BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,305
COMMITMENTS
0 0 0 3,801 3,905 3,801 3,905 504 400
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -466)
0 0 0 -509 -226 -509 -226 43 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.3 90.7 88.3 90.7 11.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 12 17 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,354
COMMITMENTS
971 5,679 8,575 24,435 18,607 33,981 32,861 6,373 7,493
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -5,365)
-537 -1,540 -1,757 -3,271 -2,343 -5,565 -5,641 201 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 14.1 21.2 60.6 46.1 84.2 81.4 15.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
9 23 20 33 24 58 53
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 158,888
COMMITMENTS
25,951 38,603 41,225 69,225 49,263 136,400 129,092 22,488 29,796
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 3,032)
-904 -17 3,157 2,083 1,338 4,336 4,478 -1,304 -1,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 24.3 25.9 43.6 31.0 85.8 81.2 14.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
71 63 71 46 43 157 150
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 290,478
COMMITMENTS
79,161 34,777 70,205 114,882 134,575 264,248 239,557 26,231 50,921
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 4,531)
3,926 3,183 3,629 -489 -3,458 7,066 3,354 -2,535 1,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 12.0 24.2 39.5 46.3 91.0 82.5 9.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
103 70 101 106 150 264 285
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,795
COMMITMENTS
3,296 2,339 1,249 3,071 4,548 7,615 8,136 2,179 1,659
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 800)
147 27 163 145 452 455 642 345 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 23.9 12.7 31.4 46.4 77.8 83.1 22.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
25 19 11 16 22 48 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,271
COMMITMENTS
10,678 2,400 6,115 6,312 9,118 23,105 17,633 6,167 11,638
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,398)
-273 287 -494 -43 -870 -810 -1,076 -587 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 8.2 20.9 21.6 31.2 78.9 60.2 21.1 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
42 18 24 37 53 87 91
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,252
COMMITMENTS
56,637 20,866 10,527 17,101 72,845 84,264 104,238 38,988 19,014
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 13,987)
10,053 2,354 162 746 12,109 10,961 14,625 3,027 -637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 16.9 8.5 13.9 59.1 68.4 84.6 31.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
22 18 13 17 18 48 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,887
COMMITMENTS
21,319 6,473 2,093 3,986 29,931 27,398 38,498 18,489 7,390
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 4,993)
2,583 1,909 147 -175 3,616 2,556 5,673 2,437 -679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 14.1 4.6 8.7 65.2 59.7 83.9 40.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 10 5 4 12 24 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 62,079
COMMITMENTS
45,350 9,419 37 11,378 49,730 56,765 59,186 5,314 2,893
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 5,414)
5,336 -388 -6 -830 5,861 4,500 5,467 914 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.1 15.2 0.1 18.3 80.1 91.4 95.3 8.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
26 17 1 10 15 36 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 119,113
COMMITMENTS
37,058 37,092 6,835 47,987 51,189 91,879 95,116 27,233 23,996
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 18,531)
12,901 6,001 1,905 -1,931 7,015 12,875 14,921 5,656 3,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 31.1 5.7 40.3 43.0 77.1 79.9 22.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
27 24 9 13 15 45 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 89,065
COMMITMENTS
28,062 17,776 5,186 31,304 48,017 64,551 70,978 24,514 18,087
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -10,494)
-9,146 4,429 508 899 -16,201 -7,740 -11,264 -2,755 770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 20.0 5.8 35.1 53.9 72.5 79.7 27.5 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
25 24 14 19 19 51 50
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 163,964
COMMITMENTS
61,180 33,266 16,430 29,531 78,009 107,142 127,705 56,822 36,259
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 7,663)
6,004 -1,316 3,709 -2,172 7,825 7,541 10,218 123 -2,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 20.3 10.0 18.0 47.6 65.3 77.9 34.7 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
48 47 35 26 30 93 93
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,883
COMMITMENTS
18,975 775 0 2,134 22,163 21,109 22,938 2,774 945
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 1,191)
985 352 0 -86 723 899 1,075 292 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.4 3.2 0.0 8.9 92.8 88.4 96.0 11.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 5 0 4 12 17 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,470,989
COMMITMENTS
831,804 281,825 4366870 6226255 6820727 11424929 11469422 1046060 1001566
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 159,102)
-98,012 19,286 135,760 144,396 47,571 182,144 202,617 -23,042 -43,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 2.3 35.0 49.9 54.7 91.6 92.0 8.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
73 44 97 117 120 230 225
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 505,646
COMMITMENTS
28,061 37,269 48,646 327,768 362,633 404,475 448,547 101,171 57,098
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 14,741)
1,435 -3,318 5,226 9,093 13,923 15,755 15,831 -1,014 -1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.4 9.6 64.8 71.7 80.0 88.7 20.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
22 32 38 85 75 136 117
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,728,107
COMMITMENTS
468,142 394,508 117,306 1965572 1948902 2551020 2460716 177,087 267,391
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 73,472)
-13,249 25,306 17,697 78,915 25,901 83,363 68,903 -9,891 4,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 14.5 4.3 72.0 71.4 93.5 90.2 6.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
94 104 76 166 155 303 292
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 103,760
COMMITMENTS
16,865 9,525 0 76,747 90,620 93,612 100,145 10,148 3,615
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -230)
-410 130 0 -433 -493 -843 -363 613 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 9.2 0.0 74.0 87.3 90.2 96.5 9.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
10 6 0 48 31 58 37
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,713
COMMITMENTS
3,910 3,719 0 11,630 11,422 15,540 15,141 4,173 4,572
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 2,466)
93 -218 0 2,313 3,092 2,406 2,874 60 -408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 18.9 0.0 59.0 57.9 78.8 76.8 21.2 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 6 0 14 16 17 22
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 328,543
COMMITMENTS
118,938 71,247 10,204 166,388 226,848 295,530 308,299 33,013 20,244
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 12,790)
8,940 -4,951 1,489 2,821 14,547 13,251 11,085 -460 1,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 21.7 3.1 50.6 69.0 90.0 93.8 10.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
62 50 22 53 68 124 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,595
COMMITMENTS
56,334 8,913 3,915 23,985 89,457 84,234 102,286 29,361 11,309
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 3,851)
2,234 -563 401 -953 3,661 1,682 3,499 2,169 352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 7.8 3.4 21.1 78.8 74.2 90.0 25.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
26 8 6 12 14 42 24
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,302
COMMITMENTS
9,838 10,214 0 9,001 15,488 18,839 25,702 13,463 6,600
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -470)
129 -315 0 -1,078 -1,485 -949 -1,800 479 1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 31.6 0.0 27.9 47.9 58.3 79.6 41.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 12 0 14 18 26 30
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,116
COMMITMENTS
12,126 11,985 199 23,992 19,273 36,317 31,457 5,799 10,659
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -641)
-732 1,293 -264 709 540 -287 1,569 -354 -2,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 28.5 0.5 57.0 45.8 86.2 74.7 13.8 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
13 10 2 25 21 38 33
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 24,037
COMMITMENTS
3,365 7,114 99 18,143 14,291 21,607 21,504 2,430 2,533
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -629)
-244 133 -55 46 -1,160 -253 -1,082 -376 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 29.6 0.4 75.5 59.5 89.9 89.5 10.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 4 2 13 10 22 15
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,959
COMMITMENTS
4,222 756 0 11,223 15,773 15,445 16,529 1,514 430
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 1,537)
789 55 0 393 1,554 1,182 1,609 355 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 4.5 0.0 66.2 93.0 91.1 97.5 8.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 2 0 8 5 19 7
Updated August 7, 2009