BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,342
COMMITMENTS
183 691 64 3,404 3,285 3,652 4,040 691 302
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 80)
0 11 4 48 16 52 31 28 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 15.9 1.5 78.4 75.7 84.1 93.0 15.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 13 12 15 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,672
COMMITMENTS
9,409 1,352 13,956 26,910 31,906 50,275 47,214 7,397 10,458
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 539)
29 20 125 838 714 993 859 -453 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 2.3 24.2 46.7 55.3 87.2 81.9 12.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
29 4 21 38 41 71 62
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,893
COMMITMENTS
1,451 0 113 2,074 3,044 3,637 3,157 256 736
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 24)
11 -73 7 -22 73 -4 7 28 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 0.0 2.9 53.3 78.2 93.4 81.1 6.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 6 12 10 13
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,165
COMMITMENTS
69,968 29,514 82,119 112,438 139,822 264,524 251,454 31,640 44,711
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 8,118)
-1,326 2,011 5,448 3,332 -870 7,454 6,590 664 1,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 10.0 27.7 38.0 47.2 89.3 84.9 10.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
100 69 120 62 85 231 225
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 396,122
COMMITMENTS
95,838 36,767 109,420 161,987 185,118 367,244 331,305 28,877 64,817
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -8,087)
-8,332 6,251 -1,124 846 -12,747 -8,611 -7,620 524 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 9.3 27.6 40.9 46.7 92.7 83.6 7.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
114 88 134 104 168 286 333
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,820
COMMITMENTS
4,134 5,007 599 3,005 1,693 7,739 7,300 2,081 2,520
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 79)
-15 76 -16 -103 -118 -134 -58 213 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 51.0 6.1 30.6 17.2 78.8 74.3 21.2 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
26 35 14 17 16 49 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,373
COMMITMENTS
11,604 5,489 10,211 10,913 8,110 32,728 23,810 7,645 16,563
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 367)
167 1,315 663 513 -215 1,343 1,762 -976 -1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 13.6 25.3 27.0 20.1 81.1 59.0 18.9 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
45 36 52 55 61 127 129
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 105,068
COMMITMENTS
12,388 1,122 2,888 88,721 100,130 103,997 104,140 1,071 928
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 1,188)
1,678 0 0 -607 1,220 1,071 1,220 117 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 1.1 2.7 84.4 95.3 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 1 3 16 15 23 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 118,391
COMMITMENTS
23,528 13,796 4,699 43,772 72,385 71,999 90,881 46,392 27,511
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 2,075)
314 -4,525 276 31 4,777 622 529 1,453 1,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 11.7 4.0 37.0 61.1 60.8 76.8 39.2 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
26 17 16 26 30 59 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,366
COMMITMENTS
15,308 6,014 2,704 17,824 34,600 35,836 43,317 21,530 14,049
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 479)
1,692 728 49 -242 865 1,499 1,642 -1,020 -1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 10.5 4.7 31.1 60.3 62.5 75.5 37.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 11 5 13 13 27 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 114,424
COMMITMENTS
40,566 18,731 260 66,741 87,336 107,567 106,327 6,857 8,097
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 4,407)
-103 696 -109 4,788 3,519 4,576 4,106 -169 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 16.4 0.2 58.3 76.3 94.0 92.9 6.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
22 31 2 20 19 43 51
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 108,436
COMMITMENTS
40,818 30,419 2,064 32,345 55,887 75,227 88,370 33,208 20,066
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 2,094)
4,644 -9,070 320 -6,123 12,126 -1,159 3,376 3,253 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 28.1 1.9 29.8 51.5 69.4 81.5 30.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 24 10 25 33 64 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 145,250
COMMITMENTS
60,637 13,565 7,185 46,384 93,579 114,206 114,329 31,044 30,921
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 6,276)
1,521 1,552 1,734 6,821 1,646 10,076 4,931 -3,800 1,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 9.3 4.9 31.9 64.4 78.6 78.7 21.4 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
36 29 20 30 25 77 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 223,232
COMMITMENTS
46,731 42,458 34,949 89,566 94,760 171,246 172,167 51,986 51,065
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 8,021)
192 4,570 830 4,911 2,802 5,933 8,202 2,088 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 19.0 15.7 40.1 42.4 76.7 77.1 23.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
35 61 47 54 60 122 135
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 27,738
COMMITMENTS
17,730 12,849 5,089 4,068 9,515 26,887 27,453 851 285
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.9 46.3 18.3 14.7 34.3 96.9 99.0 3.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 2 3 7 5 17 8
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,504
COMMITMENTS
17,980 1,104 100 4,305 23,942 22,385 25,146 4,119 1,358
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -201)
-1,234 307 100 531 -447 -603 -40 402 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 4.2 0.4 16.2 90.3 84.5 94.9 15.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 6 1 8 9 27 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,702,610
COMMITMENTS
888,533 812,034 6862416 9004402 8898413 16755352 16572863 947,258 1129747
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 56,019)
-5,206 69,561 131,276 -59,686 -200,013 66,384 825 -10,365 55,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.6 38.8 50.9 50.3 94.6 93.6 5.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
59 66 113 153 157 277 282
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,292,389
COMMITMENTS
67,684 144,574 128,850 960,762 891,170 1157296 1164593 135,093 127,796
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -14,745)
1,611 14,216 -17,802 1,160 -7,666 -15,031 -11,252 287 -3,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.2 10.0 74.3 69.0 89.5 90.1 10.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
99 160 118 268 265 440 471
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 513,612
COMMITMENTS
20,565 73,535 46,150 366,747 328,734 433,462 448,420 80,150 65,192
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -16,593)
405 21,121 -20,928 4,089 -16,466 -16,434 -16,273 -158 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 14.3 9.0 71.4 64.0 84.4 87.3 15.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
23 27 34 81 66 123 108
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,893,885
COMMITMENTS
450,418 570,009 198,679 2970074 2812175 3619172 3580864 274,713 313,021
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 9,240)
92,560 52,002 -70,898 -14,645 43,999 7,016 25,102 2,223 -15,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 14.6 5.1 76.3 72.2 92.9 92.0 7.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588)
96 144 99 238 250 391 436
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 108,177
COMMITMENTS
12,477 4,833 0 88,823 95,482 101,300 100,315 6,878 7,863
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 3,097)
1,977 -800 -1,310 859 5,844 1,526 3,734 1,571 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 4.5 0.0 82.1 88.3 93.6 92.7 6.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
7 5 0 49 40 56 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 98,898
COMMITMENTS
6,968 7,061 2,761 78,607 78,863 88,336 88,685 10,562 10,213
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 3,917)
713 -1,455 -749 3,945 5,963 3,910 3,759 7 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.1 2.8 79.5 79.7 89.3 89.7 10.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
29 36 18 82 94 123 137
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,906
COMMITMENTS
586 1,591 25 21,210 16,950 21,822 18,566 3,084 6,339
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 2,034)
-162 81 -6 2,326 1,598 2,158 1,673 -124 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 6.4 0.1 85.2 68.1 87.6 74.5 12.4 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 2 10 6 14 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 369,961
COMMITMENTS
37,326 32,769 8,257 286,986 309,566 332,569 350,593 37,393 19,368
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 9,415)
3,635 -8,422 -2,971 8,094 21,823 8,757 10,429 657 -1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 8.9 2.2 77.6 83.7 89.9 94.8 10.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
29 35 17 79 90 118 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 119,756
COMMITMENTS
50,627 7,719 2,962 41,793 84,517 95,382 95,199 24,374 24,557
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 8,993)
9,536 -4,277 67 -1,769 14,219 7,834 10,009 1,159 -1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 6.4 2.5 34.9 70.6 79.6 79.5 20.4 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
24 16 14 18 22 49 45
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,509
COMMITMENTS
6,210 11,124 0 18,253 9,975 24,463 21,099 6,046 9,410
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -1,572)
-501 -407 0 -925 -2,118 -1,426 -2,525 -146 953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 36.5 0.0 59.8 32.7 80.2 69.2 19.8 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 10 0 19 15 29 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,130
COMMITMENTS
15,980 4,939 715 18,957 49,515 35,652 55,169 26,478 6,961
CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 3,168)
-2,213 491 -389 3,568 2,487 966 2,589 2,202 579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 7.9 1.2 30.5 79.7 57.4 88.8 42.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 9 3 22 27 40 39
Updated August 26, 2011