BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,771
COMMITMENTS
0 0 0 4,310 4,131 4,310 4,131 461 640
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 31)
0 0 0 84 16 84 16 -53 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.3 86.6 90.3 86.6 9.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 13 19 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,718
COMMITMENTS
1,508 7,220 10,332 27,706 20,950 39,546 38,501 6,172 7,217
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 138)
532 185 -3 -22 206 507 388 -369 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 15.8 22.6 60.6 45.8 86.5 84.2 13.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 23 25 33 27 63 62
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 155,855
COMMITMENTS
26,855 38,620 38,068 67,142 47,926 132,064 124,614 23,792 31,242
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -2,050)
-1,389 1,886 -2,547 2,894 -1,226 -1,042 -1,886 -1,008 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 24.8 24.4 43.1 30.8 84.7 80.0 15.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
70 61 68 45 40 152 145
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 285,947
COMMITMENTS
75,235 31,594 66,576 115,371 138,034 257,182 236,203 28,766 49,744
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 2,457)
877 1,960 2,173 674 2,026 3,724 6,159 -1,266 -3,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 11.0 23.3 40.3 48.3 89.9 82.6 10.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
111 66 99 105 148 266 276
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,994
COMMITMENTS
3,149 2,313 1,085 2,926 4,096 7,160 7,493 1,834 1,501
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 840)
-151 -158 556 296 445 700 843 140 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 25.7 12.1 32.5 45.5 79.6 83.3 20.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
26 19 12 18 22 51 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,669
COMMITMENTS
10,951 2,113 6,609 6,355 9,988 23,915 18,709 6,754 11,960
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -110)
-272 213 566 -764 -732 -470 47 360 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 6.9 21.5 20.7 32.6 78.0 61.0 22.0 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
42 21 23 39 55 92 90
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,924
COMMITMENTS
5,597 171 0 15,108 20,358 20,705 20,529 219 395
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 1,567)
1,942 -111 0 -132 1,572 1,810 1,461 -243 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 0.8 0.0 72.2 97.3 99.0 98.1 1.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 1 0 11 9 18 10
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 109,265
COMMITMENTS
46,584 18,512 10,365 16,355 60,737 73,304 89,614 35,961 19,651
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 4,264)
5,995 -6,219 554 -412 8,539 6,138 2,874 -1,874 1,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 16.9 9.5 15.0 55.6 67.1 82.0 32.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
21 17 14 18 19 49 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,894
COMMITMENTS
18,736 4,564 1,946 4,160 26,315 24,842 32,825 16,052 8,069
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -2,293)
-1,428 -2,272 -60 722 -302 -767 -2,634 -1,526 341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 11.2 4.8 10.2 64.3 60.7 80.3 39.3 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 11 5 4 10 21 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 56,665
COMMITMENTS
40,014 9,807 43 12,208 43,869 52,265 53,719 4,400 2,946
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 13,579)
16,837 -2,155 32 -3,895 16,169 12,974 14,046 605 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.6 17.3 0.1 21.5 77.4 92.2 94.8 7.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
21 16 2 11 14 32 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 100,582
COMMITMENTS
24,157 31,091 4,929 49,918 44,174 79,004 80,195 21,578 20,387
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -1,678)
-3,618 -1,572 363 2,754 -1,354 -501 -2,562 -1,177 884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 30.9 4.9 49.6 43.9 78.5 79.7 21.5 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
20 23 9 13 15 38 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 99,560
COMMITMENTS
37,208 13,346 4,678 30,405 64,218 72,291 82,242 27,269 17,317
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -20,120)
-15,496 -3,512 -293 -2,386 -16,989 -18,175 -20,794 -1,945 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 13.4 4.7 30.5 64.5 72.6 82.6 27.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
31 19 12 18 19 53 46
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 156,301
COMMITMENTS
55,177 34,582 12,721 31,703 70,184 99,601 117,487 56,700 38,814
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -7,394)
-10,509 4,218 -644 1,696 -14,308 -9,456 -10,733 2,063 3,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 22.1 8.1 20.3 44.9 63.7 75.2 36.3 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
42 42 32 27 31 85 89
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,692
COMMITMENTS
17,990 423 0 2,220 21,440 20,210 21,863 2,482 829
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 705)
1,031 -353 0 -371 1,343 660 990 45 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.3 1.9 0.0 9.8 94.5 89.1 96.3 10.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 3 0 4 13 16 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,311,887
COMMITMENTS
929,817 262,540 4231110 6081859 6773157 11242786 11266806 1069101 1045081
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 148,682)
-14,139 39,333 67,806 99,560 20,250 153,227 127,389 -4,545 21,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 2.1 34.4 49.4 55.0 91.3 91.5 8.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
67 49 99 117 120 231 226
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 490,905
COMMITMENTS
26,626 40,588 43,419 318,674 348,710 388,720 432,717 102,185 58,188
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 11,659)
1,129 -2,981 6,889 8,270 9,192 16,288 13,101 -4,630 -1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 8.3 8.8 64.9 71.0 79.2 88.1 20.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
20 32 36 83 72 132 112
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,654,635
COMMITMENTS
481,391 369,202 99,609 1886657 1923001 2467657 2391813 186,978 262,822
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 114,386)
14,682 -17,845 23,319 65,116 148,343 103,117 153,817 11,269 -39,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 13.9 3.8 71.1 72.4 93.0 90.1 7.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
96 100 69 153 159 285 292
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 103,990
COMMITMENTS
17,275 9,395 0 77,180 91,113 94,455 100,508 9,535 3,482
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 3,712)
3,643 -721 -902 445 5,756 3,186 4,133 526 -421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 9.0 0.0 74.2 87.6 90.8 96.7 9.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
10 6 0 47 30 57 36
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,247
COMMITMENTS
3,817 3,937 0 9,317 8,330 13,134 12,267 4,113 4,980
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -2,570)
681 -784 0 -3,187 -325 -2,506 -1,109 -64 -1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 22.8 0.0 54.0 48.3 76.2 71.1 23.8 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 6 0 13 15 17 21
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 315,753
COMMITMENTS
109,998 76,198 8,714 163,566 212,302 282,279 297,214 33,474 18,539
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 28,519)
35,225 10,214 1,551 -8,592 18,622 28,185 30,388 335 -1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 24.1 2.8 51.8 67.2 89.4 94.1 10.6 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
63 61 23 51 72 126 144
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 109,744
COMMITMENTS
54,100 9,476 3,514 24,938 85,796 82,552 98,787 27,192 10,957
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 5,718)
2,850 -1,979 321 218 5,974 3,390 4,317 2,328 1,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 8.6 3.2 22.7 78.2 75.2 90.0 24.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
26 8 6 13 14 42 25
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,771
COMMITMENTS
9,709 10,529 0 10,078 16,973 19,787 27,502 12,984 5,270
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 3,346)
772 2,758 0 1,729 1,093 2,501 3,851 845 -504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 32.1 0.0 30.8 51.8 60.4 83.9 39.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 13 0 16 19 27 32
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,757
COMMITMENTS
12,858 10,692 463 23,283 18,733 36,604 29,888 6,153 12,869
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 2,953)
2,488 -774 -868 2,882 1,631 4,502 -11 -1,549 2,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 25.0 1.1 54.5 43.8 85.6 69.9 14.4 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 10 2 27 21 43 33
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 24,666
COMMITMENTS
3,609 6,981 154 18,097 15,451 21,860 22,586 2,806 2,080
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -310)
21 215 0 -655 -526 -634 -311 324 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 28.3 0.6 73.4 62.6 88.6 91.6 11.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 4 2 11 13 20 18
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,422
COMMITMENTS
3,433 701 0 10,830 14,219 14,263 14,920 1,159 502
CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 344)
135 158 0 103 386 238 544 106 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 4.5 0.0 70.2 92.2 92.5 96.7 7.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 0 8 4 17 7
Updated July 31, 2009