BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,383
COMMITMENTS
0 0 0 3,894 3,951 3,894 3,951 489 432
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 78)
0 0 0 93 46 93 46 -15 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.8 90.1 88.8 90.1 11.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 12 16 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,903
COMMITMENTS
826 5,231 8,387 24,424 19,330 33,637 32,948 6,266 6,955
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -450)
-145 -448 -188 -11 723 -344 87 -107 -538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 13.1 21.0 61.2 48.4 84.3 82.6 15.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
11 19 19 33 25 57 51
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 164,346
COMMITMENTS
28,328 37,529 42,972 69,315 53,019 140,615 133,520 23,731 30,826
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 5,458)
2,377 -1,074 1,747 90 3,755 4,215 4,429 1,244 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 22.8 26.1 42.2 32.3 85.6 81.2 14.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
79 66 77 49 48 168 159
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,560
COMMITMENTS
76,841 43,352 56,775 114,714 120,329 248,330 220,456 22,230 50,104
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -19,918)
-2,320 8,575 -13,429 -168 -14,247 -15,918 -19,101 -4,000 -817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 16.0 21.0 42.4 44.5 91.8 81.5 8.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
91 71 91 103 136 240 265
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,316
COMMITMENTS
3,213 2,427 1,046 3,167 4,387 7,427 7,860 1,889 1,455
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -479)
-83 88 -202 96 -161 -189 -275 -290 -203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 26.1 11.2 34.0 47.1 79.7 84.4 20.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
24 19 11 16 22 46 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,890
COMMITMENTS
8,845 2,293 4,979 6,234 7,437 20,057 14,709 5,833 11,181
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -3,381)
-1,833 -107 -1,136 -78 -1,682 -3,047 -2,924 -334 -457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 8.9 19.2 24.1 28.7 77.5 56.8 22.5 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
33 19 21 37 48 78 80
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 108,344
COMMITMENTS
47,110 12,983 7,206 15,498 68,607 69,814 88,796 38,530 19,548
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -14,908)
-9,526 -7,883 -3,321 -1,603 -4,238 -14,450 -15,442 -458 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 12.0 6.7 14.3 63.3 64.4 82.0 35.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 11 12 18 18 48 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 35,956
COMMITMENTS
10,962 10,903 1,610 9,243 16,008 21,815 28,521 14,141 7,436
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -9,931)
-10,357 4,430 -483 5,257 -13,923 -5,583 -9,977 -4,348 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 30.3 4.5 25.7 44.5 60.7 79.3 39.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 12 4 9 11 24 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 77,773
COMMITMENTS
57,266 8,804 256 12,339 63,291 69,861 72,351 7,912 5,422
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 15,694)
11,916 -615 219 961 13,561 13,096 13,165 2,598 2,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.6 11.3 0.3 15.9 81.4 89.8 93.0 10.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
36 14 2 14 16 50 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 102,155
COMMITMENTS
25,074 28,206 3,734 51,481 49,110 80,289 81,051 21,865 21,104
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -16,958)
-11,984 -8,886 -3,100 3,494 -2,079 -11,590 -14,066 -5,368 -2,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 27.6 3.7 50.4 48.1 78.6 79.3 21.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 15 7 14 18 37 39
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 79,101
COMMITMENTS
24,119 22,595 4,535 31,574 27,376 60,228 54,506 18,873 24,594
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -9,965)
-3,943 4,819 -650 270 -20,640 -4,323 -16,472 -5,641 6,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 28.6 5.7 39.9 34.6 76.1 68.9 23.9 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 25 12 21 19 47 49
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 148,227
COMMITMENTS
45,887 28,336 11,775 30,824 67,280 88,486 107,391 59,741 40,836
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -15,737)
-15,293 -4,930 -4,655 1,292 -10,729 -18,656 -20,314 2,919 4,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 19.1 7.9 20.8 45.4 59.7 72.5 40.3 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
43 40 29 30 28 91 79
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,034
COMMITMENTS
19,896 1,085 0 2,351 23,000 22,247 24,085 2,787 949
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 1,151)
921 310 0 217 837 1,138 1,147 13 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.5 4.3 0.0 9.4 91.9 88.9 96.2 11.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 4 0 5 14 21 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,750,099
COMMITMENTS
799,403 280,681 4583135 6366700 6866257 11749238 11730072 1000861 1020028
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 279,110)
-32,401 -1,145 216,265 140,445 45,529 324,308 260,649 -45,198 18,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.2 35.9 49.9 53.9 92.2 92.0 7.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
76 42 101 120 121 235 231
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 507,850
COMMITMENTS
27,211 37,013 54,192 326,969 358,044 408,372 449,249 99,477 58,601
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 2,204)
-851 -256 5,547 -798 -4,589 3,898 701 -1,694 1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 7.3 10.7 64.4 70.5 80.4 88.5 19.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
28 29 41 82 74 136 119
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,786,168
COMMITMENTS
482,828 376,825 131,265 1945580 2022296 2559673 2530386 226,496 255,783
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 58,061)
14,686 -17,683 13,959 -19,992 73,394 8,653 69,669 49,409 -11,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 13.5 4.7 69.8 72.6 91.9 90.8 8.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
109 99 85 167 160 316 304
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,466
COMMITMENTS
16,041 10,419 250 76,012 86,833 92,303 97,502 9,163 3,964
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -2,294)
-824 894 250 -735 -3,787 -1,309 -2,643 -985 349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 10.3 0.2 74.9 85.6 91.0 96.1 9.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
10 8 1 50 30 60 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,415
COMMITMENTS
2,966 4,228 64 12,016 10,641 15,046 14,933 5,369 5,482
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 702)
-944 509 64 386 -781 -494 -208 1,196 910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 20.7 0.3 58.9 52.1 73.7 73.1 26.3 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 5 1 14 16 19 21
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 350,290
COMMITMENTS
135,160 84,752 11,496 166,492 225,974 313,148 322,222 37,142 28,068
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 21,747)
16,222 13,505 1,292 104 -874 17,618 13,923 4,129 7,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 24.2 3.3 47.5 64.5 89.4 92.0 10.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
52 57 26 54 71 119 141
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 112,837
COMMITMENTS
57,317 7,545 3,308 23,423 89,861 84,047 100,714 28,790 12,123
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -758)
982 -1,368 -608 -562 404 -187 -1,572 -571 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.8 6.7 2.9 20.8 79.6 74.5 89.3 25.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
28 6 5 13 14 43 23
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,607
COMMITMENTS
11,914 13,687 0 11,935 15,734 23,849 29,421 12,758 7,186
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 4,305)
2,076 3,473 0 2,934 246 5,010 3,719 -705 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 37.4 0.0 32.6 43.0 65.1 80.4 34.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
14 17 0 16 19 30 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,553
COMMITMENTS
14,764 13,528 191 26,996 20,906 41,951 34,625 6,602 13,928
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 6,437)
2,638 1,543 -8 3,004 1,633 5,634 3,168 803 3,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 27.9 0.4 55.6 43.1 86.4 71.3 13.6 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
16 11 2 27 24 43 37
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 23,992
COMMITMENTS
3,348 6,922 129 17,860 15,104 21,337 22,155 2,655 1,837
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -45)
-17 -192 30 -283 813 -270 651 225 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 28.9 0.5 74.4 63.0 88.9 92.3 11.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 4 2 13 12 22 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,743
COMMITMENTS
4,621 738 2 11,342 16,406 15,965 17,146 1,778 597
CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 784)
399 -18 2 119 633 520 617 264 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 4.2 0.0 63.9 92.5 90.0 96.6 10.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 2 1 7 3 19 5
Updated August 14, 2009