BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,559
COMMITMENTS
0 127 168 4,511 4,989 4,679 5,284 880 276
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 527)
-2 -0 9 412 566 420 575 107 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 3.0 81.1 89.7 84.2 95.0 15.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 4 2 16 13 18 17
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,186
COMMITMENTS
5,261 3,232 9,748 22,687 24,762 37,696 37,741 7,490 7,444
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 605)
-342 311 148 756 355 562 814 44 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 7.2 21.6 50.2 54.8 83.4 83.5 16.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
22 11 20 38 34 65 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,459
COMMITMENTS
66,892 26,810 86,359 94,028 117,308 247,280 230,478 23,179 39,981
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 8,485)
4,401 -867 5,967 -1,796 2,429 8,572 7,529 -87 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 9.9 31.9 34.8 43.4 91.4 85.2 8.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
100 79 108 64 79 227 213
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 400,124
COMMITMENTS
97,003 52,748 125,055 149,454 166,564 371,512 344,367 28,612 55,757
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 2,696)
3,551 -4,983 2,587 -4,903 5,480 1,235 3,084 1,461 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 13.2 31.3 37.4 41.6 92.8 86.1 7.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
124 97 146 109 151 297 343
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,605
COMMITMENTS
3,708 3,009 1,019 2,048 3,297 6,775 7,326 1,830 1,279
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -600)
-291 43 -404 -108 -240 -803 -601 203 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 35.0 11.8 23.8 38.3 78.7 85.1 21.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
37 20 17 17 24 65 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,230
COMMITMENTS
8,225 7,975 16,051 15,809 6,815 40,086 30,841 10,144 19,389
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 932)
432 -39 717 -345 484 804 1,162 128 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 15.9 32.0 31.5 13.6 79.8 61.4 20.2 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
40 47 54 69 53 134 136
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,558
COMMITMENTS
124 2,442 448 7,145 5,299 7,717 8,188 842 370
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 14)
-3 13 -15 30 13 12 11 2 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 28.5 5.2 83.5 61.9 90.2 95.7 9.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 8 8 11 13 20 23
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 103,664
COMMITMENTS
4,294 5,562 4,885 94,224 92,741 103,403 103,188 261 476
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -252)
0 -487 11 -263 366 -252 -110 0 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 5.4 4.7 90.9 89.5 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 4 3 15 15 18 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 115,007
COMMITMENTS
29,402 17,281 7,022 43,769 65,691 80,194 89,995 34,814 25,012
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -7,416)
86 -14,046 2,113 -14,442 9,102 -12,244 -2,831 4,828 -4,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 15.0 6.1 38.1 57.1 69.7 78.3 30.3 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
26 25 17 24 28 62 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 60,800
COMMITMENTS
5,429 24,110 377 46,071 11,821 51,877 36,307 8,923 24,493
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -4,813)
327 -6,937 377 -4,688 3,390 -3,984 -3,170 -829 -1,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 39.7 0.6 75.8 19.4 85.3 59.7 14.7 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 14 2 12 11 20 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 170,977
COMMITMENTS
69,542 21,986 1,463 95,869 143,789 166,874 167,238 4,103 3,739
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 6,380)
3,557 5,663 488 2,014 932 6,059 7,083 321 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 12.9 0.9 56.1 84.1 97.6 97.8 2.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
35 26 11 14 21 54 54
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 117,255
COMMITMENTS
30,595 32,648 4,380 64,321 51,488 99,297 88,516 17,958 28,738
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -5,018)
1,515 848 297 -8,059 -3,946 -6,248 -2,802 1,230 -2,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 27.8 3.7 54.9 43.9 84.7 75.5 15.3 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
17 34 15 28 28 55 67
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 154,598
COMMITMENTS
55,055 22,313 4,806 69,418 90,302 129,279 117,421 25,319 37,177
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 5,886)
3,392 -4,154 712 -818 7,865 3,285 4,422 2,601 1,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 14.4 3.1 44.9 58.4 83.6 76.0 16.4 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
29 33 16 21 26 59 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 371,166
COMMITMENTS
40,241 182,878 38,657 253,431 75,709 332,330 297,244 38,836 73,922
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -19,530)
-964 -16,138 -1,368 -15,490 1,718 -17,822 -15,788 -1,708 -3,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 49.3 10.4 68.3 20.4 89.5 80.1 10.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
43 99 58 56 55 139 172
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 16,507
COMMITMENTS
13,053 13,939 125 2,843 1,688 16,021 15,752 486 755
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 114)
81 8 49 -64 102 66 159 48 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.1 84.4 0.8 17.2 10.2 97.1 95.4 2.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 2 9 6 16 12
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,967
COMMITMENTS
13,659 3,312 186 7,151 19,684 20,996 23,182 3,971 1,785
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,761)
1,956 -612 52 -1,231 2,645 777 2,085 984 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 13.3 0.7 28.6 78.8 84.1 92.9 15.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
19 14 2 6 8 26 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,310,074
COMMITMENTS
1383727 487,151 4322241 5700840 6573788 11406808 11383180 903,266 926,894
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -22,149)
31,143 -51,069 3,567 -25,941 95,017 8,769 47,516 -30,918 -69,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 4.0 35.1 46.3 53.4 92.7 92.5 7.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
69 48 86 138 138 253 232
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 917,317
COMMITMENTS
70,755 79,427 59,405 628,886 646,308 759,047 785,141 158,270 132,176
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -30,516)
9,911 -7,574 -9,434 -25,764 -8,289 -25,287 -25,297 -5,229 -5,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.7 6.5 68.6 70.5 82.7 85.6 17.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
118 120 110 249 246 430 415
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 304,348
COMMITMENTS
8,429 6,689 25,007 193,976 192,972 227,412 224,668 76,936 79,680
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -11,980)
-1,219 -5,839 -1,930 -10,968 3,671 -14,117 -4,098 2,137 -7,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.2 8.2 63.7 63.4 74.7 73.8 25.3 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
14 12 22 72 57 98 80
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,064,847
COMMITMENTS
340,601 392,655 143,025 2174550 2266684 2658176 2802364 406,671 262,483
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -92,681)
16,923 -47,402 1,206 -73,982 -59,798 -55,853 -105,994 -36,829 13,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 12.8 4.7 71.0 74.0 86.7 91.4 13.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550)
113 116 100 222 229 392 388
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 104,091
COMMITMENTS
9,861 2,319 0 84,590 97,512 94,451 99,831 9,640 4,260
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -1,576)
490 -1,415 -789 -2,681 1,492 -2,980 -712 1,404 -864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 2.2 0.0 81.3 93.7 90.7 95.9 9.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
10 2 0 50 35 60 37
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,097
COMMITMENTS
20,331 4,392 448 48,632 67,176 69,412 72,016 5,685 3,081
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -7,329)
4,838 158 -3,083 -5,710 -2,868 -3,954 -5,792 -3,375 -1,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 5.8 0.6 64.8 89.5 92.4 95.9 7.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
73 22 12 64 85 139 117
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 375,485
COMMITMENTS
101,657 21,962 2,241 243,162 335,879 347,060 360,081 28,425 15,404
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 15,811)
17,455 -3,195 -2,203 -84 24,771 15,169 19,373 643 -3,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 5.8 0.6 64.8 89.5 92.4 95.9 7.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
73 22 12 64 85 139 117
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 161,584
COMMITMENTS
79,194 41,880 8,676 45,015 86,917 132,885 137,473 28,699 24,111
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 17,298)
12,970 1,470 3,094 -3,439 13,486 12,626 18,051 4,672 -753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 25.9 5.4 27.9 53.8 82.2 85.1 17.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
24 42 19 25 27 64 73
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,261
COMMITMENTS
4,374 11,133 2 20,155 5,418 24,531 16,553 6,730 14,708
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 2,226)
1,461 1,555 1 414 178 1,876 1,734 350 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 35.6 0.0 64.5 17.3 78.5 53.0 21.5 47.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 5 1 19 7 27 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,766
COMMITMENTS
10,531 5,947 656 34,058 13,930 45,245 20,533 5,521 30,233
CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 5,352)
943 -80 90 3,051 -72 4,084 -62 1,268 5,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 11.7 1.3 67.1 27.4 89.1 40.4 10.9 59.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 7 2 22 15 34 23
Updated August 3, 2012