BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,769
COMMITMENTS
200 661 5 2,916 2,860 3,121 3,526 648 243
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 74)
35 6 3 32 43 70 52 4 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 17.5 0.1 77.4 75.9 82.8 93.6 17.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 1 11 13 13 17
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,752
COMMITMENTS
8,446 7,093 880 20,507 23,639 29,833 31,612 5,919 4,140
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,278)
1,029 500 -503 1,101 1,317 1,627 1,314 -349 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 19.8 2.5 57.4 66.1 83.4 88.4 16.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
24 11 14 28 29 57 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,872
COMMITMENTS
70,312 45,608 43,065 102,231 117,843 215,608 206,516 29,264 38,356
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -14,294)
-6,592 -2,479 -4,167 -4,227 -5,029 -14,986 -11,675 692 -2,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 18.6 17.6 41.7 48.1 88.0 84.3 12.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
97 64 98 54 80 213 203
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,777
COMMITMENTS
95,410 52,944 42,814 148,419 159,963 286,643 255,721 25,134 56,056
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 5,146)
7,397 92 4,002 -8,903 2,290 2,496 6,384 2,650 -1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 17.0 13.7 47.6 51.3 91.9 82.0 8.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
99 97 104 74 162 242 307
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,592
COMMITMENTS
4,141 4,975 522 3,101 1,747 7,764 7,244 1,828 2,348
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -1,437)
-17 68 -959 -225 -255 -1,201 -1,146 -236 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 51.9 5.4 32.3 18.2 80.9 75.5 19.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 37 13 19 19 52 63
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,829
COMMITMENTS
11,592 6,318 4,412 9,867 7,272 25,871 18,002 7,958 15,827
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 342)
451 374 245 -299 -108 397 511 -55 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 18.7 13.0 29.2 21.5 76.5 53.2 23.5 46.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
41 32 39 45 58 110 113
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,138
COMMITMENTS
10,712 1,122 2,886 87,586 97,170 101,184 101,178 954 960
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -5,102)
-1,642 -317 877 -3,623 -5,324 -4,388 -4,764 -714 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 1.1 2.8 85.8 95.1 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 1 2 16 14 23 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 103,509
COMMITMENTS
23,153 19,032 86 39,061 60,465 62,300 79,583 41,209 23,926
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -15,464)
-15,719 3,864 -11 3,118 -19,611 -12,612 -15,758 -2,852 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 18.4 0.1 37.7 58.4 60.2 76.9 39.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 22 4 27 25 50 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,498
COMMITMENTS
13,330 4,322 82 14,400 31,306 27,812 35,710 20,686 12,788
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -4,557)
-1,119 -5,472 55 -1,342 3,991 -2,406 -1,426 -2,151 -3,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 8.9 0.2 29.7 64.6 57.3 73.6 42.7 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 8 3 12 11 26 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 110,017
COMMITMENTS
40,669 18,035 369 61,953 83,817 102,991 102,221 7,026 7,796
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -7,828)
-16,243 2,416 -1,744 11,443 -8,964 -6,544 -8,292 -1,284 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 16.4 0.3 56.3 76.2 93.6 92.9 6.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
24 32 4 21 16 48 50
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 100,562
COMMITMENTS
36,193 39,289 85 36,090 41,640 72,368 81,014 28,194 19,548
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -4,982)
-5,097 -1,756 1 -1,042 -1,835 -6,138 -3,590 1,156 -1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 39.1 0.1 35.9 41.4 72.0 80.6 28.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
30 20 5 25 25 57 48
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 126,262
COMMITMENTS
59,060 11,712 45 34,111 88,078 93,216 99,835 33,046 26,427
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 6,358)
5,674 475 21 903 4,968 6,598 5,464 -240 894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.8 9.3 0.0 27.0 69.8 73.8 79.1 26.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
30 17 3 23 20 55 38
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 168,931
COMMITMENTS
47,094 40,368 1,643 75,036 82,944 123,773 124,955 45,158 43,976
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -14,640)
-1,935 -16,934 -464 -10,991 1,884 -13,390 -15,514 -1,250 874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 23.9 1.0 44.4 49.1 73.3 74.0 26.7 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
39 44 19 45 53 92 108
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,705
COMMITMENTS
19,214 797 0 3,774 24,389 22,988 25,186 3,717 1,519
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -2,238)
-2,374 -364 -133 837 -1,113 -1,670 -1,610 -568 -628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.9 3.0 0.0 14.1 91.3 86.1 94.3 13.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 5 0 7 9 25 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,930,485
COMMITMENTS
1040836 1116301 1327407 6696085 6529326 9064328 8973034 866,157 957,451
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -267,380)
-329,406 51,576 101,564 -14,926 -412,264 -242,768 -259,124 -24,612 -8,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 11.2 13.4 67.4 65.8 91.3 90.4 8.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
54 52 84 133 142 236 240
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 977,983
COMMITMENTS
61,400 133,380 36,140 761,309 693,090 858,849 862,610 119,134 115,373
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -33,926)
-8,341 16,570 -24,418 52,309 14,828 19,550 6,980 -53,476 -40,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 13.6 3.7 77.8 70.9 87.8 88.2 12.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
86 155 64 243 250 366 435
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 332,182
COMMITMENTS
17,217 52,191 1,447 242,888 222,391 261,552 276,029 70,630 56,153
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -2,469)
1,192 -14,841 -180 40,967 5,990 41,979 -9,031 -44,448 6,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 15.7 0.4 73.1 66.9 78.7 83.1 21.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
17 27 8 64 58 85 89
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,229,005
COMMITMENTS
344,568 529,599 49,812 2592105 2353493 2986485 2932904 242,520 296,101
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -157,285)
-157,000 47,722 -11,857 56,712 44,192 -112,145 80,057 -45,140 -237,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 16.4 1.5 80.3 72.9 92.5 90.8 7.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
89 142 43 216 229 325 395
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,045
COMMITMENTS
10,500 5,633 1,310 87,962 89,604 99,772 96,547 5,273 8,498
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -2,384)
-5,236 705 1,310 2,853 -6,285 -1,073 -4,270 -1,311 1,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 5.4 1.2 83.7 85.3 95.0 91.9 5.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
7 7 1 49 36 56 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,215
COMMITMENTS
5,855 8,310 2,515 72,517 70,556 80,887 81,380 10,328 9,834
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 9,932)
-7,442 3,564 498 15,105 2,347 8,161 6,409 1,771 3,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 9.1 2.8 79.5 77.4 88.7 89.2 11.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
29 31 15 78 92 115 131
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,615
COMMITMENTS
523 1,277 25 18,884 15,352 19,432 16,654 3,183 5,961
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 7,286)
124 -1,269 25 8,117 4,363 8,266 3,119 -980 4,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 5.6 0.1 83.5 67.9 85.9 73.6 14.1 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 9 7 11 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 342,998
COMMITMENTS
31,658 40,162 7,451 268,164 276,018 307,273 323,631 35,725 19,367
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 13,230)
-39,337 22,660 3,873 34,941 -10,082 -523 16,451 13,753 -3,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 11.7 2.2 78.2 80.5 89.6 94.4 10.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
29 30 13 74 90 109 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 103,162
COMMITMENTS
41,286 11,563 31 40,131 67,875 81,448 79,469 21,714 23,693
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -1,365)
446 -261 -219 4,091 -4,112 4,318 -4,592 -5,683 3,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 11.2 0.0 38.9 65.8 79.0 77.0 21.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
24 16 2 15 19 40 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,081
COMMITMENTS
6,711 11,531 0 19,178 12,093 25,889 23,624 6,192 8,457
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,298)
244 476 0 2,020 -373 2,264 103 -966 1,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 35.9 0.0 59.8 37.7 80.7 73.6 19.3 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 10 0 19 18 30 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,962
COMMITMENTS
18,193 4,448 1,104 15,389 47,028 34,686 52,580 24,276 6,382
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -13,236)
-3,605 -248 239 269 -10,695 -3,097 -10,704 -10,139 -2,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 7.5 1.9 26.1 79.8 58.8 89.2 41.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 8 3 20 27 39 37
Updated August 19, 2011