BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,617
COMMITMENTS
65 122 122 4,745 4,986 4,932 5,230 685 387
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 79)
-11 3 6 70 65 65 74 14 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.2 2.2 84.5 88.8 87.8 93.1 12.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 16 13 19 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,746
COMMITMENTS
5,556 3,269 9,990 22,254 21,706 37,800 34,965 5,946 8,781
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,622)
-303 52 585 900 979 1,183 1,617 439 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 7.5 22.8 50.9 49.6 86.4 79.9 13.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
18 12 21 39 34 66 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 301,467
COMMITMENTS
68,077 33,722 91,989 109,473 126,668 269,540 252,379 31,927 49,088
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 4,867)
-2,337 -1,791 3,092 3,152 936 3,907 2,236 960 2,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 11.2 30.5 36.3 42.0 89.4 83.7 10.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
109 88 123 79 84 254 247
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 408,126
COMMITMENTS
103,915 54,710 110,387 160,623 185,251 374,925 350,349 33,201 57,778
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 7,444)
-2,030 5,379 8,839 1,034 -3,298 7,843 10,920 -400 -3,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 13.4 27.0 39.4 45.4 91.9 85.8 8.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
124 100 143 104 148 286 348
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,680
COMMITMENTS
2,611 3,295 939 2,679 1,866 6,229 6,100 1,451 1,580
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -417)
-84 111 -15 -90 -604 -189 -507 -228 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 42.9 12.2 34.9 24.3 81.1 79.4 18.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 22 13 24 23 55 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,219
COMMITMENTS
10,349 6,877 11,278 13,309 8,498 34,936 26,654 10,283 18,565
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,162)
-1,807 1,470 539 1,394 -1,206 126 803 1,036 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 15.2 24.9 29.4 18.8 77.3 58.9 22.7 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
42 42 45 64 71 127 143
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,011
COMMITMENTS
177 4,006 319 8,602 5,382 9,098 9,707 913 303
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 76)
-2 -48 46 38 168 83 165 -7 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 40.0 3.2 85.9 53.8 90.9 97.0 9.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 12 10 16 15 26 29
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 103,611
COMMITMENTS
4,612 6,139 4,874 93,918 91,755 103,404 102,768 207 843
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,071)
-389 -236 0 1,444 1,040 1,055 804 16 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.9 4.7 90.6 88.6 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 15 16 18 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 108,277
COMMITMENTS
26,852 16,773 7,285 44,275 53,066 78,412 77,124 29,865 31,154
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -35,545)
21 -970 -5,579 -28,232 -31,874 -33,790 -38,424 -1,755 2,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 15.5 6.7 40.9 49.0 72.4 71.2 27.6 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 26 19 17 20 51 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,564
COMMITMENTS
4,651 28,389 247 40,666 2,417 45,564 31,052 8,000 22,512
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -3,288)
-19,457 -2,726 247 16,090 147 -3,121 -2,333 -168 -956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 53.0 0.5 75.9 4.5 85.1 58.0 14.9 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 15 1 11 7 18 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 121,524
COMMITMENTS
32,190 39,837 617 85,932 74,997 118,739 115,451 2,785 6,073
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 11,729)
9,389 2,362 23 2,019 10,168 11,431 12,553 298 -824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 32.8 0.5 70.7 61.7 97.7 95.0 2.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
26 44 5 14 23 41 71
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 121,666
COMMITMENTS
35,626 35,580 4,018 64,642 52,132 104,285 91,730 17,381 29,936
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -7,122)
3,059 -13,423 -74 -9,359 6,762 -6,375 -6,736 -747 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 29.2 3.3 53.1 42.8 85.7 75.4 14.3 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
19 32 15 24 25 51 64
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 133,489
COMMITMENTS
43,792 38,195 5,113 69,626 50,140 118,531 93,448 14,958 40,041
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 456)
-1,017 9,260 1,212 4,499 -14,844 4,694 -4,372 -4,238 4,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 28.6 3.8 52.2 37.6 88.8 70.0 11.2 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
21 38 18 21 21 53 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 371,622
COMMITMENTS
38,715 199,084 36,385 258,340 59,786 333,440 295,254 38,182 76,368
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 10,539)
-17,332 3,398 2,712 23,358 725 8,739 6,835 1,800 3,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 53.6 9.8 69.5 16.1 89.7 79.5 10.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
45 95 53 50 50 129 164
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,125
COMMITMENTS
14,920 14,896 343 3,516 3,121 18,779 18,360 346 765
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -2,359)
50 -4 86 -2,406 -2,451 -2,270 -2,369 -89 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.0 77.9 1.8 18.4 16.3 98.2 96.0 1.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 5 3 7 4 15 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 16,601
COMMITMENTS
6,108 5,532 149 7,651 8,737 13,908 14,418 2,693 2,183
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 3,989)
2,544 -245 0 1,064 4,492 3,608 4,247 381 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 33.3 0.9 46.1 52.6 83.8 86.9 16.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 18 1 6 7 17 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,613,732
COMMITMENTS
1132598 544,481 3876192 5742478 6223990 10751268 10644664 862,464 969,068
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -203,380)
116,882 -136,922 -137,210 -175,395 85,461 -195,723 -188,670 -7,657 -14,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 4.7 33.4 49.4 53.6 92.6 91.7 7.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
58 45 82 135 136 236 226
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 917,701
COMMITMENTS
73,787 91,757 62,929 628,161 634,374 764,877 789,060 152,824 128,641
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 39,900)
11,616 4,120 4,671 21,219 31,896 37,506 40,687 2,394 -786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 10.0 6.9 68.4 69.1 83.3 86.0 16.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
106 126 106 237 251 411 417
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 304,280
COMMITMENTS
6,595 9,244 31,419 196,769 185,277 234,783 225,940 69,497 78,339
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 6,380)
-213 1,123 734 7,718 3,421 8,239 5,278 -1,860 1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.0 10.3 64.7 60.9 77.2 74.3 22.8 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
15 15 27 70 58 100 87
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,067,109
COMMITMENTS
358,229 434,832 135,286 2156958 2245481 2650474 2815599 416,635 251,509
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 167,601)
71,667 27,506 7,160 67,504 142,375 146,331 177,042 21,270 -9,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 14.2 4.4 70.3 73.2 86.4 91.8 13.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
102 119 94 207 228 369 381
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,957
COMMITMENTS
7,176 4,832 1,240 82,509 88,809 90,925 94,881 8,032 4,076
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 3,532)
-2,469 -417 1,006 5,329 2,807 3,866 3,396 -334 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 4.9 1.3 83.4 89.7 91.9 95.9 8.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
8 4 2 56 31 65 36
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,969
COMMITMENTS
17,294 5,347 525 46,243 60,113 64,063 65,985 4,906 2,984
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 1,801)
1,592 572 113 902 1,152 2,607 1,837 -806 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 7.8 0.8 67.0 87.2 92.9 95.7 7.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
57 26 15 62 85 126 119
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 344,845
COMMITMENTS
86,469 26,734 2,627 231,217 300,565 320,313 329,926 24,532 14,919
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 9,007)
7,958 2,860 565 4,512 5,760 13,035 9,186 -4,028 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 7.8 0.8 67.0 87.2 92.9 95.7 7.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
57 26 15 62 85 126 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,997
COMMITMENTS
40,289 41,718 5,210 69,970 64,314 115,469 111,242 19,528 23,755
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -7,282)
-1,462 -2,097 419 -9,009 -2,394 -10,051 -4,071 2,768 -3,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 30.9 3.9 51.8 47.6 85.5 82.4 14.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
23 34 15 23 25 54 66
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 27,409
COMMITMENTS
2,781 9,707 0 17,866 5,327 20,647 15,034 6,762 12,375
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -955)
-466 -869 0 -242 242 -708 -627 -247 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 35.4 0.0 65.2 19.4 75.3 54.9 24.7 45.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 7 0 18 6 25 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,357
COMMITMENTS
10,608 8,438 441 20,234 13,205 31,283 22,084 4,074 13,273
CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -4,041)
-377 845 12 -3,359 792 -3,724 1,649 -317 -5,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 23.9 1.2 57.2 37.3 88.5 62.5 11.5 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 8 1 19 15 31 24
Updated June 29, 2012