BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,845
COMMITMENTS
205 866 120 3,800 3,622 4,125 4,608 720 237
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 142)
85 5 6 35 124 126 134 16 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 17.9 2.5 78.4 74.7 85.1 95.1 14.9 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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 60,428
COMMITMENTS
11,385 1,672 14,362 26,301 32,714 52,049 48,749 8,379 11,679
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,254)
1,126 292 -27 251 815 1,349 1,080 -95 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 2.8 23.8 43.5 54.1 86.1 80.7 13.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
35 5 25 38 40 79 65
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 4,294
COMMITMENTS
1,936 59 90 2,074 3,382 4,100 3,530 194 764
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 98)
-5 -3 36 64 35 94 68 3 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 1.4 2.1 48.3 78.7 95.5 82.2 4.5 17.8
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,250
COMMITMENTS
75,067 29,516 79,301 111,688 143,656 266,056 252,473 29,194 42,777
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 5,143)
1,424 -3,585 2,888 -1,087 4,386 3,225 3,688 1,918 1,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 10.0 26.9 37.8 48.7 90.1 85.5 9.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
115 58 107 63 80 230 205
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 423,639
COMMITMENTS
99,755 32,728 125,335 168,908 198,708 393,998 356,771 29,641 66,869
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -9,675)
-349 6,203 -5,945 -892 -5,570 -7,185 -5,311 -2,490 -4,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 7.7 29.6 39.9 46.9 93.0 84.2 7.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
106 96 129 109 172 290 334
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,614
COMMITMENTS
3,807 3,751 1,193 3,001 2,557 8,001 7,501 1,613 2,113
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 567)
0 18 506 133 17 639 542 -73 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 39.0 12.4 31.2 26.6 83.2 78.0 16.8 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 33 16 14 19 45 62
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,816
COMMITMENTS
14,163 3,612 11,296 12,160 10,569 37,618 25,477 8,198 20,339
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -1,013)
-866 547 -523 182 156 -1,206 180 193 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 7.9 24.7 26.5 23.1 82.1 55.6 17.9 44.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
48 32 49 52 73 130 135
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 103,636
COMMITMENTS
16,494 0 1,968 84,572 101,608 103,034 103,576 602 60
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 384)
1,495 0 1,469 -2,327 -716 637 753 -253 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 1.9 81.6 98.0 99.4 99.9 0.6 0.1
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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 141,479
COMMITMENTS
52,303 17,680 4,316 33,238 97,311 89,857 119,306 51,622 22,173
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 5,714)
-193 -7,859 912 3,413 11,570 4,132 4,622 1,581 1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 12.5 3.1 23.5 68.8 63.5 84.3 36.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
40 10 9 25 33 67 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 60,087
COMMITMENTS
21,210 13,573 2,383 9,042 29,619 32,636 45,575 27,451 14,512
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 4,201)
137 3,840 1,070 2,616 -1,197 3,823 3,713 378 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 22.6 4.0 15.0 49.3 54.3 75.8 45.7 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
20 12 5 13 14 36 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 137,823
COMMITMENTS
103,288 11,375 254 26,024 124,088 129,566 135,717 8,257 2,106
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,560)
2,979 332 -370 -157 2,815 2,452 2,777 108 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.9 8.3 0.2 18.9 90.0 94.0 98.5 6.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
67 13 2 16 21 85 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 103,671
COMMITMENTS
32,972 32,323 2,360 41,394 45,142 76,726 79,826 26,945 23,845
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 258)
7,062 -666 365 -14,041 2,250 -6,614 1,950 6,872 -1,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 31.2 2.3 39.9 43.5 74.0 77.0 26.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
28 24 7 23 27 54 55
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 151,720
COMMITMENTS
72,118 20,782 5,851 37,672 89,835 115,641 116,468 36,079 35,252
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 13,089)
8,534 -623 1,681 2,335 8,792 12,549 9,850 540 3,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 13.7 3.9 24.8 59.2 76.2 76.8 23.8 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
40 37 17 26 26 79 67
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 226,414
COMMITMENTS
58,732 42,291 28,236 84,886 106,224 171,854 176,751 54,560 49,663
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 4,250)
1,032 -6,453 444 -3,593 12,830 -2,117 6,821 6,368 -2,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 18.7 12.5 37.5 46.9 75.9 78.1 24.1 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
42 66 56 49 57 126 144
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,632
COMMITMENTS
16,582 12,279 72 2,526 8,061 19,180 20,412 1,452 220
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,588)
2,701 1,754 0 0 821 2,701 2,575 -113 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.4 59.5 0.3 12.2 39.1 93.0 98.9 7.0 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 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,793
COMMITMENTS
25,241 1,950 114 2,498 29,111 27,853 31,175 4,940 1,618
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,721)
1,877 24 0 -247 1,735 1,630 1,759 91 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.0 5.9 0.3 7.6 88.8 84.9 95.1 15.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
22 7 1 5 11 28 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,975,789
COMMITMENTS
1165436 733,296 5879526 8976486 9276193 16021448 15889015 954,342 1086775
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 218,099)
56,168 17,741 111,046 102,608 133,015 269,822 261,802 -51,724 -43,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 4.3 34.6 52.9 54.6 94.4 93.6 5.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
60 68 110 158 162 283 283
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 935,326
COMMITMENTS
76,053 85,336 73,374 649,082 674,088 798,509 832,797 136,816 102,528
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 20,970)
4,317 525 6,862 5,733 11,085 16,912 18,473 4,058 2,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 9.1 7.8 69.4 72.1 85.4 89.0 14.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
111 115 107 242 230 407 400
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 367,273
COMMITMENTS
28,264 26,504 31,410 218,231 267,377 277,905 325,291 89,368 41,982
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 19,723)
5,361 446 2,666 5,791 15,835 13,818 18,948 5,905 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 7.2 8.6 59.4 72.8 75.7 88.6 24.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
23 24 34 70 60 110 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,840,262
COMMITMENTS
320,622 375,833 128,141 2154255 2033556 2603019 2537531 237,243 302,731
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 6,235)
18,535 24,147 -2,775 -292 -23,750 15,468 -2,378 -9,232 8,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 13.2 4.5 75.8 71.6 91.6 89.3 8.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 514)
101 105 92 214 209 361 361
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 109,711
COMMITMENTS
13,555 5,093 241 86,683 99,131 100,479 104,465 9,232 5,246
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -292)
-1,247 -254 241 451 -425 -555 -438 263 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 4.6 0.2 79.0 90.4 91.6 95.2 8.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
12 5 1 52 38 64 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 94,101
COMMITMENTS
23,597 5,899 5,785 55,517 77,564 84,900 89,248 9,201 4,854
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,164)
129 -1,278 209 1,177 1,922 1,514 852 -350 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 6.3 6.1 59.0 82.4 90.2 94.8 9.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
74 25 18 78 88 162 121
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,961
COMMITMENTS
4,193 2,203 0 9,660 14,303 13,853 16,506 4,108 1,455
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -557)
-245 246 0 172 -318 -73 -72 -484 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 12.3 0.0 53.8 79.6 77.1 91.9 22.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 9 9 10 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 380,700
COMMITMENTS
121,534 42,991 4,415 229,286 316,303 355,235 363,708 25,465 16,992
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 8,607)
1,958 -7,532 955 5,024 11,199 7,936 4,622 670 3,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 11.3 1.2 60.2 83.1 93.3 95.5 6.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
75 23 16 74 85 157 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,765
COMMITMENTS
92,866 10,357 2,713 10,094 111,671 105,672 124,740 37,093 18,025
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 8,969)
2,499 -2,215 936 2,692 8,410 6,128 7,132 2,841 1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.0 7.3 1.9 7.1 78.2 74.0 87.4 26.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
38 13 10 16 24 59 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,496
COMMITMENTS
9,364 15,018 1 20,874 13,410 30,239 28,429 7,257 9,067
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 64)
1,012 1,163 1 678 -1,392 1,691 -228 -1,627 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 40.1 0.0 55.7 35.8 80.6 75.8 19.4 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
15 14 1 18 12 34 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,539
COMMITMENTS
20,079 3,752 448 22,099 38,866 42,626 43,066 7,913 7,473
CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -5,105)
644 -1,562 98 2,649 -5,767 3,391 -7,231 -8,496 2,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 7.4 0.9 43.7 76.9 84.3 85.2 15.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 7 2 20 23 42 31
Updated July 29, 2011