BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,899
COMMITMENTS
168 843 4 3,042 2,837 3,214 3,684 685 215
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 189)
-4 -1 3 193 176 192 178 -3 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 21.6 0.1 78.0 72.8 82.4 94.5 17.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 2 10 11 13 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,944
COMMITMENTS
7,187 6,135 819 20,165 22,626 28,171 29,580 5,773 4,364
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,189)
445 244 110 522 352 1,077 706 112 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 18.1 2.4 59.4 66.7 83.0 87.1 17.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 12 15 31 30 60 52
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,723
COMMITMENTS
1,926 84 2 1,631 3,113 3,559 3,199 164 524
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 59)
-7 52 0 69 26 62 78 -3 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 2.3 0.1 43.8 83.6 95.6 85.9 4.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 5 11 9 13
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,685
COMMITMENTS
69,987 56,025 40,802 108,086 111,268 218,875 208,095 25,810 36,590
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 11,423)
9,556 -824 1,092 -2,953 7,231 7,695 7,499 3,728 3,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 22.9 16.7 44.2 45.5 89.5 85.0 10.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
103 65 89 52 75 205 195
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 327,644
COMMITMENTS
92,644 52,002 49,713 158,525 163,697 300,882 265,412 26,762 62,232
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,955)
6,901 -5,123 643 -8,163 4,675 -619 195 2,574 1,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 15.9 15.2 48.4 50.0 91.8 81.0 8.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
102 90 119 80 163 265 315
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,835
COMMITMENTS
3,925 3,897 440 2,847 2,579 7,212 6,916 1,623 1,919
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -379)
22 -657 -18 -117 297 -113 -378 -266 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 44.1 5.0 32.2 29.2 81.6 78.3 18.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
21 32 10 10 17 39 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,567
COMMITMENTS
16,187 5,987 6,102 11,810 8,895 34,099 20,984 7,468 20,583
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 3,082)
1,479 223 801 -106 148 2,174 1,172 908 1,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 14.4 14.7 28.4 21.4 82.0 50.5 18.0 49.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
51 34 44 33 66 110 126
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 103,573
COMMITMENTS
14,751 0 496 85,503 101,012 100,750 101,508 2,823 2,065
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,405)
798 0 0 -543 459 255 459 1,150 946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 0.0 0.5 82.6 97.5 97.3 98.0 2.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 0 2 16 15 24 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 111,624
COMMITMENTS
39,535 24,201 0 24,080 70,701 63,615 94,902 48,009 16,722
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 5,657)
8,189 -324 -1 -1,393 7,112 6,795 6,787 -1,138 -1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 21.7 0.0 21.6 63.3 57.0 85.0 43.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
36 8 0 18 26 54 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 48,630
COMMITMENTS
18,139 10,058 57 4,355 26,299 22,551 36,414 26,079 12,216
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,064)
2,156 -634 54 -2,757 1,110 -547 530 1,611 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 20.7 0.1 9.0 54.1 46.4 74.9 53.6 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 9 2 9 12 28 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 145,774
COMMITMENTS
111,530 13,083 246 25,486 130,312 137,262 143,641 8,512 2,133
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 20,545)
22,038 6,535 0 -1,479 14,300 20,559 20,835 -14 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.5 9.0 0.2 17.5 89.4 94.2 98.5 5.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
68 10 1 17 19 86 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 121,134
COMMITMENTS
27,687 52,488 502 73,993 38,256 102,182 91,246 18,952 29,888
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 2,775)
-947 -7,815 -12 7,989 6,068 7,030 -1,759 -4,255 4,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 43.3 0.4 61.1 31.6 84.4 75.3 15.6 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 31 5 25 21 48 55
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 115,846
COMMITMENTS
52,277 23,989 105 31,775 59,654 84,157 83,748 31,689 32,098
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 20,945)
17,682 3,721 71 -5,226 16,295 12,527 20,087 8,418 858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.1 20.7 0.1 27.4 51.5 72.6 72.3 27.4 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
31 32 3 20 22 53 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 185,541
COMMITMENTS
61,392 48,976 657 70,726 86,428 132,775 136,061 52,766 49,480
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -8,788)
-20,468 10,310 -296 16,241 -24,688 -4,523 -14,674 -4,265 5,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 26.4 0.4 38.1 46.6 71.6 73.3 28.4 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
37 50 12 41 50 85 105
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,878
COMMITMENTS
33,831 10,228 72 2,532 27,307 36,435 37,607 1,443 271
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -290)
-302 130 6 14 -375 -282 -239 -8 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.3 27.0 0.2 6.7 72.1 96.2 99.3 3.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 2 2 3 7 15 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,745
COMMITMENTS
22,687 3,103 0 2,838 25,417 25,525 28,520 4,220 1,225
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -775)
39 -559 0 -543 -270 -504 -829 -271 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.3 10.4 0.0 9.5 85.4 85.8 95.9 14.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 8 0 6 8 26 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,107,489
COMMITMENTS
1194320 1071605 1227349 6750598 6787812 9172267 9086766 935,222 1020723
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 393,902)
29,519 172,746 33,713 245,800 91,247 309,032 297,706 84,870 96,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 10.6 12.1 66.8 67.2 90.7 89.9 9.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
50 59 85 134 151 240 249
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 795,442
COMMITMENTS
83,477 84,875 21,664 567,091 599,796 672,232 706,335 123,210 89,108
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 27,449)
11,371 -10,780 379 5,696 34,418 17,446 24,017 10,003 3,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 10.7 2.7 71.3 75.4 84.5 88.8 15.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
104 116 49 215 232 349 367
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 275,156
COMMITMENTS
22,461 27,514 1,019 177,137 207,996 200,617 236,529 74,539 38,627
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 6,001)
218 -237 -461 893 3,395 650 2,697 5,351 3,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 10.0 0.4 64.4 75.6 72.9 86.0 27.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
18 17 6 57 47 76 69
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,601,431
COMMITMENTS
361,033 342,757 47,272 1949769 1958999 2358074 2349028 243,357 252,403
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 107,241)
51,120 -57,356 8,844 24,016 155,113 83,980 106,601 23,261 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 13.2 1.8 74.9 75.3 90.6 90.3 9.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524)
101 110 38 189 214 312 340
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 112,707
COMMITMENTS
15,186 6,814 0 88,309 102,341 103,495 109,155 9,212 3,552
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 7,628)
1,773 825 0 5,940 8,995 7,713 9,820 -85 -2,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 6.0 0.0 78.4 90.8 91.8 96.8 8.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
13 6 0 55 39 68 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 87,588
COMMITMENTS
23,298 5,670 4,389 49,540 71,438 77,226 81,496 10,362 6,092
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 29,058)
10,024 -3,840 3,277 11,026 26,874 24,327 26,311 4,731 2,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 6.5 5.0 56.6 81.6 88.2 93.0 11.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
69 29 8 67 89 139 123
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 16,335
COMMITMENTS
4,192 973 0 8,464 11,928 12,656 12,901 3,679 3,434
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 6.0 0.0 51.8 73.0 77.5 79.0 22.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 3 0 9 8 11 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 356,267
COMMITMENTS
116,186 44,139 1,287 205,379 297,551 322,852 342,977 33,415 13,290
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 63,614)
49,817 -3,409 -4,270 12,809 74,729 58,356 67,050 5,258 -3,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 12.4 0.4 57.6 83.5 90.6 96.3 9.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
69 27 6 63 87 133 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,703
COMMITMENTS
81,258 13,635 60 5,758 91,748 87,076 105,443 33,627 15,260
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -923)
-821 -5,108 60 1,542 4,185 781 -863 -1,704 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.3 11.3 0.0 4.8 76.0 72.1 87.4 27.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
28 12 2 11 23 40 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,770
COMMITMENTS
8,238 12,308 0 19,911 16,009 28,149 28,317 7,621 7,453
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 429)
-2,136 435 -1 1,506 441 -631 875 1,060 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 34.4 0.0 55.7 44.8 78.7 79.2 21.3 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 11 0 17 14 32 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,971
COMMITMENTS
15,997 5,034 320 19,296 37,731 35,613 43,085 13,358 5,886
CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 1,265)
264 1,196 -109 -5,434 15,869 -5,279 16,956 6,544 -15,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 10.3 0.7 39.4 77.0 72.7 88.0 27.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 8 1 22 25 38 33
Updated July 15, 2011