BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,946
COMMITMENTS
217 680 0 3,034 2,943 3,251 3,623 695 323
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 102)
5 3 -2 79 73 82 74 20 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 17.2 0.0 76.9 74.6 82.4 91.8 17.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 0 11 12 13 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,424
COMMITMENTS
8,903 6,930 827 22,425 25,421 32,155 33,178 5,269 4,246
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 647)
103 -385 -170 848 1,141 781 586 -134 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 18.5 2.2 59.9 67.9 85.9 88.7 14.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
21 10 13 31 33 59 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 249,760
COMMITMENTS
67,272 46,723 49,545 106,697 115,325 223,514 211,593 26,246 38,167
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -1,594)
-1,527 456 1,284 2,018 -1,770 1,775 -30 -3,369 -1,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 18.7 19.8 42.7 46.2 89.5 84.7 10.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
95 74 114 52 79 216 222
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,953
COMMITMENTS
90,321 66,870 47,414 150,010 143,991 287,745 258,275 24,208 53,678
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 6,537)
989 10,639 2,674 3,334 -5,313 6,997 8,000 -460 -1,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 21.4 15.2 48.1 46.2 92.2 82.8 7.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
90 111 122 70 145 237 316
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,506
COMMITMENTS
3,971 4,914 613 3,115 1,760 7,699 7,287 1,807 2,219
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -170)
-168 -104 87 116 90 35 73 -205 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 51.7 6.4 32.8 18.5 81.0 76.7 19.0 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
22 38 13 16 16 49 59
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,436
COMMITMENTS
10,290 7,001 4,520 10,110 7,038 24,920 18,559 6,516 12,877
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -2,723)
-1,488 -69 -802 -60 -332 -2,350 -1,203 -373 -1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 22.3 14.4 32.2 22.4 79.3 59.0 20.7 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
29 39 38 37 47 89 107
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 103,139
COMMITMENTS
9,166 1,000 2,886 89,910 98,197 101,962 102,083 1,177 1,056
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 6)
-3,224 -122 0 3,124 0 -100 -122 106 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 1.0 2.8 87.2 95.2 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 1 2 16 14 23 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 107,237
COMMITMENTS
24,823 10,884 274 40,827 71,626 65,924 82,784 41,313 24,453
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,565)
1,455 -3,680 197 1,883 6,814 3,535 3,331 -970 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 10.1 0.3 38.1 66.8 61.5 77.2 38.5 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
25 19 6 28 26 56 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,566
COMMITMENTS
13,347 4,005 31 13,330 30,082 26,708 34,118 18,858 11,448
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -3,398)
-1,542 -1,247 -143 -971 -1,813 -2,656 -3,203 -742 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 8.8 0.1 29.3 66.0 58.6 74.9 41.4 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 8 2 12 12 23 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,355
COMMITMENTS
40,954 20,074 494 62,839 82,333 104,287 102,901 7,068 8,454
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -3,069)
388 1,343 234 -3,902 -5,003 -3,280 -3,426 211 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 18.0 0.4 56.4 73.9 93.7 92.4 6.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
22 35 3 21 20 44 57
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 96,164
COMMITMENTS
31,248 30,804 191 35,091 45,532 66,530 76,527 29,634 19,637
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -6,013)
-9,640 877 72 5,396 -8,197 -4,172 -7,248 -1,841 1,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 32.0 0.2 36.5 47.3 69.2 79.6 30.8 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
29 21 5 25 28 56 52
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 126,128
COMMITMENTS
54,136 12,951 198 40,060 84,413 94,394 97,562 31,734 28,566
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -5,089)
-6,695 -741 -21 -440 -4,791 -7,156 -5,553 2,067 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 10.3 0.2 31.8 66.9 74.8 77.4 25.2 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
32 19 4 25 22 59 43
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 179,162
COMMITMENTS
43,894 44,278 2,180 81,983 85,137 128,057 131,595 51,105 47,567
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 4,448)
-3,817 -894 1,298 3,251 315 732 719 3,716 3,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 24.7 1.2 45.8 47.5 71.5 73.5 28.5 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
43 41 18 46 50 95 103
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 39,411
COMMITMENTS
18,516 12,860 5,089 14,890 21,406 38,495 39,355 916 56
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 11,673)
786 11 0 10,822 11,891 11,608 11,902 65 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 32.6 12.9 37.8 54.3 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 2 3 8 8 18 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,856
COMMITMENTS
17,953 1,388 71 4,625 24,059 22,649 25,518 4,207 1,338
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 352)
-27 284 -29 320 117 264 372 88 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.8 5.2 0.3 17.2 89.6 84.3 95.0 15.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 7 1 9 8 30 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,673,431
COMMITMENTS
979,806 1149271 1443952 6438908 6153576 8862666 8746799 810,765 926,632
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -117,648)
-42,871 -51,066 84,644 -109,773 -65,519 -68,000 -31,941 -49,648 -85,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 11.9 14.9 66.6 63.6 91.6 90.4 8.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
48 55 84 134 143 237 242
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,113,795
COMMITMENTS
58,329 166,243 40,283 864,544 763,239 963,157 969,765 150,638 144,030
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 51,723)
-8,481 14,940 -12,586 41,494 17,164 20,427 19,518 31,296 32,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 14.9 3.6 77.6 68.5 86.5 87.1 13.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
78 157 58 242 256 361 433
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 399,825
COMMITMENTS
19,861 63,115 2,172 305,368 252,542 327,401 317,829 72,424 81,996
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 25,430)
914 -14,313 -39 20,990 11,994 21,865 -2,358 3,565 27,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 15.8 0.5 76.4 63.2 81.9 79.5 18.1 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
18 24 8 68 55 91 82
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,569,848
COMMITMENTS
337,825 661,121 45,072 2795881 2553485 3178778 3259678 391,070 310,170
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 131,466)
-109,065 84,174 -643 102,520 25,848 -7,188 109,379 138,654 22,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 18.5 1.3 78.3 71.5 89.0 91.3 11.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
78 149 38 208 238 312 399
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,147
COMMITMENTS
10,461 4,946 1,077 93,553 96,212 105,091 102,235 5,056 7,912
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,000)
-2,016 113 1,077 4,732 759 3,793 1,949 -1,793 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 4.5 1.0 84.9 87.3 95.4 92.8 4.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
7 6 1 50 40 57 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 101,620
COMMITMENTS
5,176 7,946 3,274 83,471 80,362 91,921 91,581 9,699 10,039
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 4,702)
-1,672 976 1,164 5,930 2,608 5,422 4,748 -720 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 7.8 3.2 82.1 79.1 90.5 90.1 9.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
28 34 20 80 91 120 135
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,050
COMMITMENTS
523 2,609 35 23,942 18,674 24,500 21,318 2,550 5,732
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,211)
0 1,084 10 2,732 1,724 2,742 2,818 -531 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 9.6 0.1 88.5 69.0 90.6 78.8 9.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 1 14 6 16 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 372,851
COMMITMENTS
33,773 37,193 5,686 297,646 308,438 337,105 351,317 35,746 21,534
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 12,455)
-2,938 4,878 349 15,989 4,422 13,400 9,649 -945 2,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 10.0 1.5 79.8 82.7 90.4 94.2 9.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
27 34 17 75 88 113 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,394
COMMITMENTS
60,605 13,036 35 33,659 86,705 94,299 99,776 26,095 20,618
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 8,326)
9,688 5,693 -4 -4,620 4,666 5,064 10,355 3,262 -2,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 10.8 0.0 28.0 72.0 78.3 82.9 21.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
31 11 2 13 20 44 33
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,101
COMMITMENTS
6,743 11,393 0 17,855 10,730 24,598 22,123 6,503 8,978
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 592)
533 269 0 -398 755 135 1,024 457 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 36.6 0.0 57.4 34.5 79.1 71.1 20.9 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 10 0 20 15 31 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,626
COMMITMENTS
15,507 3,653 788 18,598 52,030 34,893 56,471 27,733 6,155
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 496)
-473 -1,286 73 -359 2,515 -759 1,302 1,255 -806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 5.8 1.3 29.7 83.1 55.7 90.2 44.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 7 2 23 29 40 38
Updated September 2, 2011