BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,134
COMMITMENTS
60 0 0 3,124 3,949 3,184 3,949 950 185
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -404)
0 -78 0 -338 -257 -338 -335 -66 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 75.6 95.5 77.0 95.5 23.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 14 8 15 8
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,327
COMMITMENTS
913 4,884 7,604 27,254 18,720 35,771 31,208 4,556 9,119
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -6,288)
-416 -792 -1,872 -3,608 -2,819 -5,897 -5,483 -391 -805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 12.1 18.9 67.6 46.4 88.7 77.4 11.3 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
9 13 15 40 30 56 51
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,018
COMMITMENTS
44,231 14,962 54,529 94,900 110,249 193,660 179,739 23,357 37,278
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -18,783)
-10,807 2,922 -5,190 -873 -13,657 -16,870 -15,925 -1,913 -2,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 6.9 25.1 43.7 50.8 89.2 82.8 10.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
80 66 102 55 62 191 186
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 389,314
COMMITMENTS
114,991 28,884 100,851 145,553 190,107 361,396 319,842 27,918 69,471
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -39,307)
-13,920 4,635 -22,121 -2,147 -18,603 -38,187 -36,090 -1,120 -3,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 7.4 25.9 37.4 48.8 92.8 82.2 7.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
142 54 113 94 166 272 304
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,188
COMMITMENTS
3,337 2,124 2,066 2,901 3,869 8,303 8,059 1,885 2,129
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 794)
98 294 385 343 -164 826 514 -31 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 20.9 20.3 28.5 38.0 81.5 79.1 18.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
19 26 21 19 16 52 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,796
COMMITMENTS
14,374 5,112 4,894 10,571 7,968 29,839 17,974 6,957 18,821
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 181)
-522 460 -4 513 -196 -14 260 195 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 13.9 13.3 28.7 21.7 81.1 48.8 18.9 51.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
37 26 25 46 53 97 92
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,262
COMMITMENTS
3,699 965 717 19,222 27,196 23,638 28,878 5,624 384
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -1,790)
-111 -77 0 -1,716 -1,619 -1,827 -1,696 37 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 3.3 2.5 65.7 92.9 80.8 98.7 19.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 2 14 12 21 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,854
COMMITMENTS
36,984 12,435 10,649 49,346 95,416 96,978 118,500 37,876 16,354
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -3,370)
-647 186 -31 880 519 201 674 -3,571 -4,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 9.2 7.9 36.6 70.8 71.9 87.9 28.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
23 15 15 28 23 58 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,252
COMMITMENTS
14,028 25,386 1,819 36,569 16,631 52,416 43,836 9,836 18,416
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 6,652)
3,382 -413 -2,848 5,953 11,949 6,487 8,688 165 -2,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 40.8 2.9 58.7 26.7 84.2 70.4 15.8 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 16 7 14 14 28 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 88,262
COMMITMENTS
24,249 6,823 451 59,623 78,990 84,323 86,264 3,939 1,998
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 9,148)
-1,893 454 451 10,731 8,548 9,289 9,453 -141 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 7.7 0.5 67.6 89.5 95.5 97.7 4.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
20 17 2 24 21 44 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 183,147
COMMITMENTS
15,818 90,179 12,695 137,497 40,710 166,010 143,584 17,137 39,563
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 5,867)
3,200 7,306 -6,090 7,161 4,087 4,271 5,303 1,596 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 49.2 6.9 75.1 22.2 90.6 78.4 9.4 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
14 52 22 25 27 53 87
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 146,045
COMMITMENTS
29,098 40,434 9,219 87,026 65,794 125,342 115,447 20,702 30,597
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -7,063)
-4,753 2,202 -3,628 3,291 -5,130 -5,089 -6,556 -1,973 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 27.7 6.3 59.6 45.1 85.8 79.0 14.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
23 32 18 28 31 59 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 384,422
COMMITMENTS
48,625 149,183 68,328 209,917 109,451 326,870 326,962 57,553 57,461
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -21,648)
1,213 21,964 -27,459 8,922 -7,861 -17,325 -13,356 -4,323 -8,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 38.8 17.8 54.6 28.5 85.0 85.1 15.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
50 74 62 46 47 130 150
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,962
COMMITMENTS
6,230 7,099 39 10,301 8,902 16,570 16,040 1,392 1,922
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 2,376)
-1,392 1,681 0 3,898 617 2,506 2,298 -130 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 39.5 0.2 57.3 49.6 92.3 89.3 7.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 11 1 11 12 21 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,397,165
COMMITMENTS
852,770 354,322 4567271 7121117 7447354 12541158 12368947 856,007 1028219
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 185,324)
113,658 179 46,761 -40,468 133,846 119,951 180,786 65,373 4,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 2.6 34.1 53.2 55.6 93.6 92.3 6.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
59 68 117 144 152 271 275
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 509,909
COMMITMENTS
22,705 47,755 53,497 344,396 329,768 420,598 431,021 89,312 78,888
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 66,748)
-1,502 9,226 13,445 54,627 38,517 66,570 61,188 177 5,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.4 10.5 67.5 64.7 82.5 84.5 17.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
21 30 36 85 71 130 113
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,348,430
COMMITMENTS
395,885 357,680 157,647 2410537 2515386 2964069 3030713 384,361 317,717
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 252,609)
67,180 9,584 11,321 122,400 175,832 200,901 196,737 51,708 55,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 10.7 4.7 72.0 75.1 88.5 90.5 11.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 508)
108 109 84 197 211 346 364
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 99,437
COMMITMENTS
13,656 9,043 200 78,353 86,138 92,209 95,381 7,228 4,056
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,038)
1,890 153 187 1,626 3,255 3,703 3,595 -2,665 -2,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 9.1 0.2 78.8 86.6 92.7 95.9 7.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
10 4 1 44 37 54 42
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 25,825
COMMITMENTS
3,811 1,839 149 18,190 11,535 22,150 13,523 3,675 12,302
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,752)
-254 371 0 2,806 1,399 2,552 1,770 -800 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 7.1 0.6 70.4 44.7 85.8 52.4 14.2 47.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 15 10 18 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 377,739
COMMITMENTS
56,994 82,890 4,418 238,325 273,903 299,738 361,211 78,001 16,528
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 21,672)
-3,524 -6,373 -2,485 23,505 33,247 17,496 24,388 4,176 -2,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 21.9 1.2 63.1 72.5 79.4 95.6 20.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
59 28 20 72 79 140 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 115,416
COMMITMENTS
30,254 21,493 3,000 58,788 71,948 92,043 96,441 23,373 18,975
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -9,892)
-7,147 -714 -6,599 2,321 1,227 -11,426 -6,086 1,534 -3,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 18.6 2.6 50.9 62.3 79.7 83.6 20.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
22 15 9 26 22 52 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,675
COMMITMENTS
16,272 6,419 1,946 21,662 26,689 39,880 35,054 14,795 19,621
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 12,170)
2,608 -1,485 1,940 2,384 4,818 6,932 5,273 5,238 6,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 11.7 3.6 39.6 48.8 72.9 64.1 27.1 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 10 6 17 21 36 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 76,437
COMMITMENTS
5,384 17,290 980 39,550 46,708 45,914 64,978 30,523 11,459
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 15,224)
-2,507 3,827 242 6,021 9,336 3,756 13,405 11,468 1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 22.6 1.3 51.7 61.1 60.1 85.0 39.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
9 17 6 25 31 38 50
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 39,789
COMMITMENTS
7,783 0 80 28,254 37,517 36,117 37,597 3,672 2,192
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 3,317)
232 0 0 3,194 3,131 3,426 3,131 -109 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 0.0 0.2 71.0 94.3 90.8 94.5 9.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 0 1 24 22 32 23
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 24,773
COMMITMENTS
6,015 235 0 12,905 21,985 18,920 22,220 5,853 2,553
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,068)
-831 0 0 1,804 942 973 942 95 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 0.9 0.0 52.1 88.7 76.4 89.7 23.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 1 0 13 13 24 14
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 18,761
COMMITMENTS
3,790 8,073 1 10,244 8,661 14,035 16,735 4,726 2,026
CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 1,602)
345 538 1 164 13 510 552 1,092 1,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 43.0 0.0 54.6 46.2 74.8 89.2 25.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 8 1 6 1 17 9
Updated June 11, 2010