BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,740
COMMITMENTS
0 0 0 4,226 4,115 4,226 4,115 514 625
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 95)
0 0 0 32 -4 32 -4 63 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 89.2 86.8 89.2 86.8 10.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 11 17 11
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,580
COMMITMENTS
976 7,035 10,335 27,728 20,744 39,039 38,113 6,541 7,467
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,426)
-956 1,515 407 949 -441 401 1,481 1,026 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 15.4 22.7 60.8 45.5 85.6 83.6 14.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 26 21 32 26 59 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 157,906
COMMITMENTS
28,244 36,734 40,614 64,248 49,151 133,106 126,500 24,800 31,406
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -8,654)
1,418 -2,624 -11,414 -547 3,001 -10,543 -11,036 1,889 2,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 23.3 25.7 40.7 31.1 84.3 80.1 15.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
60 64 66 43 39 148 138
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,490
COMMITMENTS
74,358 29,634 64,403 114,697 136,007 253,458 230,044 30,032 53,446
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 12,527)
2,034 -2,963 3,182 3,512 7,905 8,728 8,124 3,799 4,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 10.5 22.7 40.5 48.0 89.4 81.1 10.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
109 60 89 102 144 254 263
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,154
COMMITMENTS
3,300 2,471 530 2,630 3,650 6,460 6,651 1,694 1,503
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 283)
218 764 -14 51 -346 256 403 28 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 30.3 6.5 32.3 44.8 79.2 81.6 20.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 20 10 17 22 48 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,779
COMMITMENTS
11,224 1,900 6,043 7,119 10,720 24,385 18,663 6,394 12,116
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,615)
377 -67 767 299 944 1,443 1,644 172 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 6.2 19.6 23.1 34.8 79.2 60.6 20.8 39.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
45 20 24 37 59 93 94
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,357
COMMITMENTS
3,655 282 0 15,240 18,786 18,895 19,068 462 289
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 837)
-161 -1,550 0 1,022 2,628 861 1,078 -24 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 1.5 0.0 78.7 97.1 97.6 98.5 2.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 2 0 11 9 17 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 105,001
COMMITMENTS
40,588 24,731 9,811 16,766 52,198 67,166 86,740 37,835 18,260
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 6,587)
8,600 -1,530 2,802 -6,193 4,343 5,209 5,615 1,378 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 23.6 9.3 16.0 49.7 64.0 82.6 36.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 21 12 20 17 48 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,187
COMMITMENTS
20,164 6,836 2,007 3,438 26,617 25,609 35,459 17,578 7,728
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 5,509)
3,326 942 -154 -744 6,659 2,428 7,446 3,081 -1,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 15.8 4.6 8.0 61.6 59.3 82.1 40.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 10 5 4 8 20 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 43,086
COMMITMENTS
23,177 11,962 11 16,103 27,700 39,291 39,673 3,795 3,413
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -2,815)
-4,443 -2,044 -293 1,751 217 -2,985 -2,120 170 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 27.8 0.0 37.4 64.3 91.2 92.1 8.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 18 1 11 15 25 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 102,260
COMMITMENTS
27,775 32,663 4,566 47,165 45,528 79,505 82,757 22,754 19,503
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 4,219)
4,115 -2,978 225 -2,360 6,998 1,981 4,245 2,238 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 31.9 4.5 46.1 44.5 77.7 80.9 22.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
25 23 8 11 16 40 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 119,679
COMMITMENTS
52,704 16,858 4,970 32,791 81,208 90,466 103,037 29,214 16,643
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 133)
443 -2,201 -404 -317 4,373 -278 1,768 411 -1,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 14.1 4.2 27.4 67.9 75.6 86.1 24.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
29 21 11 20 20 53 48
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 163,695
COMMITMENTS
65,686 30,364 13,365 30,007 84,492 109,058 128,220 54,637 35,475
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 30,721)
21,918 829 2,255 1,367 26,184 25,540 29,268 5,181 1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 18.5 8.2 18.3 51.6 66.6 78.3 33.4 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
44 44 33 26 34 90 91
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,987
COMMITMENTS
16,959 776 0 2,591 20,097 19,550 20,873 2,437 1,114
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -102)
969 -245 0 -1,451 152 -482 -93 380 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.1 3.5 0.0 11.8 91.4 88.9 94.9 11.1 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 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,163,205
COMMITMENTS
943,956 223,207 4163303 5982299 6752906 11089558 11139417 1073646 1023788
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 301,326)
-188 3,256 183,838 122,841 111,778 306,491 298,873 -5,165 2,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.8 34.2 49.2 55.5 91.2 91.6 8.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
75 38 99 116 116 231 220
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 479,246
COMMITMENTS
25,497 43,568 36,530 310,404 339,518 372,431 419,616 106,815 59,630
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -5,703)
-9,073 797 -178 6,487 -8,729 -2,764 -8,109 -2,939 2,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 9.1 7.6 64.8 70.8 77.7 87.6 22.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
22 27 31 81 68 125 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,540,249
COMMITMENTS
466,709 387,047 76,290 1821541 1774658 2364540 2237996 175,709 302,253
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -8,137)
-6,904 23,498 -481 -8,861 -14,686 -16,246 8,331 8,109 -16,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 15.2 3.0 71.7 69.9 93.1 88.1 6.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
85 105 66 154 162 277 295
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,278
COMMITMENTS
13,632 10,116 902 76,735 85,357 91,269 96,375 9,009 3,903
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -139)
1,457 -877 644 -1,870 -230 231 -463 -370 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 10.1 0.9 76.5 85.1 91.0 96.1 9.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
11 9 1 47 30 59 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,818
COMMITMENTS
3,136 4,721 0 12,504 8,655 15,640 13,376 4,178 6,442
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,975)
633 -166 0 1,253 169 1,886 3 89 1,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 23.8 0.0 63.1 43.7 78.9 67.5 21.1 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 5 0 13 15 15 20
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 287,233
COMMITMENTS
74,774 65,984 7,163 172,158 193,679 254,095 266,826 33,139 20,407
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 25,994)
11,412 7,918 -569 5,305 18,103 16,148 25,452 9,846 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 23.0 2.5 59.9 67.4 88.5 92.9 11.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
56 55 18 50 72 116 135
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 104,026
COMMITMENTS
51,250 11,455 3,193 24,720 79,822 79,163 94,470 24,864 9,556
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 10,942)
8,720 -4,453 88 -1,474 17,449 7,334 13,084 3,608 -2,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 11.0 3.1 23.8 76.7 76.1 90.8 23.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
26 9 7 13 14 42 27
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,425
COMMITMENTS
8,937 7,771 0 8,349 15,880 17,286 23,651 12,139 5,774
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 2,630)
520 2,368 0 1,428 66 1,948 2,434 682 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 26.4 0.0 28.4 54.0 58.7 80.4 41.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 11 0 13 18 25 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,804
COMMITMENTS
10,370 11,466 1,331 20,401 17,102 32,102 29,899 7,702 9,905
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 6,046)
950 1,200 921 5,118 -1,434 6,989 687 -943 5,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 28.8 3.3 51.3 43.0 80.7 75.1 19.3 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 11 1 24 20 41 32
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 24,976
COMMITMENTS
3,588 6,766 154 18,752 15,977 22,494 22,897 2,482 2,079
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -392)
1,013 410 -30 -880 -1,359 103 -979 -495 587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 27.1 0.6 75.1 64.0 90.1 91.7 9.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 4 2 12 14 21 19
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,078
COMMITMENTS
3,298 543 0 10,727 13,833 14,025 14,376 1,053 702
CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: -2,680)
-642 -183 -27 -1,377 -2,125 -2,046 -2,335 -634 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 3.6 0.0 71.1 91.7 93.0 95.3 7.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 0 8 4 16 7
Updated July 24, 2009