7 76.9 84.3 85.2 15.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 7 2 20 23 42 31
Updated July 29, 2011