BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,838
COMMITMENTS
96 0 24 2,814 3,439 2,934 3,463 904 375
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 77)
0 0 2 50 53 52 55 25 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.0 0.6 73.3 89.6 76.4 90.2 23.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 13 9 15 10
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,945
COMMITMENTS
1,125 6,766 542 22,881 16,758 24,548 24,066 4,397 4,879
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,146)
439 105 25 345 807 809 937 337 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 23.4 1.9 79.0 57.9 84.8 83.1 15.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 14 11 29 25 47 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 202,084
COMMITMENTS
52,107 33,622 41,232 89,059 95,738 182,398 170,592 19,686 31,492
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,964)
1,891 2,969 -2,180 2,014 678 1,725 1,467 1,239 1,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 16.6 20.4 44.1 47.4 90.3 84.4 9.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
84 71 84 40 60 181 183
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 329,910
COMMITMENTS
127,457 59,578 44,085 128,640 164,742 300,182 268,405 29,728 61,505
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 6,902)
9,321 3,640 30 -2,146 2,116 7,205 5,786 -303 1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 18.1 13.4 39.0 49.9 91.0 81.4 9.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
126 72 87 77 170 261 289
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,689
COMMITMENTS
3,486 3,621 804 2,573 2,564 6,863 6,989 1,826 1,700
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 377)
-73 142 150 69 115 146 407 231 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 41.7 9.3 29.6 29.5 79.0 80.4 21.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
17 27 13 15 19 44 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,257
COMMITMENTS
15,707 7,280 2,896 11,237 8,393 29,840 18,569 7,417 18,688
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 13)
-339 108 -124 81 -1,047 -382 -1,063 395 1,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 19.5 7.8 30.2 22.5 80.1 49.8 19.9 50.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
43 22 28 34 50 92 92
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 32,110
COMMITMENTS
7,506 120 602 18,727 31,289 26,835 32,011 5,275 99
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,569)
1,296 0 0 237 1,563 1,533 1,563 36 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 0.4 1.9 58.3 97.4 83.6 99.7 16.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 1 11 10 17 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 85,121
COMMITMENTS
27,045 3,177 223 20,687 65,523 47,955 68,923 37,166 16,198
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,804)
3,306 -4,138 199 -641 5,138 2,864 1,199 -1,060 605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 3.7 0.3 24.3 77.0 56.3 81.0 43.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 9 5 19 22 46 32
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,722
COMMITMENTS
15,283 9,067 2 24,595 37,985 39,880 47,054 15,842 8,668
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 804)
-4,694 4,203 -1 4,410 -3,206 -285 996 1,089 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 16.3 0.0 44.1 68.2 71.6 84.4 28.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 7 1 11 13 25 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 80,209
COMMITMENTS
51,784 6,466 0 22,455 71,967 74,239 78,433 5,970 1,776
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 8,137)
8,233 -1,199 0 -1,358 9,095 6,875 7,896 1,262 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.6 8.1 0.0 28.0 89.7 92.6 97.8 7.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
31 18 0 16 21 47 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 122,570
COMMITMENTS
17,107 35,047 496 88,676 60,585 106,279 96,128 16,291 26,442
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -2,334)
659 -8,168 -85 -3,775 1,831 -3,201 -6,422 867 4,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 28.6 0.4 72.3 49.4 86.7 78.4 13.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
19 27 5 17 24 38 54
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 124,595
COMMITMENTS
48,488 18,567 93 47,996 78,595 96,577 97,255 28,018 27,340
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -3,063)
-6,245 4,745 -30 4,903 -12,157 -1,372 -7,442 -1,691 4,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 14.9 0.1 38.5 63.1 77.5 78.1 22.5 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
28 24 4 24 28 55 53
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 232,193
COMMITMENTS
56,622 77,961 1,791 130,508 101,249 188,921 181,001 43,272 51,192
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,075)
1,614 -1,298 -199 -371 3,424 1,044 1,927 1,031 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 33.6 0.8 56.2 43.6 81.4 78.0 18.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
49 45 26 32 39 90 101
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,919
COMMITMENTS
18,398 4,724 0 1,407 17,037 19,805 21,761 3,114 1,158
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 4,288)
3,875 -826 0 -104 5,150 3,771 4,324 517 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.3 20.6 0.0 6.1 74.3 86.4 94.9 13.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 8 0 4 13 19 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,772,472
COMMITMENTS
1358230 647,332 900,420 4617202 5264094 6875852 6811846 896,620 960,626
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 43,150)
92,356 58,613 24,646 -149,340 -96,946 -32,338 -13,687 75,488 56,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 8.3 11.6 59.4 67.7 88.5 87.6 11.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
52 60 79 126 132 230 226
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 868,087
COMMITMENTS
65,268 92,454 25,227 636,659 627,457 727,154 745,138 140,933 122,949
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -2,803)
-741 -2,881 -5,250 3,105 8,084 -2,886 -47 83 -2,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 10.7 2.9 73.3 72.3 83.8 85.8 16.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 506)
86 97 46 203 220 316 337
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 311,996
COMMITMENTS
20,220 41,650 1,098 217,404 196,286 238,722 239,034 73,274 72,962
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 4,033)
1,666 -7,891 -58 2,551 10,224 4,159 2,275 -126 1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 13.3 0.4 69.7 62.9 76.5 76.6 23.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
12 21 7 64 57 81 80
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,780,454
COMMITMENTS
307,833 336,613 38,051 2096277 2155857 2442161 2530521 338,293 249,933
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -34,179)
-46,621 -9,532 8,625 2,772 -10,702 -35,224 -11,609 1,045 -22,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 12.1 1.4 75.4 77.5 87.8 91.0 12.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
82 91 36 170 201 273 307
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,815
COMMITMENTS
11,474 8,133 163 67,387 76,353 79,024 84,649 9,791 4,166
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 4,369)
3,246 279 -406 1,971 4,538 4,811 4,411 -442 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 9.2 0.2 75.9 86.0 89.0 95.3 11.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
11 4 1 48 36 59 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 78,205
COMMITMENTS
12,991 14,909 870 54,664 56,187 68,525 71,966 9,680 6,240
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,393)
736 1,187 -628 1,607 2,342 1,715 2,902 -322 -1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 19.1 1.1 69.9 71.8 87.6 92.0 12.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
58 34 11 67 79 130 119
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,419
COMMITMENTS
247 2,497 0 7,601 9,707 7,848 12,204 5,571 1,215
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -388)
247 -947 0 -140 716 107 -231 -495 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 18.6 0.0 56.6 72.3 58.5 90.9 41.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 12 12 13 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 323,932
COMMITMENTS
64,953 63,293 3,116 235,316 232,399 303,385 298,808 20,547 25,124
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 8,906)
-140 8,086 -553 8,735 8,131 8,042 15,664 864 -6,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 19.5 1.0 72.6 71.7 93.7 92.2 6.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
58 34 10 62 73 124 113
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 89,389
COMMITMENTS
51,282 10,749 197 12,858 62,833 64,337 73,779 25,052 15,610
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 9,087)
6,029 -1,618 36 1,029 11,854 7,094 10,272 1,993 -1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.4 12.0 0.2 14.4 70.3 72.0 82.5 28.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
27 10 4 11 22 40 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,599
COMMITMENTS
8,220 4,329 8 14,493 11,002 22,721 15,339 7,878 15,260
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 956)
-1,059 -533 0 1,752 781 693 248 263 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 14.1 0.0 47.4 36.0 74.3 50.1 25.7 49.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 9 1 16 13 28 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,003
COMMITMENTS
3,629 5,958 978 36,106 21,811 40,713 28,747 7,290 19,256
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,477)
-422 -2,157 105 2,080 -175 1,763 -2,227 714 4,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 12.4 2.0 75.2 45.4 84.8 59.9 15.2 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 15 2 19 21 28 36
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 33,528
COMMITMENTS
4,739 265 300 25,427 30,256 30,466 30,821 3,062 2,707
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -2,416)
-1,278 265 0 -748 -3,426 -2,026 -3,161 -390 745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 0.8 0.9 75.8 90.2 90.9 91.9 9.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 1 17 24 22 26
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 27,227
COMMITMENTS
6,805 411 0 15,416 25,040 22,221 25,451 5,006 1,776
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 517)
975 -232 0 -75 1,093 900 861 -383 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 1.5 0.0 56.6 92.0 81.6 93.5 18.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 2 0 18 16 30 18
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,001
COMMITMENTS
4,153 4,106 0 10,748 10,989 14,901 15,095 1,100 906
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -222)
8 -136 0 -304 0 -296 -136 74 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 25.7 0.0 67.2 68.7 93.1 94.3 6.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 7 0 9 1 18 8
Updated July 30, 2010