BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,203
COMMITMENTS
266 866 3 3,223 3,106 3,492 3,975 711 228
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 61)
0 4 -3 42 53 39 54 22 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 20.6 0.1 76.7 73.9 83.1 94.6 16.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 10 11 13 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,764
COMMITMENTS
9,192 5,710 2,272 20,949 25,733 32,413 33,715 6,351 5,049
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 848)
38 41 264 300 389 602 694 246 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 14.7 5.9 54.0 66.4 83.6 87.0 16.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 10 18 32 33 67 54
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,103
COMMITMENTS
1,923 163 3 2,027 3,371 3,953 3,537 150 566
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 260)
-13 20 2 288 225 277 247 -17 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 4.0 0.1 49.4 82.2 96.3 86.2 3.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 2 5 11 9 14
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,019
COMMITMENTS
77,458 48,506 47,054 105,531 123,096 230,043 218,656 29,976 41,363
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 12,327)
3,944 -1,330 5,720 567 4,358 10,231 8,748 2,096 3,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 18.7 18.1 40.6 47.3 88.5 84.1 11.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
111 56 96 50 79 214 202
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,162
COMMITMENTS
91,841 61,475 38,413 156,251 156,102 286,505 255,990 24,657 55,172
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,235)
-1,677 3,777 -1,869 2,185 -2,377 -1,361 -469 -874 -1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 19.8 12.3 50.2 50.2 92.1 82.3 7.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
92 101 112 82 162 246 314
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,693
COMMITMENTS
3,846 4,155 1,537 3,349 2,693 8,732 8,385 1,961 2,308
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 1,230)
24 308 479 351 200 854 987 376 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 38.9 14.4 31.3 25.2 81.7 78.4 18.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
20 35 15 19 26 50 72
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,227
COMMITMENTS
13,802 6,197 4,800 10,969 8,734 29,571 19,731 8,656 18,496
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,340)
-494 -39 -1,168 -796 -597 -2,458 -1,804 1,118 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 16.2 12.6 28.7 22.8 77.4 51.6 22.6 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
46 31 42 41 64 112 122
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 106,179
COMMITMENTS
17,236 59 2,009 86,463 104,064 105,708 106,132 471 47
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 3,288)
738 59 45 2,636 3,197 3,419 3,301 -131 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 0.1 1.9 81.4 98.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 1 2 16 15 25 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 133,150
COMMITMENTS
57,482 16,445 70 27,593 97,892 85,145 114,407 48,005 18,743
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 4,343)
4,598 -298 60 62 4,475 4,720 4,237 -377 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 12.4 0.1 20.7 73.5 63.9 85.9 36.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
45 9 4 20 27 67 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,911
COMMITMENTS
25,593 13,252 13 7,499 26,930 33,105 40,195 23,806 16,716
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 3,398)
4,490 26 12 1,026 -1,150 5,528 -1,112 -2,130 4,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 23.3 0.0 13.2 47.3 58.2 70.6 41.8 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
17 12 1 13 15 31 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 130,240
COMMITMENTS
96,157 7,673 232 26,124 119,926 122,513 127,831 7,727 2,409
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -7,583)
-7,131 -3,702 -22 100 -4,162 -7,053 -7,886 -530 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.8 5.9 0.2 20.1 92.1 94.1 98.2 5.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
64 9 1 19 20 84 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 103,172
COMMITMENTS
43,266 38,127 567 32,711 43,175 76,544 81,869 26,628 21,303
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 5,757)
9,954 6,037 103 -5,486 -56 4,571 6,084 1,186 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 37.0 0.5 31.7 41.8 74.2 79.4 25.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
34 24 5 22 27 58 54
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 148,888
COMMITMENTS
78,855 20,022 261 31,542 96,406 110,658 116,689 38,230 32,199
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 9,956)
6,741 -790 115 -408 9,908 6,448 9,233 3,508 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.0 13.4 0.2 21.2 64.8 74.3 78.4 25.7 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
41 32 8 21 25 67 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 190,722
COMMITMENTS
58,313 56,550 1,066 85,149 91,248 144,528 148,864 46,194 41,858
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 7,032)
-1,864 13,411 -11 13,646 -5,999 11,771 7,401 -4,739 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 29.7 0.6 44.6 47.8 75.8 78.1 24.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
46 49 17 46 54 99 113
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,722
COMMITMENTS
16,551 12,275 72 2,539 8,120 19,162 20,467 1,560 255
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 90)
-31 -4 0 13 59 -18 55 108 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.9 59.2 0.3 12.3 39.2 92.5 98.8 7.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 2 2 3 7 14 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,788
COMMITMENTS
25,808 1,682 133 2,540 30,637 28,481 32,452 5,307 1,336
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 995)
567 -268 19 42 1,526 628 1,277 367 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.4 5.0 0.4 7.5 90.7 84.3 96.0 15.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
22 6 1 4 12 27 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,415,536
COMMITMENTS
1217358 1025335 1281179 7014860 7134856 9513397 9441370 902,139 974,166
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 305,458)
8,922 -29,483 70,824 203,042 275,349 282,788 316,690 22,670 -11,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 9.8 12.3 67.3 68.5 91.3 90.6 8.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
54 56 82 139 154 241 253
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 855,617
COMMITMENTS
82,089 86,501 21,999 608,152 631,439 712,240 739,939 143,377 115,678
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 53,212)
6,324 924 -4,235 34,452 32,010 36,542 28,699 16,670 24,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 10.1 2.6 71.1 73.8 83.2 86.5 16.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552)
114 99 53 227 231 360 364
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 293,350
COMMITMENTS
14,190 33,341 1,160 185,470 217,588 200,820 252,089 92,530 41,261
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 7,239)
-13,259 6,256 72 10,990 -4,942 -2,197 1,386 9,436 5,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 11.4 0.4 63.2 74.2 68.5 85.9 31.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
16 18 5 59 55 76 77
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,811,337
COMMITMENTS
392,835 319,141 50,853 2113412 2069256 2557100 2439250 254,237 372,087
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 229,863)
68,810 -55,769 7,573 117,310 184,761 193,693 136,565 36,170 93,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 11.4 1.8 75.2 73.6 91.0 86.8 9.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 515)
109 94 41 198 208 321 329
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 106,355
COMMITMENTS
11,068 4,731 1,353 85,009 94,156 97,430 100,240 8,925 6,115
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -3,344)
-2,487 -362 1,112 -1,670 -4,967 -3,045 -4,217 -299 873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 4.4 1.3 79.9 88.5 91.6 94.3 8.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
10 4 1 49 39 59 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 88,746
COMMITMENTS
19,057 5,868 4,853 55,789 72,759 79,698 83,480 9,047 5,266
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -2,079)
-3,213 247 -541 1,685 -2,386 -2,069 -2,680 -10 601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 6.6 5.5 62.9 82.0 89.8 94.1 10.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
64 26 12 80 86 150 118
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,983
COMMITMENTS
3,713 2,327 0 10,338 13,932 14,051 16,259 3,932 1,724
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 26)
-480 124 0 678 -371 198 -247 -172 273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 12.9 0.0 57.5 77.5 78.1 90.4 21.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 0 9 8 11 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 353,814
COMMITMENTS
98,156 39,145 2,827 227,254 294,134 328,237 336,106 25,577 17,708
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -10,525)
-16,738 -2,459 369 5,036 -10,075 -11,333 -12,165 808 1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 11.1 0.8 64.2 83.1 92.8 95.0 7.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
65 23 10 76 84 144 114
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 133,930
COMMITMENTS
91,352 15,754 16 7,737 103,387 99,105 119,157 34,825 14,773
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,834)
-822 5,018 -31 233 -5,863 -620 -876 -1,214 -958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.2 11.8 0.0 5.8 77.2 74.0 89.0 26.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
40 16 1 13 22 54 38
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,988
COMMITMENTS
9,629 14,152 0 19,479 14,476 29,108 28,628 6,880 7,360
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -1,508)
265 -866 -1 -1,395 1,066 -1,131 199 -377 -1,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 39.3 0.0 54.1 40.2 80.9 79.5 19.1 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 13 0 18 13 33 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/02/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,274
COMMITMENTS
21,843 4,949 1,034 19,563 47,412 42,440 53,395 17,834 6,879
CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 9,735)
1,764 1,197 586 -2,536 8,546 -186 10,329 9,921 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 8.2 1.7 32.5 78.7 70.4 88.6 29.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
21 7 2 21 25 43 33
Updated August 5, 2011