BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,262
COMMITMENTS
183 680 60 3,356 3,269 3,599 4,009 663 253
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 77)
48 25 -15 44 46 76 56 1 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 15.9 1.4 78.7 76.7 84.5 94.1 15.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 1 13 13 15 17
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,133
COMMITMENTS
9,380 1,333 13,831 26,072 31,192 49,283 46,355 7,850 10,778
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,943)
633 -77 32 1,726 2,031 2,390 1,986 -448 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 2.3 24.2 45.6 54.6 86.3 81.1 13.7 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
31 4 23 37 40 73 63
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 3,869
COMMITMENTS
1,440 73 106 2,096 2,971 3,642 3,150 228 719
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 41)
7 -9 1 20 2 28 -5 13 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 1.9 2.7 54.2 76.8 94.1 81.4 5.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 6 11 10 13
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,047
COMMITMENTS
71,294 27,502 76,671 109,106 140,691 257,071 244,864 30,976 43,183
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -22,208)
-6,221 726 -12,218 -4,767 -7,590 -23,206 -19,082 998 -3,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 9.5 26.6 37.9 48.8 89.2 85.0 10.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
112 61 111 61 84 232 214
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 404,208
COMMITMENTS
104,170 30,516 110,544 161,141 197,865 375,855 338,925 28,353 65,284
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 15,422)
9,348 -3,633 12,371 -8,920 7,025 12,800 15,764 2,622 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 7.5 27.3 39.9 49.0 93.0 83.8 7.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
123 85 129 104 174 298 328
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,741
COMMITMENTS
4,149 4,932 615 3,108 1,811 7,872 7,357 1,868 2,383
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -1,440)
-17 69 -963 -224 -256 -1,204 -1,151 -235 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 50.6 6.3 31.9 18.6 80.8 75.5 19.2 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
24 36 15 19 20 52 66
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,006
COMMITMENTS
11,437 4,175 9,549 10,399 8,324 31,385 22,048 8,621 17,958
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 168)
452 186 345 -397 -16 399 515 -231 -347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 10.4 23.9 26.0 20.8 78.5 55.1 21.5 44.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
44 31 48 53 62 125 121
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 103,880
COMMITMENTS
10,710 1,122 2,888 89,328 98,910 102,926 102,920 954 960
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -4,857)
-1,620 -317 855 -3,378 -5,057 -4,143 -4,519 -714 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.1 2.8 86.0 95.2 99.1 99.1 0.9 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 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 116,317
COMMITMENTS
23,214 18,321 4,423 43,740 67,608 71,377 90,352 44,940 25,965
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -15,302)
-15,726 3,487 -6 3,237 -19,458 -12,495 -15,977 -2,806 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 15.8 3.8 37.6 58.1 61.4 77.7 38.6 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
24 21 15 27 30 59 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,887
COMMITMENTS
13,616 5,286 2,654 18,066 33,735 34,337 41,675 22,550 15,212
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -4,777)
-1,443 -4,325 15 -446 4,035 -1,874 -274 -2,903 -4,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 9.3 4.7 31.8 59.3 60.4 73.3 39.6 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 9 5 14 13 30 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 110,017
COMMITMENTS
40,669 18,035 369 61,953 83,817 102,991 102,221 7,026 7,796
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -7,828)
-16,243 2,416 -1,744 11,443 -8,964 -6,544 -8,292 -1,284 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 16.4 0.3 56.3 76.2 93.6 92.9 6.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
24 32 4 21 16 48 50
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 106,341
COMMITMENTS
36,175 39,489 1,744 38,468 43,761 76,386 84,994 29,955 21,347
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -4,675)
-4,877 -1,465 -267 -708 -1,786 -5,852 -3,518 1,177 -1,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 37.1 1.6 36.2 41.2 71.8 79.9 28.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
29 22 8 27 28 60 54
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 138,975
COMMITMENTS
59,116 12,013 5,452 39,563 91,933 104,130 109,398 34,844 29,577
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 6,296)
5,256 62 444 861 4,994 6,561 5,500 -265 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 8.6 3.9 28.5 66.2 74.9 78.7 25.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
29 25 14 25 23 63 53
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 215,211
COMMITMENTS
46,539 37,888 34,119 84,655 91,958 165,313 163,965 49,898 51,246
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -8,430)
-2,727 -19,189 6,249 -10,715 2,610 -7,193 -10,331 -1,237 1,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 17.6 15.9 39.3 42.7 76.8 76.2 23.2 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
38 54 44 50 59 116 129
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,705
COMMITMENTS
19,214 797 0 3,774 24,389 22,988 25,186 3,717 1,519
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -2,238)
-2,374 -364 -133 837 -1,113 -1,670 -1,610 -568 -628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.9 3.0 0.0 14.1 91.3 86.1 94.3 13.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 5 0 7 9 25 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,646,591
COMMITMENTS
893,740 742,473 6731140 9064088 9098425 16688968 16572038 957,623 1074552
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -822,354)
-345,369 70,822 -358,091 -96,542 -536,025 -800,002 -823,294 -22,352 940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 4.2 38.1 51.4 51.6 94.6 93.9 5.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
52 69 106 155 156 275 274
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,307,133
COMMITMENTS
66,074 130,358 146,652 959,602 898,836 1172327 1175845 134,806 131,288
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -45,244)
-8,111 15,621 -29,652 51,837 12,592 14,073 -1,439 -59,317 -43,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 10.0 11.2 73.4 68.8 89.7 90.0 10.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 635)
106 159 124 262 262 438 476
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 530,204
COMMITMENTS
20,160 52,414 67,078 362,658 345,200 449,896 464,693 80,308 65,512
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -14,157)
633 -16,301 -4,907 39,101 3,807 34,827 -17,401 -48,984 3,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 9.9 12.7 68.4 65.1 84.9 87.6 15.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
23 32 39 80 68 127 115
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,884,645
COMMITMENTS
357,858 518,007 269,578 2984720 2768177 3612155 3555762 272,490 328,884
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -155,436)
-158,850 44,483 -8,599 63,680 43,924 -103,768 79,808 -51,668 -235,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 13.3 6.9 76.8 71.3 93.0 91.5 7.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
101 145 106 236 246 393 441
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,080
COMMITMENTS
10,500 5,633 1,310 87,963 89,638 99,773 96,581 5,307 8,500
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -2,386)
-5,236 705 1,310 2,854 -6,251 -1,072 -4,236 -1,315 1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 5.4 1.2 83.7 85.3 94.9 91.9 5.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
7 7 1 49 36 56 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 94,981
COMMITMENTS
6,254 8,516 3,509 74,662 72,901 84,426 84,925 10,555 10,056
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 9,824)
-7,292 3,728 503 14,864 2,106 8,074 6,336 1,750 3,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 9.0 3.7 78.6 76.8 88.9 89.4 11.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
29 36 21 82 92 124 136
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,872
COMMITMENTS
749 1,510 31 18,884 15,352 19,664 16,893 3,208 5,979
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 7,431)
247 -1,115 31 8,117 4,363 8,395 3,279 -964 4,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 6.6 0.1 82.6 67.1 86.0 73.9 14.0 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 5 2 9 7 13 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 360,547
COMMITMENTS
33,691 41,192 11,228 278,892 287,744 323,811 340,164 36,735 20,383
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 11,963)
-38,433 23,477 3,094 33,733 -11,286 -1,606 15,285 13,569 -3,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 11.4 3.1 77.4 79.8 89.8 94.3 10.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
31 32 19 79 90 119 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,763
COMMITMENTS
41,090 11,996 2,896 43,562 70,298 87,548 85,190 23,215 25,573
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -3,204)
394 -1,644 -498 3,089 -3,592 2,985 -5,734 -6,189 2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 10.8 2.6 39.3 63.5 79.0 76.9 21.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
24 21 11 19 21 49 47
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,081
COMMITMENTS
6,711 11,531 0 19,178 12,093 25,889 23,624 6,192 8,457
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 1,298)
244 476 0 2,020 -373 2,264 103 -966 1,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 35.9 0.0 59.8 37.7 80.7 73.6 19.3 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 10 0 19 18 30 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,962
COMMITMENTS
18,193 4,448 1,104 15,389 47,028 34,686 52,580 24,276 6,382
CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -13,236)
-3,605 -248 239 269 -10,695 -3,097 -10,704 -10,139 -2,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 7.5 1.9 26.1 79.8 58.8 89.2 41.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 8 3 20 27 39 37
Updated August 19, 2011