BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,973
COMMITMENTS
196 1,045 136 3,895 3,480 4,227 4,661 746 312
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 550)
-5 14 -21 676 589 650 581 -100 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 21.0 2.7 78.3 70.0 85.0 93.7 15.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 2 15 11 18 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 58,898
COMMITMENTS
8,885 1,830 13,885 28,504 32,767 51,274 48,482 7,624 10,416
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 2,008)
1,028 340 332 452 1,501 1,811 2,173 197 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 3.1 23.6 48.4 55.6 87.1 82.3 12.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 7 23 42 41 78 64
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,697
COMMITMENTS
2,430 0 40 2,053 3,733 4,523 3,774 174 923
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 99)
9 0 40 76 60 126 101 -27 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 0.0 0.9 43.7 79.5 96.3 80.3 3.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 0 1 6 12 11 13
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 277,599
COMMITMENTS
61,034 36,699 77,545 116,153 126,236 254,732 240,481 22,866 37,118
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 18,460)
5,791 -2,830 9,494 3,490 10,331 18,775 16,995 -315 1,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 13.2 27.9 41.8 45.5 91.8 86.6 8.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
100 64 111 57 74 214 212
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 427,589
COMMITMENTS
94,217 35,882 128,325 179,539 192,912 402,081 357,119 25,508 70,470
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 8,417)
-1,657 -5,685 9,133 1,884 4,346 9,361 7,794 -944 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 8.4 30.0 42.0 45.1 94.0 83.5 6.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
105 100 144 97 169 288 346
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,823
COMMITMENTS
3,955 4,722 737 3,103 2,032 7,795 7,490 2,029 2,333
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -631)
-82 -170 -184 10 -227 -256 -580 -376 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 48.1 7.5 31.6 20.7 79.3 76.2 20.7 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 34 16 16 19 53 63
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,785
COMMITMENTS
13,338 3,469 9,608 12,937 9,411 35,884 22,487 6,901 20,298
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,238)
670 -866 796 -675 472 790 403 448 836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 8.1 22.5 30.2 22.0 83.9 52.6 16.1 47.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
46 26 43 45 64 113 118
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,193
COMMITMENTS
13,155 527 375 87,096 100,174 100,626 101,076 1,567 1,117
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 2,509)
768 527 0 3,231 3,578 3,999 4,105 -1,490 -1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 0.5 0.4 85.2 98.0 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 2 2 17 16 24 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 101,301
COMMITMENTS
21,873 23,748 2,512 31,772 51,463 56,157 77,723 45,144 23,579
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 5,608)
2,184 5,867 237 4,735 -3,822 7,155 2,282 -1,548 3,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 23.4 2.5 31.4 50.8 55.4 76.7 44.6 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
30 14 9 26 22 59 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,099
COMMITMENTS
21,494 11,497 724 5,587 28,671 27,805 40,892 26,293 13,207
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 452)
-2,242 -435 174 1,651 -138 -416 -399 869 851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 21.3 1.3 10.3 53.0 51.4 75.6 48.6 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 9 4 10 12 33 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 98,930
COMMITMENTS
59,833 13,756 246 32,363 82,558 92,442 96,560 6,488 2,370
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 547)
1,305 -3,349 -79 -1,062 4,134 164 706 383 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 13.9 0.2 32.7 83.5 93.4 97.6 6.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
53 17 1 20 18 74 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 110,231
COMMITMENTS
28,345 46,107 3,454 55,417 35,017 87,216 84,579 23,015 25,653
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 11,533)
1,740 8,173 92 10,553 455 12,385 8,720 -851 2,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 41.8 3.1 50.3 31.8 79.1 76.7 20.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
26 29 11 28 25 58 61
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 102,225
COMMITMENTS
34,345 20,995 3,357 40,280 43,401 77,982 67,753 24,243 34,472
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -5,225)
-12,963 5,686 408 13,411 -13,951 856 -7,857 -6,081 2,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 20.5 3.3 39.4 42.5 76.3 66.3 23.7 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
35 34 17 28 23 69 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 227,458
COMMITMENTS
67,991 33,235 28,677 70,373 113,808 167,040 175,720 60,417 51,738
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -2,656)
-3,571 -6,483 1,890 -3,167 -615 -4,848 -5,209 2,193 2,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 14.6 12.6 30.9 50.0 73.4 77.3 26.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
46 65 54 45 54 121 143
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 38,644
COMMITMENTS
30,195 27,209 4,900 2,122 6,140 37,217 38,249 1,427 395
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 139)
121 0 0 0 -85 121 -85 18 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.1 70.4 12.7 5.5 15.9 96.3 99.0 3.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 2 3 2 5 15 9
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,652
COMMITMENTS
22,242 3,878 0 2,998 24,437 25,240 28,315 4,412 1,337
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -609)
-700 -215 0 28 -505 -672 -720 63 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.0 13.1 0.0 10.1 82.4 85.1 95.5 14.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 11 0 5 8 22 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,194,502
COMMITMENTS
1181412 547,412 5333672 8730384 9260617 15245468 15141701 949,034 1052801
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 230,582)
-69,934 12,695 119,727 207,964 120,543 257,757 252,964 -27,175 -22,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 3.4 32.9 53.9 57.2 94.1 93.5 5.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
62 65 114 161 167 289 289
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 895,730
COMMITMENTS
68,280 82,904 63,664 637,973 652,606 769,917 799,174 125,813 96,556
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 3,429)
-2,762 -1,756 1,361 14,838 7,723 13,438 7,328 -10,008 -3,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.3 7.1 71.2 72.9 86.0 89.2 14.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561)
104 125 104 230 229 395 397
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 340,642
COMMITMENTS
19,823 24,754 28,325 216,055 247,101 264,203 300,180 76,439 40,461
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 1,303)
-6,512 631 1,312 5,953 6,580 753 8,523 549 -7,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 7.3 8.3 63.4 72.5 77.6 88.1 22.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
21 25 33 68 60 109 98
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,775,441
COMMITMENTS
285,031 333,495 133,949 2109591 2027525 2528571 2494969 246,870 280,472
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 10,634)
3,158 -27,531 15,837 44,428 5,718 63,422 -5,976 -52,788 16,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 12.0 4.8 76.0 73.1 91.1 89.9 8.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
94 111 87 207 210 350 359
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 106,750
COMMITMENTS
10,060 5,538 0 87,614 95,196 97,674 100,734 9,076 6,016
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -97)
532 8 -714 -617 -496 -799 -1,202 701 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.2 0.0 82.1 89.2 91.5 94.4 8.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
8 4 0 52 38 60 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,977
COMMITMENTS
7,079 8,958 1,332 41,661 41,094 50,071 51,384 4,906 3,593
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -104)
-588 -1,982 135 281 -1,487 -172 -3,334 67 3,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 16.3 2.4 75.8 74.7 91.1 93.5 8.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
42 43 15 78 78 128 128
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 274,887
COMMITMENTS
35,394 44,791 6,660 208,303 205,470 250,357 256,921 24,530 17,966
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -522)
-2,940 -9,909 677 1,405 -7,437 -859 -16,669 337 16,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 16.3 2.4 75.8 74.7 91.1 93.5 8.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
42 43 15 78 78 128 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 100,215
COMMITMENTS
59,103 12,434 2,624 8,847 64,052 70,575 79,110 29,640 21,106
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -5,815)
-7,956 -99 236 2,003 -9,475 -5,717 -9,338 -98 3,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 12.4 2.6 8.8 63.9 70.4 78.9 29.6 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
26 20 15 14 23 48 50
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,013
COMMITMENTS
8,626 8,335 1 15,600 15,384 24,227 23,720 6,786 7,293
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 2,295)
-530 1,879 1 2,531 448 2,002 2,328 293 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 26.9 0.0 50.3 49.6 78.1 76.5 21.9 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 9 1 16 13 30 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,839
COMMITMENTS
12,115 3,242 381 22,072 23,740 34,568 27,363 6,271 13,476
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -914)
3,991 230 62 -4,775 4,846 -722 5,138 -192 -6,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 7.9 0.9 54.0 58.1 84.6 67.0 15.4 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
15 7 2 23 22 39 30
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 10,595
COMMITMENTS
4,882 715 10 4,226 9,493 9,118 10,218 1,477 377
CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 384)
267 307 10 64 27 341 344 43 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 6.7 0.1 39.9 89.6 86.1 96.4 13.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 2 8 4 16 10
Updated July 1, 2011