BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,820
COMMITMENTS
22 49 84 4,016 4,290 4,121 4,423 699 397
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -803)
-42 -72 -37 -754 -706 -833 -814 29 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 1.0 1.7 83.3 89.0 85.5 91.8 14.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 11 15 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,527
COMMITMENTS
4,563 2,579 7,689 18,955 19,844 31,207 30,112 6,320 7,415
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -6,385)
-1,267 -909 -1,869 -3,756 -2,392 -6,892 -5,169 507 -1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 6.9 20.5 50.5 52.9 83.2 80.2 16.8 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 12 19 37 32 63 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 293,612
COMMITMENTS
72,748 23,547 87,660 103,446 136,856 263,854 248,063 29,758 45,549
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -10,096)
-2,528 -2,433 -2,336 -4,309 -4,006 -9,174 -8,775 -922 -1,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 8.0 29.9 35.2 46.6 89.9 84.5 10.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
109 72 117 76 88 248 228
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 392,545
COMMITMENTS
99,274 50,459 110,629 152,327 176,095 362,230 337,183 30,315 55,362
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -13,725)
-1,276 -1,195 -4,982 -7,510 -7,245 -13,768 -13,422 43 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 12.9 28.2 38.8 44.9 92.3 85.9 7.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
110 97 139 106 147 281 335
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,312
COMMITMENTS
3,368 2,717 654 1,960 2,571 5,981 5,942 1,331 1,370
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 410)
563 -690 93 -212 1,096 445 499 -35 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 37.2 8.9 26.8 35.2 81.8 81.3 18.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
30 18 12 17 25 55 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,587
COMMITMENTS
9,674 7,804 13,198 14,309 7,521 37,181 28,523 10,406 19,064
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 1,545)
254 117 1,273 89 -169 1,615 1,221 -71 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 16.4 27.7 30.1 15.8 78.1 59.9 21.9 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
35 55 54 65 63 133 147
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,246
COMMITMENTS
126 2,596 306 7,012 4,951 7,444 7,853 803 393
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -1,718)
-47 -1,410 -14 -1,548 -361 -1,608 -1,784 -109 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 31.5 3.7 85.0 60.0 90.3 95.2 9.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 8 8 12 12 20 22
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 105,237
COMMITMENTS
4,294 6,356 4,874 95,831 93,264 104,999 104,494 238 743
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -503)
-418 31 0 -101 -661 -519 -630 16 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.0 4.6 91.1 88.6 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 15 16 17 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 109,116
COMMITMENTS
24,576 19,985 3,761 49,968 55,343 78,305 79,090 30,811 30,027
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 1,766)
3,448 7,480 -5,097 3,835 368 2,186 2,751 -420 -985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 18.3 3.4 45.8 50.7 71.8 72.5 28.2 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
21 26 17 20 22 53 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,994
COMMITMENTS
5,815 23,399 0 43,812 8,777 49,627 32,176 9,366 26,817
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 4,445)
544 -848 -236 2,617 133 2,924 -951 1,521 5,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 39.7 0.0 74.3 14.9 84.1 54.5 15.9 45.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 15 0 11 8 18 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,469
COMMITMENTS
48,567 23,345 1,128 89,002 113,753 138,697 138,226 3,772 4,243
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 9,800)
7,963 216 417 1,392 9,351 9,772 9,984 28 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 16.4 0.8 62.5 79.8 97.4 97.0 2.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
34 27 8 14 24 51 57
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 122,780
COMMITMENTS
33,086 40,368 2,918 67,791 46,635 103,795 89,922 18,985 32,859
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 7,352)
562 3,170 -759 6,331 1,050 6,134 3,461 1,218 3,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 32.9 2.4 55.2 38.0 84.5 73.2 15.5 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
19 33 12 27 27 50 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 123,010
COMMITMENTS
32,776 23,097 3,356 69,562 58,623 105,693 85,076 17,317 37,934
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -4,049)
-4,218 -8,585 -1,367 121 6,682 -5,463 -3,270 1,415 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 18.8 2.7 56.5 47.7 85.9 69.2 14.1 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 30 11 22 23 48 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 375,187
COMMITMENTS
39,125 206,080 30,745 263,788 59,180 333,657 296,005 41,530 79,181
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 25,271)
6,156 27,775 -1,887 16,157 -7,094 20,426 18,794 4,845 6,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 54.9 8.2 70.3 15.8 88.9 78.9 11.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
40 83 45 56 52 125 151
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 17,476
COMMITMENTS
14,569 15,105 75 2,442 1,549 17,086 16,729 390 747
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -429)
-252 140 10 -269 -421 -511 -271 82 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.4 86.4 0.4 14.0 8.9 97.8 95.7 2.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 2 7 5 14 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,356
COMMITMENTS
11,434 5,843 134 7,057 14,771 18,625 20,748 3,731 1,608
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 1,873)
1,572 301 0 -101 1,804 1,471 2,105 402 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 26.1 0.6 31.6 66.1 83.3 92.8 16.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 18 1 4 11 17 29
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,240,540
COMMITMENTS
1183296 520,973 4431185 5711849 6282019 11326331 11234178 914,209 1006363
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 387,808)
30,379 -31,759 456,340 -78,712 -4,146 408,007 420,435 -20,198 -32,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 4.3 36.2 46.7 51.3 92.5 91.8 7.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
51 53 81 136 137 237 227
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 942,154
COMMITMENTS
67,016 97,487 68,902 646,358 642,479 782,276 808,869 159,879 133,286
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 22,192)
-3,225 7,806 3,805 19,143 11,658 19,723 23,270 2,469 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 10.3 7.3 68.6 68.2 83.0 85.9 17.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
108 129 114 241 243 414 422
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 310,821
COMMITMENTS
8,260 9,372 28,667 201,013 189,738 237,940 227,777 72,882 83,044
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 5,562)
-2,111 4,308 47 6,425 1,366 4,361 5,721 1,201 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.0 9.2 64.7 61.0 76.6 73.3 23.4 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
13 18 27 71 58 101 87
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,156,665
COMMITMENTS
334,054 480,848 160,901 2226724 2263707 2721679 2905456 434,986 251,209
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 83,148)
5,817 28,878 7,402 63,588 51,465 76,807 87,745 6,342 -4,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 15.2 5.1 70.5 71.7 86.2 92.0 13.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
105 120 101 214 224 374 390
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,140
COMMITMENTS
11,498 5,663 969 84,488 94,213 96,955 100,845 8,184 4,294
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 2,537)
-333 -556 868 1,610 1,381 2,145 1,693 392 844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 5.4 0.9 80.4 89.6 92.2 95.9 7.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
13 6 2 52 35 66 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 71,173
COMMITMENTS
14,999 5,302 848 49,646 62,033 65,493 68,184 5,679 2,989
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -1,210)
-2,851 474 264 1,528 -2,047 -1,059 -1,309 -151 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 7.4 1.2 69.8 87.2 92.0 95.8 8.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
63 29 17 64 85 136 122
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 355,863
COMMITMENTS
74,993 26,509 4,241 248,232 310,167 327,466 340,918 28,397 14,945
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -6,051)
-14,254 2,372 1,319 7,639 -10,237 -5,296 -6,547 -754 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 7.4 1.2 69.8 87.2 92.0 95.8 8.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
63 29 17 64 85 136 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,767
COMMITMENTS
54,534 35,413 3,869 52,975 65,757 111,378 105,039 19,389 25,728
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -10,491)
3,552 -4,373 -2,428 -12,017 -3,238 -10,893 -10,039 402 -452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 27.1 3.0 40.5 50.3 85.2 80.3 14.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 31 13 22 22 51 57
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,680
COMMITMENTS
2,613 9,564 0 21,056 5,239 23,669 14,803 6,011 14,877
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 1,183)
674 57 0 672 -328 1,346 -271 -163 1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 32.2 0.0 70.9 17.7 79.7 49.9 20.3 50.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 7 0 19 7 25 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,067
COMMITMENTS
10,804 5,498 1,051 24,557 11,798 36,412 18,347 4,655 22,720
CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 4,820)
143 -4,164 -6 4,101 -358 4,238 -4,528 582 9,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 13.4 2.6 59.8 28.7 88.7 44.7 11.3 55.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 7 2 22 14 37 23
Updated July 13, 2012