BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,374
COMMITMENTS
72 129 94 4,640 4,771 4,806 4,995 568 379
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 244)
1 3 7 225 255 232 265 12 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.4 1.8 86.3 88.8 89.4 92.9 10.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 16 12 19 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,716
COMMITMENTS
5,825 2,995 9,368 21,198 20,326 36,390 32,689 5,326 9,028
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,182)
298 -164 306 467 1,128 1,071 1,270 111 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 7.2 22.5 50.8 48.7 87.2 78.4 12.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
18 11 21 37 33 63 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,683
COMMITMENTS
65,236 38,055 122,109 114,943 127,026 302,287 287,189 31,396 46,494
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,335)
4,991 -7,846 1,150 -5,827 7,797 314 1,100 1,020 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 11.4 36.6 34.4 38.1 90.6 86.1 9.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
111 92 140 80 88 265 265
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 399,957
COMMITMENTS
108,900 42,127 103,173 158,042 192,034 370,115 337,335 29,843 62,623
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -5,383)
-213 -348 -815 -2,267 -3,707 -3,295 -4,870 -2,087 -513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 10.5 25.8 39.5 48.0 92.5 84.3 7.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
116 95 152 94 149 286 341
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,594
COMMITMENTS
3,329 2,616 1,329 2,219 3,491 6,877 7,436 1,718 1,158
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -280)
-164 -23 175 -106 -188 -96 -37 -184 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 30.4 15.5 25.8 40.6 80.0 86.5 20.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
33 16 13 18 25 56 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,029
COMMITMENTS
15,166 5,489 11,339 12,063 10,388 38,569 27,216 8,460 19,813
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,594)
843 -955 942 -425 222 1,360 209 234 1,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 11.7 24.1 25.7 22.1 82.0 57.9 18.0 42.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
65 34 40 52 73 139 129
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,859
COMMITMENTS
182 4,012 302 8,453 5,144 8,938 9,458 921 401
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 167)
12 -21 56 30 21 97 55 70 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 40.7 3.1 85.7 52.2 90.7 95.9 9.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 11 11 15 14 26 28
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 106,092
COMMITMENTS
6,256 5,800 5,164 94,490 94,702 105,910 105,666 182 426
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -3,587)
175 222 113 -3,828 -3,858 -3,540 -3,523 -47 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 5.5 4.9 89.1 89.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 3 3 16 17 20 23
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 146,423
COMMITMENTS
30,724 20,176 12,510 70,242 83,096 113,475 115,782 32,948 30,641
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -12,685)
-9,387 -2,777 3,629 -1,428 -11,418 -7,186 -10,567 -5,499 -2,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 13.8 8.5 48.0 56.8 77.5 79.1 22.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
24 27 18 23 24 57 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 93,027
COMMITMENTS
5,220 38,449 18,496 60,913 7,853 84,629 64,798 8,398 28,229
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 18,723)
-239 -904 17,278 1,448 2,843 18,487 19,218 235 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 41.3 19.9 65.5 8.4 91.0 69.7 9.0 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 20 4 15 12 23 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 198,616
COMMITMENTS
19,426 41,430 10,376 166,154 139,067 195,956 190,873 2,660 7,743
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 6,246)
8,428 36 -815 -1,071 7,193 6,542 6,414 -296 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 20.9 5.2 83.7 70.0 98.7 96.1 1.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
21 52 12 25 20 55 80
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 186,265
COMMITMENTS
28,280 51,093 5,749 134,650 96,583 168,679 153,425 17,586 32,840
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -12,905)
-11,257 9,614 -3,173 3,375 -17,759 -11,054 -11,318 -1,851 -1,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 27.4 3.1 72.3 51.9 90.6 82.4 9.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
23 34 18 30 29 63 71
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 182,816
COMMITMENTS
38,038 25,253 8,403 116,772 111,466 163,213 145,122 19,604 37,695
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -3,062)
875 372 -1,924 5,086 1,384 4,038 -167 -7,099 -2,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 13.8 4.6 63.9 61.0 89.3 79.4 10.7 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 28 16 26 28 58 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 476,459
COMMITMENTS
41,220 236,272 68,033 330,256 95,330 439,510 399,636 36,950 76,824
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -20,864)
3,660 -14,348 2,613 -22,350 -807 -16,077 -12,541 -4,787 -8,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 49.6 14.3 69.3 20.0 92.2 83.9 7.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
39 84 58 55 60 132 167
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,744
COMMITMENTS
14,540 14,987 171 5,470 4,804 20,181 19,962 563 782
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 997)
158 39 53 578 1,010 789 1,102 208 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.1 72.2 0.8 26.4 23.2 97.3 96.2 2.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 7 2 7 3 13 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,485
COMMITMENTS
6,640 10,525 628 18,395 12,864 25,663 24,017 1,822 3,468
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 5,955)
65 -1,580 476 5,188 6,840 5,729 5,736 226 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 38.3 2.3 66.9 46.8 93.4 87.4 6.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 20 2 14 9 27 30
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,143,646
COMMITMENTS
823,194 792,500 5340464 7119309 6984172 13282967 13117136 860,680 1026510
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 11,658)
145,585 -32,373 -99,815 -64,326 156,806 -18,556 24,618 30,214 -12,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.6 37.8 50.3 49.4 93.9 92.7 6.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
53 67 107 144 146 263 262
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,205,704
COMMITMENTS
65,865 100,092 94,461 850,915 841,557 1011242 1036110 194,463 169,595
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 77,472)
-1,302 245 2,201 76,629 74,003 77,528 76,450 -56 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.3 7.8 70.6 69.8 83.9 85.9 16.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599)
102 134 129 265 274 443 465
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 432,393
COMMITMENTS
14,618 9,204 43,421 291,289 265,941 349,329 318,566 83,064 113,826
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 28,152)
180 -1,747 3,080 19,787 27,335 23,047 28,668 5,105 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.1 10.0 67.4 61.5 80.8 73.7 19.2 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
19 20 33 85 70 122 107
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,866,560
COMMITMENTS
306,776 504,981 204,658 2798130 2878077 3309564 3587717 556,996 278,843
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 246,600)
-11,846 5,524 43 284,211 233,339 272,408 238,906 -25,808 7,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 13.1 5.3 72.4 74.4 85.6 92.8 14.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552)
96 122 114 236 254 396 427
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 114,673
COMMITMENTS
8,367 7,062 182 97,945 103,445 106,494 110,689 8,179 3,984
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 7,489)
2,106 1,378 -1,520 6,724 7,362 7,310 7,220 180 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.2 0.2 85.4 90.2 92.9 96.5 7.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
6 8 1 63 48 70 56
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 117,162
COMMITMENTS
13,933 10,686 5,358 85,386 92,547 104,677 108,592 12,485 8,571
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 16,099)
-1,628 -956 1,148 11,839 12,523 11,360 12,715 4,739 3,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 9.1 4.6 72.9 79.0 89.3 92.7 10.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
48 34 20 82 102 144 142
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,995
COMMITMENTS
1,151 1,856 738 17,299 19,552 19,188 22,146 3,807 849
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 247)
305 0 -7 -690 480 -392 473 639 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 8.1 3.2 75.2 85.0 83.4 96.3 16.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 1 14 11 17 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 470,836
COMMITMENTS
76,282 56,522 10,730 340,433 364,976 427,445 432,228 43,391 38,608
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 79,261)
-8,372 -3,490 4,485 62,645 60,217 58,758 61,212 20,503 18,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 12.0 2.3 72.3 77.5 90.8 91.8 9.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
49 33 19 77 102 138 142
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 205,642
COMMITMENTS
21,112 66,360 17,346 151,497 91,669 189,955 175,375 15,687 30,267
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 25,162)
9,429 3,231 5,908 11,437 16,479 26,774 25,617 -1,612 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 32.3 8.4 73.7 44.6 92.4 85.3 7.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
15 41 17 26 29 53 76
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 27,804
COMMITMENTS
2,637 10,629 0 18,204 5,071 20,841 15,700 6,963 12,104
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -13,697)
-1,846 3,801 -4,371 -6,168 -1,845 -12,385 -2,415 -1,312 -11,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 38.2 0.0 65.5 18.2 75.0 56.5 25.0 43.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 7 0 17 5 24 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,699
COMMITMENTS
10,906 8,282 184 21,919 7,859 33,009 16,325 4,690 21,374
CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -31,128)
130 3,949 -8,020 -20,233 -11,543 -28,123 -15,614 -3,005 -15,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 22.0 0.5 58.1 20.8 87.6 43.3 12.4 56.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 10 1 21 13 33 23
Updated June 15, 2012