BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,032
COMMITMENTS
2 127 159 4,099 4,423 4,260 4,708 773 324
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 96)
-9 11 21 34 51 45 83 50 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 3.2 81.5 87.9 84.6 93.6 15.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 14 12 16 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,580
COMMITMENTS
5,603 2,921 9,600 21,931 24,407 37,134 36,928 7,446 7,652
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,257)
63 578 203 1,409 1,456 1,675 2,237 582 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 6.6 21.5 49.2 54.7 83.3 82.8 16.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
22 13 19 38 34 66 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,974
COMMITMENTS
62,491 27,677 80,392 95,824 114,879 238,708 222,948 23,266 39,025
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -15,048)
-8,115 -3,255 -1,822 -1,979 -7,512 -11,917 -12,589 -3,130 -2,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 10.6 30.7 36.6 43.9 91.1 85.1 8.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
98 73 102 70 80 220 212
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 397,429
COMMITMENTS
93,452 57,731 122,468 154,357 161,084 370,277 341,283 27,151 56,145
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -1,512)
-299 5,261 4,789 -3,018 -9,391 1,472 658 -2,984 -2,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 14.5 30.8 38.8 40.5 93.2 85.9 6.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
103 115 141 107 147 285 341
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,205
COMMITMENTS
3,999 2,966 1,423 2,156 3,537 7,578 7,926 1,627 1,279
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,482)
389 222 504 265 816 1,158 1,542 324 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 32.2 15.5 23.4 38.4 82.3 86.1 17.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
40 22 15 16 26 66 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,298
COMMITMENTS
7,793 8,014 15,334 16,154 6,331 39,281 29,679 10,017 19,619
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -2,222)
-866 414 -1,185 48 -720 -2,003 -1,491 -218 -731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 16.3 31.1 32.8 12.8 79.7 60.2 20.3 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
33 54 55 69 52 135 135
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,545
COMMITMENTS
127 2,429 463 7,115 5,286 7,705 8,177 840 367
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 80)
-50 -43 85 39 6 73 49 7 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 28.4 5.4 83.3 61.9 90.2 95.7 9.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 8 10 11 13 21 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 103,916
COMMITMENTS
4,294 6,049 4,874 94,487 92,375 103,655 103,298 261 618
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -1,207)
0 -433 0 -1,250 -667 -1,250 -1,100 43 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.8 4.7 90.9 88.9 99.7 99.4 0.3 0.6
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 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,423
COMMITMENTS
29,316 31,327 4,909 58,211 56,589 92,437 92,826 29,986 29,598
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 8,736)
6,202 6,599 457 3,003 1,787 9,661 8,843 -925 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 25.6 4.0 47.5 46.2 75.5 75.8 24.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
25 25 16 25 25 58 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 65,613
COMMITMENTS
5,102 31,047 0 50,759 8,430 55,861 39,477 9,752 26,136
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 1,867)
-1,107 1,748 0 2,467 -23 1,360 1,725 507 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 47.3 0.0 77.4 12.8 85.1 60.2 14.9 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 16 0 12 9 18 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 164,597
COMMITMENTS
65,985 16,323 975 93,855 142,857 160,815 160,155 3,782 4,442
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 4,626)
5,213 -9,460 169 -212 13,674 5,170 4,383 -544 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 9.9 0.6 57.0 86.8 97.7 97.3 2.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
35 20 8 16 22 55 47
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 122,273
COMMITMENTS
29,080 31,800 4,083 72,381 55,434 105,545 91,318 16,728 30,955
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -166)
-4,485 -9,102 651 4,735 9,424 901 973 -1,067 -1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 26.0 3.3 59.2 45.3 86.3 74.7 13.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
15 31 16 27 31 52 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 148,712
COMMITMENTS
51,663 26,467 4,094 70,236 82,437 125,994 112,999 22,718 35,714
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 19,234)
15,179 1,685 617 -563 18,962 15,232 21,263 4,002 -2,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 17.8 2.8 47.2 55.4 84.7 76.0 15.3 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
27 33 13 21 26 56 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 390,696
COMMITMENTS
41,205 199,016 40,025 268,921 73,991 350,152 313,032 40,544 77,664
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 19,510)
8,378 -1,706 9,690 1,258 11,347 19,325 19,331 185 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 50.9 10.2 68.8 18.9 89.6 80.1 10.4 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
50 91 50 57 54 135 167
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 16,393
COMMITMENTS
12,972 13,931 76 2,907 1,586 15,955 15,593 438 800
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 63)
7 24 4 12 45 23 73 40 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.1 85.0 0.5 17.7 9.7 97.3 95.1 2.7 4.9
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 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,206
COMMITMENTS
11,703 3,924 134 8,382 17,039 20,219 21,097 2,987 2,109
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -122)
717 -123 0 -367 -13 350 -136 -472 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 16.9 0.6 36.1 73.4 87.1 90.9 12.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 16 1 7 9 21 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,332,223
COMMITMENTS
1352583 538,219 4318674 5726781 6478771 11398039 11335664 934,184 996,558
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 268,069)
81,006 46,956 156,506 76,968 115,260 314,480 318,723 -46,411 -50,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.4 35.0 46.4 52.5 92.4 91.9 7.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
59 50 84 137 137 246 228
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 947,833
COMMITMENTS
60,845 87,001 68,840 654,650 654,597 784,335 810,438 163,499 137,395
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 601)
-4,127 -480 1,818 3,754 -747 1,445 592 -845 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 9.2 7.3 69.1 69.1 82.8 85.5 17.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
100 122 100 243 249 400 416
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 316,327
COMMITMENTS
9,648 12,529 26,937 204,944 189,301 241,529 228,766 74,799 87,561
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 3,299)
1,189 5,528 -329 1,912 -2,851 2,773 2,348 526 950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.0 8.5 64.8 59.8 76.4 72.3 23.6 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
15 11 19 69 55 92 78
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,157,529
COMMITMENTS
323,678 440,057 141,819 2248531 2326482 2714028 2908358 443,500 249,170
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -13,492)
11,973 8,518 -27,821 9,209 10,522 -6,639 -8,782 -6,852 -4,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 13.9 4.5 71.2 73.7 86.0 92.1 14.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
94 118 89 220 233 366 388
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,667
COMMITMENTS
9,371 3,734 789 87,271 96,020 97,431 100,543 8,236 5,124
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -2,083)
-2,608 -2,223 696 1,027 -1,314 -885 -2,841 -1,198 758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 3.5 0.7 82.6 90.9 92.2 95.2 7.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
12 5 2 52 34 65 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 82,426
COMMITMENTS
15,493 4,234 3,531 54,342 70,044 73,366 77,809 9,060 4,618
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 13,095)
2,489 16 2,891 4,590 8,224 9,970 11,130 3,125 1,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 5.1 4.3 65.9 85.0 89.0 94.4 11.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
60 26 25 73 90 142 133
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 10,492
COMMITMENTS
1,295 1,845 0 5,693 7,822 6,988 9,667 3,504 825
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 17.6 0.0 54.3 74.6 66.6 92.1 33.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 0 10 5 12 8
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 359,674
COMMITMENTS
84,203 25,157 4,443 243,246 311,108 331,892 340,709 27,783 18,966
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 13,016)
19,182 4,064 1,243 -5,516 2,008 14,909 7,315 -1,893 5,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 7.0 1.2 67.6 86.5 92.3 94.7 7.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
60 27 21 67 88 134 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 144,286
COMMITMENTS
66,224 40,410 5,582 48,454 73,431 120,260 119,423 24,027 24,864
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 10,942)
15,612 3,464 1,459 -7,888 7,322 9,183 12,244 1,759 -1,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 28.0 3.9 33.6 50.9 83.3 82.8 16.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
22 40 18 25 26 59 72
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,035
COMMITMENTS
2,913 9,578 1 19,741 5,240 22,655 14,819 6,380 14,216
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -496)
306 -251 1 -935 -175 -628 -425 132 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 33.0 0.0 68.0 18.0 78.0 51.0 22.0 49.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 5 1 19 6 26 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,414
COMMITMENTS
9,588 6,027 566 31,007 14,002 41,161 20,595 4,253 24,819
CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 469)
-1,294 139 -381 2,936 861 1,261 619 -792 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 13.3 1.2 68.3 30.8 90.6 45.3 9.4 54.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 10 2 24 17 36 28
Updated July 27, 2012