BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,538
COMMITMENTS
76 119 116 4,675 4,921 4,866 5,156 671 382
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 164)
4 -10 22 35 150 60 161 104 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.1 2.1 84.4 88.9 87.9 93.1 12.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 16 12 19 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,124
COMMITMENTS
5,858 3,217 9,405 21,354 20,727 36,617 33,348 5,507 8,776
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 407)
34 222 37 156 401 227 660 181 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 7.6 22.3 50.7 49.2 86.9 79.2 13.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
19 10 22 37 33 64 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,600
COMMITMENTS
70,414 35,513 88,897 106,321 125,732 265,633 250,142 30,967 46,458
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -37,083)
5,178 -2,542 -33,211 -8,622 -1,293 -36,655 -37,047 -428 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 12.0 30.0 35.8 42.4 89.6 84.3 10.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
117 81 124 77 86 254 247
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 400,683
COMMITMENTS
105,945 49,331 101,548 159,589 188,549 367,082 339,428 33,601 61,255
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 725)
-2,955 7,204 -1,625 1,547 -3,485 -3,033 2,093 3,758 -1,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 12.3 25.3 39.8 47.1 91.6 84.7 8.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
113 108 141 103 147 283 344
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,097
COMMITMENTS
2,695 3,184 953 2,769 2,470 6,418 6,607 1,679 1,490
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -498)
-634 568 -375 550 -1,021 -459 -829 -39 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 39.3 11.8 34.2 30.5 79.3 81.6 20.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
25 18 13 25 20 54 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,058
COMMITMENTS
12,157 5,407 10,739 11,915 9,704 34,811 25,850 9,247 18,207
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -2,972)
-3,010 -82 -600 -149 -683 -3,758 -1,366 787 -1,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 12.3 24.4 27.0 22.0 79.0 58.7 21.0 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
55 32 46 52 76 126 138
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,935
COMMITMENTS
179 4,055 273 8,564 5,214 9,015 9,542 920 393
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 76)
-4 43 -29 110 70 78 84 -1 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 40.8 2.7 86.2 52.5 90.7 96.0 9.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 13 11 15 14 26 28
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,540
COMMITMENTS
5,001 6,375 4,874 92,474 90,715 102,349 101,964 191 576
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -3,552)
-1,255 575 -290 -2,016 -3,987 -3,561 -3,702 9 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.2 4.8 90.2 88.5 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 2 16 15 19 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,823
COMMITMENTS
26,831 17,743 12,865 72,507 84,940 112,202 115,548 31,620 28,275
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -2,600)
-3,893 -2,433 355 2,265 1,844 -1,273 -234 -1,327 -2,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 12.3 8.9 50.4 59.1 78.0 80.3 22.0 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
27 26 20 24 28 63 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,853
COMMITMENTS
24,108 31,115 0 24,576 2,270 48,684 33,385 8,168 23,468
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -36,174)
18,888 -7,334 -18,496 -36,336 -5,583 -35,944 -31,413 -230 -4,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 54.7 0.0 43.2 4.0 85.6 58.7 14.4 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 15 0 10 6 17 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 109,795
COMMITMENTS
22,801 37,475 594 83,913 64,829 107,308 102,898 2,487 6,897
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -88,821)
3,375 -3,955 -9,782 -82,241 -74,238 -88,648 -87,975 -173 -846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 34.1 0.5 76.4 59.0 97.7 93.7 2.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
20 42 4 17 23 38 68
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 128,788
COMMITMENTS
32,567 49,003 4,092 74,001 45,370 110,660 98,466 18,128 30,322
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -57,477)
4,287 -2,090 -1,656 -60,649 -51,213 -58,019 -54,960 542 -2,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 38.0 3.2 57.5 35.2 85.9 76.5 14.1 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
15 34 11 26 25 48 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 133,033
COMMITMENTS
44,809 28,936 3,901 65,127 64,984 113,837 97,820 19,196 35,212
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -49,784)
6,771 3,683 -4,502 -51,645 -46,482 -49,376 -47,301 -408 -2,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 21.8 2.9 49.0 48.8 85.6 73.5 14.4 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
21 29 12 20 23 47 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 361,083
COMMITMENTS
56,047 195,686 33,673 234,982 59,061 324,701 288,419 36,381 72,663
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -115,377)
14,826 -40,586 -34,360 -95,274 -36,270 -114,808 -111,216 -568 -4,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 54.2 9.3 65.1 16.4 89.9 79.9 10.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
40 85 50 46 49 122 148
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 21,484
COMMITMENTS
14,870 14,900 257 5,922 5,572 21,049 20,729 435 755
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 740)
330 -87 86 452 768 868 767 -128 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 69.4 1.2 27.6 25.9 98.0 96.5 2.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 2 8 4 15 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 12,612
COMMITMENTS
3,564 5,777 149 6,587 4,245 10,300 10,171 2,312 2,441
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -14,873)
-3,076 -4,748 -479 -11,808 -8,619 -15,363 -13,846 490 -1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 45.8 1.2 52.2 33.7 81.7 80.6 18.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 15 1 4 6 14 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,817,112
COMMITMENTS
1015717 681,403 4013402 5917872 6138529 10946991 10833334 870,121 983,778
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -2,326,535)
192,523 -111,097 -1327062 -1201436 -845,643 -2335976 -2283802 9,441 -42,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 5.8 34.0 50.1 51.9 92.6 91.7 7.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
47 52 82 134 136 233 226
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 877,801
COMMITMENTS
62,171 87,637 58,258 606,942 602,478 727,372 748,373 150,429 129,428
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -327,903)
-3,694 -12,455 -36,202 -243,973 -239,079 -283,870 -287,736 -44,034 -40,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 10.0 6.6 69.1 68.6 82.9 85.3 17.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
98 111 97 245 252 400 405
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 297,900
COMMITMENTS
6,808 8,121 30,684 189,051 181,857 226,543 220,662 71,356 77,238
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -134,493)
-7,811 -1,083 -12,737 -102,238 -84,085 -122,786 -97,905 -11,707 -36,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 2.7 10.3 63.5 61.0 76.0 74.1 24.0 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
13 15 26 69 56 98 83
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,899,508
COMMITMENTS
286,562 407,326 128,126 2089454 2103106 2504143 2638558 395,365 260,950
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -967,052)
-20,213 -97,656 -76,532 -708,676 -774,971 -805,421 -949,159 -161,631 -17,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 14.0 4.4 72.1 72.5 86.4 91.0 13.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
92 105 86 216 232 357 374
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 95,425
COMMITMENTS
9,645 5,249 234 77,180 86,002 87,059 91,485 8,366 3,940
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -19,248)
1,278 -1,813 52 -20,765 -17,443 -19,435 -19,204 187 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 5.5 0.2 80.9 90.1 91.2 95.9 8.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
7 6 3 54 32 63 39
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,168
COMMITMENTS
15,702 4,775 412 45,341 58,961 61,455 64,148 5,712 3,019
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -49,995)
1,769 -5,911 -4,946 -40,045 -33,586 -43,222 -44,444 -6,773 -5,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 7.1 0.6 67.5 87.8 91.5 95.5 8.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
58 24 13 59 86 123 117
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 335,838
COMMITMENTS
78,511 23,874 2,062 226,704 294,805 307,277 320,741 28,560 15,097
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -134,998)
2,228 -32,649 -8,668 -113,729 -70,172 -120,168 -111,488 -14,830 -23,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 7.1 0.6 67.5 87.8 91.5 95.5 8.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
58 24 13 59 86 123 117
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,279
COMMITMENTS
41,751 43,816 4,790 78,979 66,708 125,520 115,313 16,759 26,966
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -63,363)
20,639 -22,545 -12,556 -72,518 -24,961 -64,435 -60,062 1,073 -3,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 30.8 3.4 55.5 46.9 88.2 81.0 11.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 28 13 23 24 53 58
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,364
COMMITMENTS
3,247 10,576 0 18,108 5,085 21,355 15,661 7,009 12,703
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 560)
610 -53 0 -96 14 514 -39 46 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 37.3 0.0 63.8 17.9 75.3 55.2 24.7 44.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 6 0 18 5 25 11
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,398
COMMITMENTS
10,985 7,593 429 23,593 12,413 35,007 20,435 4,391 18,963
CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: 1,699)
79 -689 245 1,674 4,554 1,998 4,110 -299 -2,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 19.3 1.1 59.9 31.5 88.9 51.9 11.1 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 7 1 22 16 34 24
Updated June 22, 2012