BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,936
COMMITMENTS
206 866 127 3,857 3,696 4,190 4,689 746 246
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 91)
1 0 7 57 75 65 82 26 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 17.5 2.6 78.2 74.9 84.9 95.0 15.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 2 12 11 15 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 62,173
COMMITMENTS
11,514 1,554 15,139 26,795 33,332 53,447 50,024 8,726 12,149
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 1,745)
128 -118 776 494 617 1,398 1,275 347 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 2.5 24.3 43.1 53.6 86.0 80.5 14.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
32 6 23 38 40 77 63
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,528
COMMITMENTS
1,923 83 88 2,341 3,596 4,352 3,767 176 761
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 234)
-13 23 -1 267 214 252 236 -19 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 1.8 1.9 51.7 79.4 96.1 83.2 3.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 2 6 12 10 15
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 308,626
COMMITMENTS
79,840 27,658 86,218 111,516 148,252 277,574 262,128 31,052 46,497
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 13,376)
4,773 -1,858 6,917 -171 4,597 11,519 9,656 1,858 3,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 9.0 27.9 36.1 48.0 89.9 84.9 10.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
122 55 114 61 83 242 213
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 424,871
COMMITMENTS
99,445 36,163 125,079 171,946 198,512 396,471 359,755 28,401 65,117
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 1,232)
-310 3,435 -256 3,039 -196 2,472 2,984 -1,240 -1,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 8.5 29.4 40.5 46.7 93.3 84.7 6.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
103 103 135 106 175 290 342
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,842
COMMITMENTS
3,840 4,090 1,650 3,352 2,761 8,843 8,501 1,999 2,341
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 1,228)
33 340 457 351 204 842 1,000 387 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 37.7 15.2 30.9 25.5 81.6 78.4 18.4 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
21 34 19 19 27 52 75
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,389
COMMITMENTS
13,696 3,826 9,907 11,397 9,862 35,000 23,596 9,389 20,793
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,427)
-466 214 -1,388 -763 -707 -2,618 -1,881 1,191 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 8.6 22.3 25.7 22.2 78.8 53.2 21.2 46.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
49 30 48 48 69 125 129
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 107,013
COMMITMENTS
17,232 59 2,013 87,297 104,894 106,542 106,966 471 47
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 3,377)
738 59 45 2,725 3,285 3,508 3,390 -131 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 0.1 1.9 81.6 98.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 1 3 16 16 25 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 146,799
COMMITMENTS
56,681 16,437 5,492 33,369 104,087 95,542 126,017 51,257 20,782
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 5,320)
4,377 -1,243 1,177 131 6,776 5,684 6,710 -365 -1,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 11.2 3.7 22.7 70.9 65.1 85.8 34.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
47 8 12 23 31 71 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 68,831
COMMITMENTS
25,812 13,927 4,644 12,462 29,454 42,917 48,025 25,913 20,806
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 8,744)
4,602 354 2,260 3,420 -165 10,282 2,450 -1,538 6,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 20.2 6.7 18.1 42.8 62.4 69.8 37.6 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
19 12 6 16 17 39 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,240
COMMITMENTS
96,157 7,673 232 26,124 119,926 122,513 127,831 7,727 2,409
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -7,583)
-7,131 -3,702 -22 100 -4,162 -7,053 -7,886 -530 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.8 5.9 0.2 20.1 92.1 94.1 98.2 5.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
64 9 1 19 20 84 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 109,789
COMMITMENTS
42,682 38,257 3,034 35,836 45,327 81,551 86,618 28,238 23,171
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 6,118)
9,710 5,934 673 -5,558 184 4,825 6,792 1,292 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 34.8 2.8 32.6 41.3 74.3 78.9 25.7 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 27 10 25 29 62 61
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 166,268
COMMITMENTS
78,969 19,941 8,177 39,485 101,198 126,630 129,317 39,638 36,951
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 14,548)
6,850 -840 2,325 1,813 11,363 10,989 12,849 3,559 1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 12.0 4.9 23.7 60.9 76.2 77.8 23.8 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
42 37 24 26 27 83 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 237,941
COMMITMENTS
56,680 55,701 31,886 98,073 102,112 186,638 189,699 51,303 48,242
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 11,527)
-2,052 13,410 3,650 13,186 -4,112 14,784 12,948 -3,257 -1,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 23.4 13.4 41.2 42.9 78.4 79.7 21.6 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
52 66 57 53 60 135 153
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,722
COMMITMENTS
16,551 12,275 72 2,539 8,120 19,162 20,467 1,560 255
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 90)
-31 -4 0 13 59 -18 55 108 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.9 59.2 0.3 12.3 39.2 92.5 98.8 7.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 2 2 3 7 14 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,788
COMMITMENTS
25,808 1,682 133 2,540 30,637 28,481 32,452 5,307 1,336
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 995)
567 -268 19 42 1,526 628 1,277 367 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.4 5.0 0.4 7.5 90.7 84.3 96.0 15.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
22 6 1 4 12 27 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,866,437
COMMITMENTS
1177028 699,790 6391046 9313639 9695853 16881713 16786689 984,724 1079748
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 890,648)
11,592 -33,506 511,520 337,153 419,660 860,265 897,674 30,383 -7,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 3.9 35.8 52.1 54.3 94.5 94.0 5.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
62 65 110 160 167 283 289
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,051,713
COMMITMENTS
86,754 85,867 91,163 714,026 746,155 891,943 923,186 159,770 128,527
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 116,387)
10,701 531 17,790 64,944 72,067 93,434 90,388 22,953 25,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 8.2 8.7 67.9 70.9 84.8 87.8 15.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
129 112 109 246 244 419 421
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 414,808
COMMITMENTS
18,530 34,909 46,090 247,765 284,662 312,385 365,661 102,423 49,147
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 47,535)
-9,734 8,405 14,680 29,534 17,285 34,480 40,370 13,055 7,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 8.4 11.1 59.7 68.6 75.3 88.2 24.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
23 25 34 74 62 113 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,184,524
COMMITMENTS
407,406 321,075 159,082 2331302 2307464 2897790 2787620 286,734 396,903
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 344,262)
86,784 -54,759 30,940 177,047 273,908 294,771 250,089 49,490 94,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 10.1 5.0 73.2 72.5 91.0 87.5 9.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534)
120 99 93 217 225 373 381
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 106,374
COMMITMENTS
11,068 4,731 1,353 85,009 94,175 97,430 100,259 8,944 6,115
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -3,337)
-2,487 -362 1,112 -1,673 -4,956 -3,048 -4,206 -288 870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.4 1.3 79.9 88.5 91.6 94.3 8.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
10 4 1 50 39 60 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,903
COMMITMENTS
19,442 5,708 5,612 57,470 74,651 82,525 85,972 9,378 5,931
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,199)
-4,155 -190 -173 1,953 -2,912 -2,375 -3,276 176 1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 6.2 6.1 62.5 81.2 89.8 93.5 10.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
71 25 18 84 87 163 122
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,314
COMMITMENTS
3,926 2,447 8 10,338 13,932 14,272 16,387 4,041 1,927
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 352)
-267 244 8 678 -371 419 -119 -67 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 13.4 0.0 56.4 76.1 77.9 89.5 22.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 4 1 9 8 13 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 367,945
COMMITMENTS
99,620 38,347 5,983 235,662 303,596 341,264 347,926 26,681 20,019
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -12,755)
-21,915 -4,644 1,568 6,376 -12,706 -13,971 -15,782 1,216 3,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 10.4 1.6 64.0 82.5 92.7 94.6 7.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
70 23 16 81 85 157 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 141,504
COMMITMENTS
91,071 15,732 2,985 11,161 105,815 105,217 124,532 36,287 16,972
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,260)
-1,795 5,376 273 1,068 -5,856 -455 -208 -806 -1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.4 11.1 2.1 7.9 74.8 74.4 88.0 25.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
42 19 9 18 24 64 48
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,988
COMMITMENTS
9,629 14,152 0 19,479 14,476 29,108 28,628 6,880 7,360
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,508)
265 -866 -1 -1,395 1,066 -1,131 199 -377 -1,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 39.3 0.0 54.1 40.2 80.9 79.5 19.1 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 13 0 18 13 33 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,274
COMMITMENTS
21,843 4,949 1,034 19,563 47,412 42,440 53,395 17,834 6,879
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 9,735)
1,764 1,197 586 -2,536 8,546 -186 10,329 9,921 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 8.2 1.7 32.5 78.7 70.4 88.6 29.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
21 7 2 21 25 43 33
Updated August 5, 2011