BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,489
COMMITMENTS
301 1,020 1 2,409 2,177 2,711 3,198 778 291
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 71)
-7 27 -1 56 36 48 62 23 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 29.2 0.0 69.0 62.4 77.7 91.7 22.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 10 10 13 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,030
COMMITMENTS
5,551 5,118 1,088 21,776 23,446 28,415 29,652 5,615 4,378
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 837)
-23 350 38 528 393 543 781 294 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 15.0 3.2 64.0 68.9 83.5 87.1 16.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
19 10 16 34 30 61 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,530
COMMITMENTS
49,699 60,809 38,314 109,580 88,310 197,593 187,433 19,937 30,097
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -7,172)
704 1,441 -5,843 81 -1,733 -5,058 -6,135 -2,114 -1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 28.0 17.6 50.4 40.6 90.8 86.2 9.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
75 81 93 50 67 176 209
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 326,651
COMMITMENTS
93,248 64,762 44,699 162,162 153,864 300,109 263,325 26,542 63,326
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -681)
-3,373 2,792 3,180 -86 -6,338 -279 -366 -402 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 19.8 13.7 49.6 47.1 91.9 80.6 8.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
85 113 114 83 148 243 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,183
COMMITMENTS
4,194 5,129 519 3,070 2,344 7,783 7,992 2,400 2,191
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -884)
-9 257 -552 -398 -525 -959 -820 75 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 50.4 5.1 30.1 23.0 76.4 78.5 23.6 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
34 32 10 14 20 51 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,335
COMMITMENTS
12,875 6,313 3,593 12,353 7,583 28,821 17,489 6,514 17,846
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 33)
34 -140 300 -106 -193 228 -33 -195 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 17.9 10.2 35.0 21.5 81.6 49.5 18.4 50.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
30 42 30 33 51 83 108
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 110,740
COMMITMENTS
13,803 0 369 95,496 109,625 109,668 109,994 1,072 746
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,580)
995 0 -35 428 1,443 1,388 1,408 192 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 0.0 0.3 86.2 99.0 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 0 1 17 15 24 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 142,172
COMMITMENTS
33,746 14,891 7,249 54,875 103,612 95,870 125,752 46,302 16,420
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 13,062)
1,115 -4,218 5,670 3,018 15,047 9,803 16,499 3,259 -3,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 10.5 5.1 38.6 72.9 67.4 88.5 32.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
37 8 4 26 26 63 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,048
COMMITMENTS
25,555 12,268 16 2,772 30,752 28,343 43,036 25,705 11,012
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -20,291)
-735 2,843 -780 -18,357 -20,123 -19,872 -18,060 -419 -2,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 22.7 0.0 5.1 56.9 52.4 79.6 47.6 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 7 2 5 12 26 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 110,231
COMMITMENTS
66,092 17,929 327 36,823 89,035 103,242 107,291 6,989 2,940
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -39,836)
-29,413 12,622 -2,123 -5,995 -50,178 -37,531 -39,679 -2,305 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.0 16.3 0.3 33.4 80.8 93.7 97.3 6.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
52 21 2 19 15 72 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 90,719
COMMITMENTS
36,684 25,458 1,062 25,098 43,918 62,844 70,438 27,875 20,281
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -22,922)
3,130 -9,846 356 -26,414 -14,765 -22,928 -24,255 6 1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 28.1 1.2 27.7 48.4 69.3 77.6 30.7 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
25 18 1 17 26 43 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 94,483
COMMITMENTS
38,618 13,850 266 27,559 47,182 66,443 61,298 28,040 33,185
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -11,716)
2,735 -4,402 133 -13,405 -6,243 -10,537 -10,512 -1,179 -1,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 14.7 0.3 29.2 49.9 70.3 64.9 29.7 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 21 2 17 21 48 43
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 190,373
COMMITMENTS
84,580 34,686 522 48,746 113,295 133,848 148,503 56,525 41,870
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -105,753)
-11,975 -10,033 -633 -85,097 -79,724 -97,705 -90,390 -8,048 -15,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 18.2 0.3 25.6 59.5 70.3 78.0 29.7 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
47 46 10 35 47 86 99
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 38,596
COMMITMENTS
30,165 27,209 4,900 2,107 6,316 37,172 38,425 1,424 171
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -2,625)
422 80 -80 -2,656 -2,462 -2,314 -2,462 -311 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.2 70.5 12.7 5.5 16.4 96.3 99.6 3.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 2 3 2 6 15 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,432
COMMITMENTS
23,520 4,302 0 3,507 26,051 27,027 30,353 4,405 1,079
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -5,795)
-53 -3,267 -146 -5,066 -2,055 -5,265 -5,468 -530 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.8 13.7 0.0 11.2 82.9 86.0 96.6 14.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 11 0 4 13 26 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,884,096
COMMITMENTS
1419861 931,948 1194454 6298897 6707304 8913212 8833706 970,884 1050390
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -623,852)
-93,096 -147,548 -58,367 -463,753 -447,828 -615,216 -653,743 -8,636 29,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 9.4 12.1 63.7 67.9 90.2 89.4 9.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
54 64 87 129 139 242 240
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,072,737
COMMITMENTS
81,652 101,328 72,440 699,129 716,213 853,221 889,981 219,516 182,757
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 123,820)
-4,046 -7,480 24,508 74,349 69,776 94,811 86,804 29,010 37,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 9.4 6.8 65.2 66.8 79.5 83.0 20.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
101 119 82 256 246 401 403
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 387,673
COMMITMENTS
18,499 51,699 15,680 200,857 245,427 235,036 312,806 152,637 74,867
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 40,570)
3,088 4,765 10,580 15,457 4,137 29,125 19,482 11,445 21,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 13.3 4.0 51.8 63.3 60.6 80.7 39.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
10 25 13 69 59 89 87
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,425,322
COMMITMENTS
499,928 432,308 99,637 2491362 2353928 3090927 2885873 334,395 539,449
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 416,251)
-24,032 -49,584 58,000 294,460 328,196 328,428 336,612 87,823 79,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 12.6 2.9 72.7 68.7 90.2 84.3 9.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526)
99 107 76 227 229 361 377
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 123,482
COMMITMENTS
7,514 6,943 1,284 104,297 109,007 113,095 117,234 10,387 6,248
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 11,802)
-212 -1,493 -61 10,981 10,902 10,708 9,348 1,094 2,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 5.6 1.0 84.5 88.3 91.6 94.9 8.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
8 6 2 54 42 63 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 100,551
COMMITMENTS
10,802 10,035 7,743 67,437 74,783 85,982 92,561 14,569 7,990
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 14,688)
-4,104 2,477 2,043 11,476 8,428 9,414 12,948 5,274 1,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 10.0 7.7 67.1 74.4 85.5 92.1 14.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
55 31 20 93 89 157 134
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,320
COMMITMENTS
540 4,870 26 14,632 12,969 15,198 17,865 5,122 2,455
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 2,605)
14 1,866 26 2,210 -105 2,250 1,787 355 818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 24.0 0.1 72.0 63.8 74.8 87.9 25.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 1 14 13 15 17
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 401,154
COMMITMENTS
75,932 50,448 13,962 264,027 309,069 353,921 373,479 47,233 27,675
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 60,417)
-11,334 12,314 826 46,329 42,664 35,821 55,804 24,596 4,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 12.6 3.5 65.8 77.0 88.2 93.1 11.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
56 31 18 88 87 152 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 115,119
COMMITMENTS
79,616 11,946 2 4,590 88,017 84,208 99,965 30,911 15,154
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -30,227)
1,069 -1,396 -145 -28,134 -24,562 -27,210 -26,103 -3,017 -4,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.2 10.4 0.0 4.0 76.5 73.1 86.8 26.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
29 14 1 8 21 37 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 27,641
COMMITMENTS
8,413 6,706 0 12,662 14,266 21,075 20,972 6,566 6,669
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -33,430)
-9,030 -530 -12,200 -9,576 -8,776 -30,806 -21,506 -2,624 -11,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 24.3 0.0 45.8 51.6 76.2 75.9 23.8 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 8 0 17 11 32 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,774
COMMITMENTS
8,871 3,463 388 26,233 18,247 35,492 22,098 5,282 18,676
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -41,053)
-3,183 -7,053 -10,822 -9,649 -17,321 -23,654 -35,196 -17,399 -5,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 8.5 1.0 64.3 44.8 87.0 54.2 13.0 45.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 8 2 24 21 36 30
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 21,786
COMMITMENTS
853 413 0 16,846 19,477 17,699 19,890 4,087 1,896
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -8,874)
-1,687 -554 -332 -6,596 -8,265 -8,615 -9,151 -259 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 1.9 0.0 77.3 89.4 81.2 91.3 18.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 0 17 19 20 20
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 06/14/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 28,269
COMMITMENTS
6,096 1,309 0 16,449 24,957 22,545 26,266 5,724 2,003
CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -10,531)
-3,778 -1,149 -189 -4,435 -8,847 -8,402 -10,185 -2,129 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 4.6 0.0 58.2 88.3 79.8 92.9 20.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 3 0 16 15 25 18
Updated Jun 17, 2011