BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,703
COMMITMENTS
120 861 115 3,765 3,498 3,999 4,473 704 230
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 170)
0 13 12 162 144 174 169 -4 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 18.3 2.4 80.1 74.4 85.0 95.1 15.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 2 12 11 15 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 59,174
COMMITMENTS
10,259 1,380 14,390 26,051 31,899 50,700 47,669 8,474 11,505
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 5,256)
1,865 -398 1,847 923 2,733 4,635 4,182 621 1,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 2.3 24.3 44.0 53.9 85.7 80.6 14.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
28 6 24 39 38 74 62
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,197
COMMITMENTS
1,941 62 54 2,011 3,346 4,005 3,463 191 734
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 41)
13 8 18 13 29 44 55 -3 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 1.5 1.3 47.9 79.7 95.4 82.5 4.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 1 6 12 10 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 290,106
COMMITMENTS
73,643 33,101 76,413 112,775 139,270 262,831 248,784 27,276 41,322
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -8,709)
4,166 -2,241 -7,796 -5,102 1,644 -8,732 -8,393 23 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 11.4 26.3 38.9 48.0 90.6 85.8 9.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
114 60 111 64 80 230 212
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 433,315
COMMITMENTS
100,104 26,525 131,280 169,799 204,277 401,183 362,082 32,132 71,233
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -6,587)
-1,459 -950 -4,454 -2,515 554 -8,429 -4,851 1,842 -1,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 6.1 30.3 39.2 47.1 92.6 83.6 7.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
117 85 149 108 176 307 350
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,047
COMMITMENTS
3,807 3,732 687 2,868 2,540 7,362 6,959 1,685 2,088
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 90)
-98 -88 143 20 -72 65 -17 25 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 41.3 7.6 31.7 28.1 81.4 76.9 18.6 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
19 32 13 8 16 36 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,829
COMMITMENTS
15,028 3,065 11,819 11,978 10,413 38,825 25,297 8,004 21,532
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -1,207)
-1,095 -17 56 -56 290 -1,095 329 -112 -1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 6.5 25.2 25.6 22.2 82.9 54.0 17.1 46.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
57 28 47 45 69 126 128
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 103,252
COMMITMENTS
14,999 0 499 86,899 102,324 102,397 102,823 855 429
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -1,256)
253 0 -2 461 382 712 380 -1,968 -1,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 0.0 0.5 84.2 99.1 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 0 3 17 16 25 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,766
COMMITMENTS
52,496 25,539 3,404 29,825 85,741 85,725 114,684 50,041 21,082
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 15,242)
13,234 1,407 635 2,314 11,012 16,183 13,054 -941 2,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 18.8 2.5 22.0 63.2 63.1 84.5 36.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
36 15 8 24 32 65 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,886
COMMITMENTS
21,073 9,733 1,313 6,427 30,815 28,813 41,861 27,073 14,024
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 4,898)
2,965 -292 509 1,091 3,997 4,565 4,215 333 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 17.4 2.3 11.5 55.1 51.6 74.9 48.4 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 9 6 11 13 35 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 135,263
COMMITMENTS
100,309 11,043 624 26,181 121,273 127,114 132,940 8,149 2,323
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -10,511)
-11,221 -2,040 378 695 -9,039 -10,148 -10,701 -363 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.2 8.2 0.5 19.4 89.7 94.0 98.3 6.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
67 13 2 19 19 87 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 103,413
COMMITMENTS
25,910 32,989 1,995 55,435 42,893 83,340 77,876 20,073 25,537
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -22,807)
-2,079 -20,041 231 -20,729 2,567 -22,576 -17,243 -231 -5,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 31.9 1.9 53.6 41.5 80.6 75.3 19.4 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
21 26 7 24 27 48 57
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 138,631
COMMITMENTS
63,584 21,404 4,171 35,337 81,043 103,092 106,618 35,539 32,013
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 14,908)
10,868 -2,761 1,156 775 19,389 12,800 17,784 2,108 -2,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 15.4 3.0 25.5 58.5 74.4 76.9 25.6 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
38 35 14 25 26 73 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 222,163
COMMITMENTS
57,700 48,744 27,792 88,479 93,394 173,971 169,930 48,192 52,233
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -2,620)
-3,066 -414 2,231 7,927 -1,761 7,092 56 -9,712 -2,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 21.9 12.5 39.8 42.0 78.3 76.5 21.7 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
39 63 50 48 55 116 139
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,044
COMMITMENTS
13,881 10,525 72 2,526 7,240 16,479 17,837 1,565 207
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -19,834)
-19,950 297 0 -6 -20,067 -19,956 -19,770 122 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.9 58.3 0.4 14.0 40.1 91.3 98.9 8.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 2 2 3 7 15 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,072
COMMITMENTS
23,364 1,926 114 2,745 27,376 26,223 29,416 4,849 1,656
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,327)
677 -1,177 114 -93 1,959 698 896 629 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.2 6.2 0.4 8.8 88.1 84.4 94.7 15.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
21 5 1 6 10 28 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,757,691
COMMITMENTS
1109268 715,554 5768480 8873878 9143178 15751625 15627213 1006065 1130478
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -251,606)
-66,674 26,143 -176,462 8,298 -91,827 -234,837 -242,146 -16,769 -9,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 4.3 34.4 53.0 54.6 94.0 93.3 6.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
61 69 115 154 160 283 285
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 914,355
COMMITMENTS
71,737 84,811 66,511 643,349 663,003 781,597 814,325 132,758 100,031
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -39,855)
-11,081 1,125 -15,022 -11,696 -23,948 -37,798 -37,844 -2,057 -2,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 9.3 7.3 70.4 72.5 85.5 89.1 14.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551)
109 110 100 237 227 397 386
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 347,550
COMMITMENTS
22,903 26,058 28,744 212,440 251,541 264,087 306,343 83,463 41,207
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -23,231)
-1,098 105 -8,647 -15,956 -10,148 -25,702 -18,690 2,471 -4,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 7.5 8.3 61.1 72.4 76.0 88.1 24.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
22 24 31 68 58 106 97
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,834,027
COMMITMENTS
302,087 351,686 130,916 2154548 2057306 2587551 2539909 246,475 294,118
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -83,119)
-47,492 7,523 -34,293 21,303 -69,001 -60,483 -95,771 -22,636 12,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 12.4 4.6 76.0 72.6 91.3 89.6 8.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 504)
97 100 86 211 208 353 349
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,003
COMMITMENTS
14,802 5,347 0 86,232 99,557 101,034 104,904 8,969 5,099
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -2,719)
-384 -1,467 0 -2,085 -2,791 -2,469 -4,258 -250 1,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 4.9 0.0 78.4 90.5 91.8 95.4 8.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
15 5 0 54 39 69 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 92,937
COMMITMENTS
23,469 7,177 5,576 54,340 75,642 83,386 88,395 9,551 4,542
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 2,601)
133 1,665 750 2,679 1,960 3,562 4,375 -962 -1,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 7.7 6.0 58.5 81.4 89.7 95.1 10.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
73 31 14 76 87 155 126
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,519
COMMITMENTS
4,438 1,957 0 9,488 14,621 13,926 16,578 4,593 1,941
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 2,177)
246 984 0 1,024 2,693 1,270 3,677 907 -1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 10.6 0.0 51.2 79.0 75.2 89.5 24.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 9 8 10 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 372,093
COMMITMENTS
119,576 50,523 3,460 224,262 305,104 347,298 359,086 24,794 13,007
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 2,119)
3,203 7,170 -15 8,275 -3,666 11,462 3,489 -9,344 -1,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 13.6 0.9 60.3 82.0 93.3 96.5 6.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
72 31 12 73 85 151 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 133,796
COMMITMENTS
90,366 12,571 1,776 7,401 103,261 99,544 117,608 34,252 16,188
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 8,046)
8,945 -1,569 74 -668 10,023 8,351 8,529 -305 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.5 9.4 1.3 5.5 77.2 74.4 87.9 25.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
34 14 9 15 25 54 43
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,432
COMMITMENTS
8,352 13,855 0 20,196 14,802 28,548 28,657 8,884 8,775
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,662)
114 1,547 0 285 -1,207 399 340 1,263 1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 37.0 0.0 54.0 39.5 76.3 76.6 23.7 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 15 0 18 14 32 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,644
COMMITMENTS
19,435 5,314 350 19,450 44,633 39,235 50,297 16,409 5,347
CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 6,673)
3,438 280 30 154 6,902 3,622 7,212 3,051 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 9.5 0.6 35.0 80.2 70.5 90.4 29.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 8 1 21 28 42 36
Updated July 22, 2011