BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,533
COMMITMENTS
120 848 102 3,603 3,354 3,825 4,304 708 229
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 111)
0 -1 -11 139 117 127 104 -17 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 18.7 2.3 79.5 74.0 84.4 95.0 15.6 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 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,917
COMMITMENTS
8,395 1,777 12,543 25,127 29,167 46,065 43,487 7,853 10,430
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,857)
623 79 606 485 534 1,713 1,219 144 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 3.3 23.3 46.6 54.1 85.4 80.7 14.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
30 5 25 37 38 73 63
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,155
COMMITMENTS
1,928 54 36 1,997 3,317 3,961 3,407 194 748
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 64)
-6 54 -2 75 31 67 83 -3 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 1.3 0.9 48.1 79.8 95.3 82.0 4.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 1 6 12 10 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 298,815
COMMITMENTS
69,477 35,342 84,209 117,876 137,626 271,563 257,177 27,252 41,638
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 15,694)
8,647 -376 4,614 -1,009 7,341 12,252 11,579 3,441 4,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 11.8 28.2 39.4 46.1 90.9 86.1 9.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
108 69 107 61 77 228 208
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 439,901
COMMITMENTS
101,563 27,475 135,734 172,314 203,724 409,612 366,933 30,289 72,969
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 8,116)
6,802 -6,284 5,890 -7,421 6,347 5,271 5,952 2,846 2,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 6.2 30.9 39.2 46.3 93.1 83.4 6.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
115 89 142 102 172 303 339
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,957
COMMITMENTS
3,905 3,820 544 2,848 2,612 7,296 6,976 1,661 1,981
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -355)
24 -679 1 -117 300 -92 -378 -263 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 42.7 6.1 31.8 29.2 81.5 77.9 18.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
21 32 13 11 17 41 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,036
COMMITMENTS
16,123 3,082 11,763 12,034 10,123 39,920 24,968 8,116 23,068
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 3,605)
1,203 -167 1,644 -138 84 2,709 1,560 897 2,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 6.4 24.5 25.1 21.1 83.1 52.0 16.9 48.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
55 32 50 44 70 127 131
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 104,508
COMMITMENTS
14,746 0 501 86,438 101,942 101,685 102,443 2,823 2,065
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,534)
798 0 0 -414 587 384 588 1,150 946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.0 0.5 82.7 97.5 97.3 98.0 2.7 2.0
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 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,524
COMMITMENTS
39,262 24,132 2,768 27,511 74,730 69,542 101,630 50,981 18,893
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 3,356)
8,617 -1,141 -648 -2,980 7,103 4,989 5,314 -1,633 -1,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 20.0 2.3 22.8 62.0 57.7 84.3 42.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
36 9 6 22 28 60 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,988
COMMITMENTS
18,108 10,025 804 5,336 26,818 24,248 37,647 26,740 13,341
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 785)
2,122 -492 14 -2,655 846 -519 368 1,305 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 19.7 1.6 10.5 52.6 47.6 73.8 52.4 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 9 5 10 13 31 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 145,774
COMMITMENTS
111,530 13,083 246 25,486 130,312 137,262 143,641 8,512 2,133
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 20,545)
22,038 6,535 0 -1,479 14,300 20,559 20,835 -14 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.5 9.0 0.2 17.5 89.4 94.2 98.5 5.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
68 10 1 17 19 86 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 126,220
COMMITMENTS
27,989 53,030 1,764 76,164 40,326 105,917 95,120 20,304 31,100
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 302)
-747 -7,066 -1,636 7,406 4,541 5,023 -4,161 -4,722 4,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 42.0 1.4 60.3 31.9 83.9 75.4 16.1 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
19 35 9 26 24 50 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 123,722
COMMITMENTS
52,716 24,165 3,014 34,562 61,654 90,292 88,834 33,430 34,888
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 21,009)
18,109 3,831 -581 -4,989 15,885 12,538 19,134 8,470 1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 19.5 2.4 27.9 49.8 73.0 71.8 27.0 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
33 36 12 25 23 66 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 224,784
COMMITMENTS
60,766 49,158 25,561 80,552 95,155 166,879 169,874 57,904 54,909
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -12,853)
-20,353 12,579 -2,709 13,495 -28,198 -9,568 -18,327 -3,285 5,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 21.9 11.4 35.8 42.3 74.2 75.6 25.8 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
44 57 47 47 52 114 133
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,878
COMMITMENTS
33,831 10,228 72 2,532 27,307 36,435 37,607 1,443 271
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -290)
-302 130 6 14 -375 -282 -239 -8 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.3 27.0 0.2 6.7 72.1 96.2 99.3 3.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 2 2 3 7 15 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,745
COMMITMENTS
22,687 3,103 0 2,838 25,417 25,525 28,520 4,220 1,225
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -775)
39 -559 0 -543 -270 -504 -829 -271 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.3 10.4 0.0 9.5 85.4 85.8 95.9 14.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 8 0 6 8 26 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,009,297
COMMITMENTS
1175941 689,412 5944942 8865580 9235005 15986462 15869359 1022835 1139938
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 963,333)
13,773 115,120 503,208 348,356 234,251 865,338 852,579 97,995 110,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 4.1 35.0 52.1 54.3 94.0 93.3 6.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
63 65 113 161 165 290 286
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 954,210
COMMITMENTS
82,817 83,686 81,533 655,045 686,951 819,395 852,169 134,815 102,041
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 43,530)
12,158 -10,442 6,924 11,948 44,185 31,030 40,668 12,500 2,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 8.8 8.5 68.6 72.0 85.9 89.3 14.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600)
122 135 123 234 247 423 438
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 370,781
COMMITMENTS
24,001 25,953 37,391 228,396 261,689 289,789 325,033 80,993 45,748
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 18,104)
1,425 -89 4,822 5,632 10,449 11,879 15,183 6,225 2,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 7.0 10.1 61.6 70.6 78.2 87.7 21.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
23 26 39 70 60 114 104
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,917,146
COMMITMENTS
349,580 344,163 165,209 2133245 2126307 2648034 2635680 269,112 281,466
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 127,134)
45,020 -60,408 19,155 31,583 168,678 95,758 127,425 31,376 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 11.8 5.7 73.1 72.9 90.8 90.4 9.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550)
113 122 106 208 226 378 397
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 112,722
COMMITMENTS
15,186 6,814 0 88,317 102,348 103,503 109,162 9,219 3,560
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 7,628)
1,773 825 0 5,939 8,998 7,712 9,823 -84 -2,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 6.0 0.0 78.3 90.8 91.8 96.8 8.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
13 6 0 56 39 69 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 90,336
COMMITMENTS
23,335 5,512 4,826 51,662 73,682 79,823 84,020 10,513 6,316
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 29,662)
10,026 -3,823 3,301 11,545 27,418 24,872 26,895 4,791 2,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 6.1 5.3 57.2 81.6 88.4 93.0 11.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
72 30 15 75 91 155 128
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 16,341
COMMITMENTS
4,192 973 0 8,464 11,928 12,656 12,901 3,685 3,440
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 6.0 0.0 51.8 73.0 77.4 78.9 22.6 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 0 9 8 11 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 369,974
COMMITMENTS
116,373 43,353 3,475 215,988 308,769 335,836 355,597 34,138 14,377
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 66,604)
49,826 -3,324 -4,152 15,403 77,448 61,078 69,972 5,526 -3,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 11.7 0.9 58.4 83.5 90.8 96.1 9.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
72 28 13 71 89 149 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,750
COMMITMENTS
81,421 14,140 1,702 8,069 93,237 91,192 109,080 34,558 16,670
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -4,538)
-1,329 -6,502 -1,060 168 3,698 -2,222 -3,864 -2,316 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.7 11.2 1.4 6.4 74.1 72.5 86.7 27.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
30 15 9 15 24 50 43
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,770
COMMITMENTS
8,238 12,308 0 19,911 16,009 28,149 28,317 7,621 7,453
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 429)
-2,136 435 -1 1,506 441 -631 875 1,060 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 34.4 0.0 55.7 44.8 78.7 79.2 21.3 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 11 0 17 14 32 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,971
COMMITMENTS
15,997 5,034 320 19,296 37,731 35,613 43,085 13,358 5,886
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,265)
264 1,196 -109 -5,434 15,869 -5,279 16,956 6,544 -15,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 10.3 0.7 39.4 77.0 72.7 88.0 27.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 8 1 22 25 38 33
Updated July 15, 2011