BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,645
COMMITMENTS
0 0 0 4,194 4,118 4,194 4,118 451 527
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -201)
0 -72 0 -74 -165 -74 -237 -127 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 88.7 90.3 88.7 9.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 12 18 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,154
COMMITMENTS
1,933 5,520 9,927 26,778 21,185 38,638 36,632 5,516 7,522
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 171)
-534 305 -15 378 345 -170 636 341 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 12.5 22.5 60.6 48.0 87.5 83.0 12.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 24 18 33 30 57 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 166,559
COMMITMENTS
26,826 39,358 52,028 64,795 46,150 143,649 137,536 22,911 29,023
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,577)
2,591 -5,356 -805 -1,711 6,350 76 188 1,501 1,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 23.6 31.2 38.9 27.7 86.2 82.6 13.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
64 67 73 43 39 156 142
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,962
COMMITMENTS
72,325 32,597 61,221 111,184 128,102 244,730 221,920 26,233 49,042
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 7,460)
6,117 -7,308 1,114 -1,663 9,746 5,568 3,551 1,892 3,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 12.0 22.6 41.0 47.3 90.3 81.9 9.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
102 66 84 98 145 247 259
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,871
COMMITMENTS
3,082 1,707 544 2,579 3,997 6,204 6,247 1,667 1,624
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -157)
-53 748 -187 -26 -779 -267 -218 110 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 21.7 6.9 32.8 50.8 78.8 79.4 21.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 20 8 17 23 41 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,165
COMMITMENTS
10,846 1,967 5,276 6,820 9,776 22,942 17,018 6,222 12,146
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,207)
746 59 -450 650 386 947 -4 260 1,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 6.7 18.1 23.4 33.5 78.7 58.4 21.3 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
41 22 27 35 59 93 94
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 18,520
COMMITMENTS
3,816 1,832 0 14,218 16,158 18,034 17,990 486 530
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,551)
-1,040 185 0 2,365 1,021 1,325 1,206 226 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 9.9 0.0 76.8 87.2 97.4 97.1 2.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 4 0 10 8 16 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 98,414
COMMITMENTS
31,988 26,261 7,010 22,960 47,854 61,957 81,125 36,456 17,289
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 6,005)
924 1,718 1,121 2,958 2,160 5,003 5,000 1,001 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 26.7 7.1 23.3 48.6 63.0 82.4 37.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
21 19 15 20 16 51 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,678
COMMITMENTS
16,838 5,894 2,160 4,183 19,958 23,181 28,013 14,497 9,665
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 746)
427 686 138 325 -1,823 890 -1,000 -144 1,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 15.6 5.7 11.1 53.0 61.5 74.3 38.5 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 11 4 4 8 19 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 45,901
COMMITMENTS
27,620 14,006 304 14,352 27,483 42,276 41,793 3,625 4,108
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -16,033)
-21,149 4,257 -40 6,452 -21,638 -14,737 -17,421 -1,296 1,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 30.5 0.7 31.3 59.9 92.1 91.1 7.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 24 3 10 12 29 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 98,041
COMMITMENTS
23,660 35,641 4,341 49,524 38,530 77,525 78,512 20,516 19,529
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 3,905)
-3,127 418 406 6,569 2,617 3,847 3,440 58 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 36.4 4.4 50.5 39.3 79.1 80.1 20.9 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
19 22 8 14 15 37 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 119,546
COMMITMENTS
52,262 19,060 5,374 33,108 76,835 90,744 101,269 28,802 18,277
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 22,807)
15,961 -499 1,777 -454 21,129 17,285 22,408 5,522 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 15.9 4.5 27.7 64.3 75.9 84.7 24.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
28 22 11 19 20 52 48
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 132,974
COMMITMENTS
43,767 29,535 11,110 28,640 58,307 83,517 98,953 49,456 34,021
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -6,530)
-4,514 -8,398 865 -1,197 2,717 -4,846 -4,816 -1,683 -1,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 22.2 8.4 21.5 43.8 62.8 74.4 37.2 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
41 38 29 27 34 82 87
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,089
COMMITMENTS
15,990 1,021 0 4,042 19,945 20,032 20,966 2,057 1,123
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 395)
-401 -13 0 864 432 463 419 -68 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.4 4.6 0.0 18.3 90.3 90.7 94.9 9.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 6 0 5 10 14 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,861,878
COMMITMENTS
944,144 219,951 3979465 5859458 6641128 10783067 10840544 1078811 1021334
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -88,888)
111,582 -48,112 -117,554 -128,990 38,105 -134,962 -127,561 46,074 38,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.9 33.5 49.4 56.0 90.9 91.4 9.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
73 36 98 121 119 234 220
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 484,949
COMMITMENTS
34,570 42,771 36,708 303,917 348,246 375,195 427,726 109,754 57,224
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 3,228)
-3,037 1,816 -626 2,535 3,288 -1,128 4,478 4,356 -1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 8.8 7.6 62.7 71.8 77.4 88.2 22.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
29 27 40 83 69 134 115
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,548,385
COMMITMENTS
473,613 363,549 76,771 1830402 1789344 2380786 2229665 167,600 318,721
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 868)
-3,764 -11,006 5,934 10,877 -15,805 13,047 -20,877 -12,179 21,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 14.3 3.0 71.8 70.2 93.4 87.5 6.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437)
86 115 74 154 160 282 307
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,417
COMMITMENTS
12,175 10,993 258 78,605 85,587 91,038 96,838 9,378 3,579
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -905)
404 1,524 -722 -560 -1,001 -878 -199 -28 -706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 10.9 0.3 78.3 85.2 90.7 96.4 9.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
8 9 2 48 30 56 41
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,843
COMMITMENTS
2,503 4,887 0 11,251 8,486 13,754 13,373 4,089 4,470
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 2,706)
1,020 -245 0 1,499 2,392 2,519 2,147 187 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 27.4 0.0 63.1 47.6 77.1 74.9 22.9 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 5 0 11 14 15 19
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 261,239
COMMITMENTS
63,361 58,066 7,732 166,853 175,576 237,947 241,374 23,292 19,865
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 6,514)
2,613 2,927 -25 4,959 1,576 7,546 4,477 -1,033 2,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 22.2 3.0 63.9 67.2 91.1 92.4 8.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
48 55 20 55 71 115 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 93,084
COMMITMENTS
42,529 15,907 3,105 26,194 62,373 71,829 81,386 21,255 11,698
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,373)
-2,179 3,946 195 4,578 -3,711 2,594 429 -1,221 943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 17.1 3.3 28.1 67.0 77.2 87.4 22.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
20 15 7 14 12 39 29
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 26,795
COMMITMENTS
8,417 5,403 0 6,921 15,814 15,338 21,217 11,457 5,577
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 544)
905 -883 0 -221 1,601 684 718 -140 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 20.2 0.0 25.8 59.0 57.2 79.2 42.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 10 0 10 19 22 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 33,758
COMMITMENTS
9,420 10,266 410 15,283 18,536 25,113 29,212 8,645 4,546
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -860)
1,004 -501 -436 1,683 -431 2,251 -1,368 -3,111 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 30.4 1.2 45.3 54.9 74.4 86.5 25.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
13 13 1 25 18 38 32
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 25,368
COMMITMENTS
2,575 6,356 184 19,632 17,336 22,391 23,876 2,977 1,492
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -579)
-614 97 15 -323 -715 -922 -603 343 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 25.1 0.7 77.4 68.3 88.3 94.1 11.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 5 3 12 13 21 19
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,758
COMMITMENTS
3,940 726 27 12,104 15,958 16,071 16,711 1,687 1,047
CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,976)
-72 612 27 1,667 829 1,622 1,468 354 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 4.1 0.2 68.2 89.9 90.5 94.1 9.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 4 2 10 4 20 9
Updated July 17, 2009