BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,538
COMMITMENTS
60 78 0 3,461 4,205 3,521 4,283 1,017 255
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 172)
0 -34 0 135 201 135 167 37 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.7 0.0 76.3 92.7 77.6 94.4 22.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 14 7 15 8
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,615
COMMITMENTS
1,330 5,676 9,476 30,862 21,539 41,668 36,691 4,947 9,924
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 1,205)
-163 373 455 458 340 750 1,168 455 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 12.2 20.3 66.2 46.2 89.4 78.7 10.6 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 15 17 42 32 60 56
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 235,800
COMMITMENTS
55,037 12,040 59,719 95,774 123,905 210,530 195,664 25,270 40,136
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -2,029)
88 -381 -1,256 544 967 -625 -670 -1,404 -1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 5.1 25.3 40.6 52.5 89.3 83.0 10.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
104 50 107 58 65 218 182
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 428,621
COMMITMENTS
128,911 24,250 122,972 147,700 208,711 399,583 355,932 29,038 72,689
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -9,642)
-4,880 2,916 -5,124 1,621 -4,406 -8,383 -6,613 -1,259 -3,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 5.7 28.7 34.5 48.7 93.2 83.0 6.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
154 50 121 105 178 299 318
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,394
COMMITMENTS
3,239 1,831 1,681 2,558 4,034 7,478 7,545 1,916 1,849
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 1,388)
81 398 488 369 169 938 1,055 451 333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 19.5 17.9 27.2 42.9 79.6 80.3 20.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 20 20 17 18 48 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,615
COMMITMENTS
14,896 4,652 4,898 10,058 8,164 29,852 17,715 6,762 18,900
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,584)
-737 1,408 -1,806 -243 -1,131 -2,786 -1,529 -798 -2,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 12.7 13.4 27.5 22.3 81.5 48.4 18.5 51.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
41 23 25 48 53 99 93
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,052
COMMITMENTS
3,810 1,042 717 20,938 28,815 25,465 30,574 5,587 478
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 2,292)
659 257 0 1,573 2,085 2,232 2,342 60 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 3.4 2.3 67.4 92.8 82.0 98.5 18.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 5 3 14 13 23 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 138,224
COMMITMENTS
37,631 12,249 10,680 48,466 94,897 96,777 117,826 41,447 20,398
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -6,458)
-3,132 -776 270 -968 -7,273 -3,830 -7,778 -2,628 1,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 8.9 7.7 35.1 68.7 70.0 85.2 30.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 16 16 29 20 61 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 55,600
COMMITMENTS
10,646 25,799 4,667 30,616 4,682 45,928 35,148 9,672 20,452
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 1,865)
-479 1,724 424 2,176 -1,924 2,121 224 -256 1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 46.4 8.4 55.1 8.4 82.6 63.2 17.4 36.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 18 10 12 8 26 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 79,114
COMMITMENTS
26,142 6,369 0 48,892 70,442 75,034 76,811 4,080 2,303
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -6,124)
-8,061 1,023 -141 2,719 -6,644 -5,483 -5,762 -641 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 8.1 0.0 61.8 89.0 94.8 97.1 5.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 16 0 23 19 46 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 177,280
COMMITMENTS
12,619 82,874 18,785 130,336 36,623 161,739 138,281 15,541 38,999
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -5,427)
1,584 -1,560 -3,214 -2,938 -1,918 -4,568 -6,692 -859 1,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 46.7 10.6 73.5 20.7 91.2 78.0 8.8 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
18 51 26 22 28 57 88
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 153,108
COMMITMENTS
33,851 38,233 12,846 83,735 70,925 130,432 122,004 22,676 31,104
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -8,782)
1,782 -2,216 -688 -9,767 -1,948 -8,673 -4,852 -109 -3,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 25.0 8.4 54.7 46.3 85.2 79.7 14.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
27 41 20 29 30 67 80
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 406,070
COMMITMENTS
47,413 127,219 95,787 200,995 117,311 344,195 340,317 61,875 65,753
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,605)
-113 -12,389 2,963 -11,715 7,784 -8,865 -1,642 5,260 -1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 31.3 23.6 49.5 28.9 84.8 83.8 15.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
48 82 62 47 52 136 155
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 15,586
COMMITMENTS
7,622 5,418 39 6,403 8,285 14,064 13,742 1,522 1,844
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -2,174)
-3,720 1,738 39 1,058 -3,804 -2,623 -2,027 449 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 34.8 0.3 41.1 53.2 90.2 88.2 9.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 10 1 9 9 19 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,211,842
COMMITMENTS
739,111 354,143 4520510 7161586 7313508 12421207 12188161 790,635 1023681
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -544,334)
-84,546 -27,718 -340,239 -48,494 -149,986 -473,279 -517,943 -71,054 -26,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.7 34.2 54.2 55.4 94.0 92.3 6.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
58 68 117 149 155 275 278
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 443,162
COMMITMENTS
24,207 38,530 40,052 289,768 291,252 354,027 369,834 89,135 73,328
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -379)
-109 -872 3,090 -2,392 5,558 589 7,777 -969 -8,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.7 9.0 65.4 65.7 79.9 83.5 20.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
25 27 34 80 70 123 113
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,095,821
COMMITMENTS
328,705 348,096 146,326 2288137 2339554 2763168 2833976 332,653 261,845
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 93,579)
-19,664 10,183 6,223 133,459 50,677 120,018 67,083 -26,439 26,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 11.2 4.7 73.9 75.6 89.3 91.5 10.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495)
104 103 83 197 201 343 346
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,399
COMMITMENTS
11,766 8,890 13 76,727 82,883 88,506 91,786 9,894 6,614
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 1,931)
-2,823 792 -65 2,797 -1,970 -91 -1,243 2,022 3,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 9.0 0.0 78.0 84.2 89.9 93.3 10.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
11 3 1 46 35 57 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,073
COMMITMENTS
4,065 1,468 149 15,384 10,136 19,598 11,753 4,475 12,320
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 2,400)
-154 176 149 1,395 1,653 1,390 1,978 1,010 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 6.1 0.6 63.9 42.1 81.4 48.8 18.6 51.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 13 11 16 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 356,067
COMMITMENTS
60,518 89,263 6,904 214,820 240,656 282,242 336,823 73,825 19,245
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,455)
-18,525 8,763 -1,290 15,088 -16,371 -4,728 -8,898 1,272 5,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 25.1 1.9 60.3 67.6 79.3 94.6 20.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
55 39 21 70 77 135 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,308
COMMITMENTS
37,402 22,207 9,600 56,467 70,721 103,469 102,527 21,840 22,781
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 4,281)
-2,708 2,100 1,682 7,871 -3,001 6,844 780 -2,563 3,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 17.7 7.7 45.1 56.4 82.6 81.8 17.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
26 20 15 24 22 56 51
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,504
COMMITMENTS
13,664 7,903 6 19,277 21,871 32,947 29,780 9,557 12,724
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,970)
-535 -503 6 -1,607 941 -2,136 444 -1,834 -4,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 18.6 0.0 45.4 51.5 77.5 70.1 22.5 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 13 1 14 20 29 34
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,213
COMMITMENTS
7,891 13,463 738 33,529 37,372 42,158 51,573 19,055 9,640
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 4,401)
-7,655 2,035 -80 11,795 -1,526 4,060 429 341 3,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 22.0 1.2 54.8 61.1 68.9 84.3 31.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 15 3 23 26 35 43
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 36,472
COMMITMENTS
7,551 0 80 25,060 34,386 32,691 34,466 3,781 2,006
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 4,144)
3,266 0 0 1,168 3,959 4,434 3,959 -290 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 0.0 0.2 68.7 94.3 89.6 94.5 10.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 0 1 25 21 33 22
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 23,705
COMMITMENTS
6,846 235 0 11,101 21,043 17,947 21,278 5,758 2,427
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 875)
694 0 0 -155 708 539 708 336 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 1.0 0.0 46.8 88.8 75.7 89.8 24.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 1 0 11 13 24 14
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/01/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,159
COMMITMENTS
3,445 7,535 0 10,080 8,648 13,525 16,183 3,634 976
CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 50)
-198 330 -135 43 -119 -290 76 340 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 43.9 0.0 58.7 50.4 78.8 94.3 21.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 6 0 5 1 14 7
Updated June 4, 2010