BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,185
COMMITMENTS
135 655 76 3,312 3,223 3,523 3,953 662 232
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -750)
-71 -211 -51 -545 -474 -667 -736 -84 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 15.7 1.8 79.1 77.0 84.2 94.5 15.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 2 13 13 16 17
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,190
COMMITMENTS
8,748 1,409 13,798 24,346 29,161 46,892 44,369 8,298 10,821
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -6,983)
-2,766 -144 -1,340 -2,449 -4,170 -6,555 -5,655 -428 -1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 2.6 25.0 44.1 52.8 85.0 80.4 15.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
25 6 23 36 37 69 60
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,828
COMMITMENTS
1,433 82 105 2,076 2,969 3,614 3,155 214 673
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -700)
-490 -1 17 -265 -627 -738 -611 39 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 2.1 2.7 54.2 77.6 94.4 82.4 5.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 2 6 11 10 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 310,255
COMMITMENTS
77,515 26,776 88,888 113,873 148,282 280,276 263,946 29,979 46,309
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,629)
-2,324 -882 2,670 2,356 29 2,702 1,818 -1,073 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 8.6 28.7 36.7 47.8 90.3 85.1 9.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
125 59 123 64 85 246 225
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 388,787
COMMITMENTS
94,822 34,149 98,172 170,061 190,840 363,056 323,161 25,731 65,626
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -36,085)
-4,623 -2,015 -26,907 -1,885 -7,672 -33,415 -36,594 -2,670 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 8.8 25.3 43.7 49.1 93.4 83.1 6.6 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
95 93 124 104 170 276 325
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,180
COMMITMENTS
4,166 4,862 1,578 3,333 2,067 9,077 8,508 2,104 2,672
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 338)
325 772 -72 -19 -693 234 7 104 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 43.5 14.1 29.8 18.5 81.2 76.1 18.8 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
26 33 24 19 22 60 75
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,837
COMMITMENTS
10,985 3,988 9,204 10,797 8,341 30,986 21,533 8,851 18,305
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -4,552)
-2,711 162 -703 -600 -1,521 -4,014 -2,063 -537 -2,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 10.0 23.1 27.1 20.9 77.8 54.1 22.2 45.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
46 28 47 51 63 123 120
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 108,737
COMMITMENTS
12,330 1,439 2,033 92,706 103,967 107,069 107,439 1,668 1,298
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,724)
-4,901 1,380 19 5,409 -927 527 473 1,197 1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.3 1.9 85.3 95.6 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 1 3 17 16 26 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 131,618
COMMITMENTS
38,940 14,834 4,429 40,503 87,066 83,872 106,329 47,746 25,289
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -15,181)
-17,741 -1,603 -1,063 7,135 -17,021 -11,669 -19,688 -3,511 4,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 11.3 3.4 30.8 66.2 63.7 80.8 36.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
27 19 13 28 31 65 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 61,664
COMMITMENTS
15,060 9,610 2,639 18,513 29,700 36,211 41,949 25,452 19,715
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -7,167)
-10,752 -4,317 -2,005 6,051 246 -6,706 -6,076 -461 -1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 15.6 4.3 30.0 48.2 58.7 68.0 41.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 15 5 15 14 32 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 117,845
COMMITMENTS
56,912 15,619 2,113 50,510 92,781 109,535 110,513 8,310 7,332
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -12,395)
-39,245 7,946 1,881 24,386 -27,145 -12,978 -17,318 583 4,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 13.3 1.8 42.9 78.7 92.9 93.8 7.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
38 25 4 21 18 63 44
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 111,016
COMMITMENTS
41,052 40,954 2,011 39,176 45,548 82,238 88,512 28,778 22,504
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,227)
-1,630 2,696 -1,023 3,340 221 687 1,895 540 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 36.9 1.8 35.3 41.0 74.1 79.7 25.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
30 20 8 23 28 56 53
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 132,679
COMMITMENTS
53,860 11,951 5,007 38,702 86,939 97,569 103,898 35,109 28,781
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -33,589)
-25,109 -7,990 -3,169 -783 -14,259 -29,061 -25,419 -4,528 -8,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 9.0 3.8 29.2 65.5 73.5 78.3 26.5 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
27 24 14 25 25 59 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 223,641
COMMITMENTS
49,266 57,077 27,870 95,370 89,348 172,506 174,295 51,135 49,346
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -14,300)
-7,414 1,376 -4,016 -2,702 -12,763 -14,132 -15,404 -168 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 25.5 12.5 42.6 40.0 77.1 77.9 22.9 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
38 63 48 53 59 121 140
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,943
COMMITMENTS
21,588 1,161 133 2,937 25,502 24,658 26,796 4,285 2,147
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -4,845)
-4,220 -521 0 397 -5,135 -3,823 -5,656 -1,022 811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.6 4.0 0.5 10.1 88.1 85.2 92.6 14.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 6 1 5 10 26 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,468,944
COMMITMENTS
1239109 671,651 7089231 9160630 9634451 17488970 17395332 979,975 1073612
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 602,507)
62,081 -28,139 698,185 -153,010 -61,403 607,257 608,644 -4,750 -6,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 3.6 38.4 49.6 52.2 94.7 94.2 5.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
61 67 113 156 160 285 284
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,352,378
COMMITMENTS
74,185 114,737 176,304 907,765 886,244 1158254 1177284 194,123 175,094
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 300,665)
-12,569 28,869 85,140 193,739 140,089 266,311 254,098 34,354 46,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.5 13.0 67.1 65.5 85.6 87.1 14.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
117 144 127 264 268 449 473
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 544,361
COMMITMENTS
19,527 68,715 71,985 323,557 341,393 415,069 482,093 129,292 62,268
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 129,553)
997 33,806 25,895 75,792 56,731 102,684 116,432 26,869 13,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 12.6 13.2 59.4 62.7 76.2 88.6 23.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
28 26 38 74 67 120 113
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 4,040,081
COMMITMENTS
516,708 473,524 278,177 2921040 2724253 3715924 3475954 324,158 564,128
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 855,558)
109,301 152,449 119,095 589,737 416,789 818,134 688,333 37,424 167,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 11.7 6.9 72.3 67.4 92.0 86.0 8.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589)
113 129 110 236 250 402 437
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,467
COMMITMENTS
15,736 4,928 0 85,109 95,889 100,845 100,817 6,622 6,650
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,093)
4,668 197 -1,353 100 1,714 3,415 558 -2,322 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 4.6 0.0 79.2 89.2 93.8 93.8 6.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
10 5 0 53 38 63 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 85,157
COMMITMENTS
13,547 4,788 3,006 59,799 70,795 76,352 78,589 8,805 6,568
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -6,745)
-5,896 -920 -2,606 2,328 -3,856 -6,173 -7,382 -572 637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 5.6 3.5 70.2 83.1 89.7 92.3 10.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
51 19 19 82 92 139 125
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,441
COMMITMENTS
501 2,624 0 10,767 10,989 11,269 13,614 4,172 1,827
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -2,873)
-3,425 178 -8 429 -2,943 -3,004 -2,773 131 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 17.0 0.0 69.7 71.2 73.0 88.2 27.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 1 7 8 10 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 348,584
COMMITMENTS
72,124 17,715 8,134 245,159 299,029 325,417 324,879 23,166 23,705
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -19,361)
-27,495 -20,632 2,151 9,497 -4,567 -15,847 -23,047 -3,515 3,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 5.1 2.3 70.3 85.8 93.4 93.2 6.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
50 18 16 80 90 135 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,967
COMMITMENTS
40,696 13,640 3,394 40,473 73,890 84,563 90,924 29,404 23,043
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -27,537)
-50,374 -2,092 409 29,312 -31,925 -20,654 -33,608 -6,883 6,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 12.0 3.0 35.5 64.8 74.2 79.8 25.8 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
27 16 12 18 19 50 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,783
COMMITMENTS
6,467 11,055 0 17,158 12,466 23,625 23,521 7,158 7,262
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -5,205)
-3,162 -3,097 0 -2,321 -2,010 -5,483 -5,107 278 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 35.9 0.0 55.7 40.5 76.7 76.4 23.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 11 0 17 14 28 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 72,198
COMMITMENTS
21,798 4,696 865 15,120 57,723 37,783 63,284 34,415 8,914
CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 11,924)
-45 -253 -169 -4,443 10,311 -4,657 9,889 16,581 2,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 6.5 1.2 20.9 80.0 52.3 87.7 47.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 7 2 17 31 37 39
Updated August 12, 2011