BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,937
COMMITMENTS
11 116 138 4,065 4,371 4,214 4,625 722 311
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 116)
-11 67 54 50 81 93 202 23 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.3 2.8 82.3 88.6 85.4 93.7 14.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 14 11 16 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,323
COMMITMENTS
5,540 2,343 9,397 20,522 22,950 35,459 34,690 6,864 7,632
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,796)
977 -236 1,708 1,567 3,106 4,252 4,578 544 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 5.5 22.2 48.5 54.2 83.8 82.0 16.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
23 12 20 37 33 66 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 277,021
COMMITMENTS
70,607 30,932 82,215 97,804 122,391 250,625 235,538 26,396 41,484
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -16,590)
-2,141 7,385 -5,446 -5,642 -14,465 -13,229 -12,525 -3,361 -4,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 11.2 29.7 35.3 44.2 90.5 85.0 9.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
105 71 101 70 83 226 213
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 398,940
COMMITMENTS
93,751 52,471 117,679 157,376 170,475 368,806 340,625 30,135 58,316
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 6,395)
-5,523 2,012 7,050 5,049 -5,620 6,575 3,442 -180 2,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 13.2 29.5 39.4 42.7 92.4 85.4 7.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
113 100 134 112 151 286 335
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,723
COMMITMENTS
3,610 2,744 919 1,891 2,721 6,420 6,384 1,303 1,339
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 411)
242 26 266 -68 150 439 442 -28 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 35.5 11.9 24.5 35.2 83.1 82.7 16.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
35 19 13 16 24 59 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,520
COMMITMENTS
8,659 7,601 16,519 16,107 7,050 41,285 31,170 10,235 20,350
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 3,933)
-1,016 -204 3,322 1,798 -471 4,104 2,647 -171 1,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 14.8 32.1 31.3 13.7 80.1 60.5 19.9 39.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
50 50 59 69 55 144 144
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,464
COMMITMENTS
177 2,472 378 7,076 5,279 7,631 8,129 833 336
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 218)
52 -124 71 64 328 187 275 30 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 29.2 4.5 83.6 62.4 90.2 96.0 9.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 7 9 12 13 21 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 105,123
COMMITMENTS
4,294 6,482 4,874 95,737 93,042 104,905 104,398 218 725
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -114)
0 126 0 -94 -222 -94 -96 -20 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.2 4.6 91.1 88.5 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 2 15 15 17 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 113,687
COMMITMENTS
23,115 24,728 4,453 55,209 54,802 82,776 83,982 30,911 29,705
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,571)
-1,461 4,743 692 5,240 -541 4,470 4,893 100 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 21.8 3.9 48.6 48.2 72.8 73.9 27.2 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 24 15 23 22 52 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 63,746
COMMITMENTS
6,209 29,299 0 48,292 8,453 54,501 37,752 9,244 25,994
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,752)
394 5,900 0 4,480 -324 4,874 5,576 -122 -824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 46.0 0.0 75.8 13.3 85.5 59.2 14.5 40.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 19 0 11 8 19 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 159,971
COMMITMENTS
60,772 25,783 806 94,067 129,183 155,645 155,772 4,326 4,199
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 17,502)
12,205 2,438 -322 5,065 15,430 16,948 17,546 554 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 16.1 0.5 58.8 80.8 97.3 97.4 2.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
37 27 7 13 23 52 56
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 122,439
COMMITMENTS
33,565 40,902 3,433 67,646 46,010 104,644 90,345 17,795 32,094
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -342)
479 534 514 -145 -625 848 423 -1,190 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 33.4 2.8 55.2 37.6 85.5 73.8 14.5 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
14 37 15 28 27 53 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 129,479
COMMITMENTS
36,485 24,782 3,478 70,799 63,476 110,762 91,735 18,717 37,743
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 6,469)
3,709 1,684 122 1,238 4,852 5,069 6,659 1,400 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 19.1 2.7 54.7 49.0 85.5 70.8 14.5 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 35 14 22 25 53 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 371,186
COMMITMENTS
32,827 200,722 30,336 267,664 62,643 330,827 293,701 40,359 77,485
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -4,001)
-6,298 -5,359 -409 3,876 3,463 -2,830 -2,305 -1,171 -1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 54.1 8.2 72.1 16.9 89.1 79.1 10.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
36 89 42 55 52 118 156
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 16,330
COMMITMENTS
12,965 13,907 72 2,895 1,541 15,932 15,520 398 810
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -1,146)
-1,604 -1,198 -3 453 -8 -1,154 -1,209 8 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.4 85.2 0.4 17.7 9.4 97.6 95.0 2.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 5 2 8 5 14 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,328
COMMITMENTS
10,986 4,047 134 8,749 17,052 19,869 21,233 3,459 2,095
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 972)
-448 -1,796 0 1,692 2,281 1,244 485 -272 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.1 17.3 0.6 37.5 73.1 85.2 91.0 14.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 13 1 4 10 20 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,064,154
COMMITMENTS
1271577 491,263 4162168 5649814 6363511 11083558 11016942 980,595 1047212
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -176,386)
88,281 -29,711 -269,018 -62,035 81,492 -242,772 -217,236 66,386 40,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 4.1 34.5 46.8 52.7 91.9 91.3 8.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
60 47 80 134 134 239 222
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 947,233
COMMITMENTS
64,972 87,481 67,021 650,897 655,344 782,889 809,846 164,343 137,387
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 5,078)
-2,044 -10,006 -1,881 4,539 12,864 614 977 4,465 4,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 9.2 7.1 68.7 69.2 82.7 85.5 17.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
108 130 116 251 253 432 427
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 313,028
COMMITMENTS
8,459 7,001 27,265 203,032 192,152 238,756 226,418 74,273 86,611
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 2,207)
199 -2,371 -1,402 2,019 2,413 816 -1,360 1,391 3,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 2.2 8.7 64.9 61.4 76.3 72.3 23.7 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
12 22 31 73 59 107 91
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,171,020
COMMITMENTS
311,705 431,540 169,640 2239322 2315960 2720668 2917140 450,353 253,880
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 14,355)
-22,349 -49,309 8,739 12,598 52,253 -1,012 11,684 15,367 2,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 13.6 5.3 70.6 73.0 85.8 92.0 14.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548)
103 121 101 224 234 389 394
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,750
COMMITMENTS
11,979 5,957 93 86,244 97,334 98,316 103,384 9,433 4,365
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 2,610)
481 294 -876 1,756 3,121 1,361 2,539 1,249 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 5.5 0.1 80.0 90.3 91.2 95.9 8.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
12 7 1 52 36 65 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,332
COMMITMENTS
13,004 4,219 640 49,752 61,820 63,397 66,679 5,935 2,653
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -1,841)
-1,994 -1,083 -208 106 -214 -2,097 -1,505 256 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 6.1 0.9 71.8 89.2 91.4 96.2 8.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
59 25 16 68 89 133 124
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 346,658
COMMITMENTS
65,021 21,093 3,200 248,762 309,100 316,983 333,393 29,675 13,265
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -9,205)
-9,972 -5,416 -1,041 529 -1,068 -10,484 -7,525 1,278 -1,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 6.1 0.9 71.8 89.2 91.4 96.2 8.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
59 25 16 68 89 133 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 133,344
COMMITMENTS
50,612 36,946 4,123 56,342 66,109 111,077 107,178 22,267 26,166
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 2,577)
-3,922 1,534 254 3,367 352 -301 2,140 2,878 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 27.7 3.1 42.3 49.6 83.3 80.4 16.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 34 14 21 24 48 62
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,531
COMMITMENTS
2,607 9,829 0 20,676 5,415 23,283 15,244 6,248 14,287
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -149)
-6 265 0 -380 176 -386 441 237 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 33.3 0.0 70.0 18.3 78.8 51.6 21.2 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 6 0 18 7 24 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,945
COMMITMENTS
10,882 5,888 947 28,071 13,141 39,900 19,976 5,045 24,969
CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 3,878)
78 390 -104 3,514 1,343 3,488 1,629 390 2,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 13.1 2.1 62.5 29.2 88.8 44.4 11.2 55.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 7 2 21 16 36 24
Updated July 20, 2012