BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,249
COMMITMENTS
60 0 0 3,280 4,042 3,340 4,042 909 207
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 30)
0 0 0 27 10 27 10 3 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 77.2 95.1 78.6 95.1 21.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 8 16 8
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,979
COMMITMENTS
1,126 4,879 8,154 28,003 19,158 37,283 32,192 4,696 9,788
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,964)
275 113 737 787 452 1,798 1,302 166 662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 11.6 19.4 66.7 45.6 88.8 76.7 11.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
12 13 18 42 31 60 56
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 216,846
COMMITMENTS
47,758 19,406 52,147 94,017 111,395 193,922 182,948 22,924 33,899
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,986)
-53 -2,121 1,089 692 668 1,728 -364 257 2,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 8.9 24.0 43.4 51.4 89.4 84.4 10.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
100 49 91 59 65 198 175
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 388,904
COMMITMENTS
115,236 36,427 98,161 143,426 184,466 356,823 319,054 32,081 69,850
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,411)
1,770 1,747 -1,655 -2,531 -402 -2,416 -311 3,828 1,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 9.4 25.2 36.9 47.4 91.8 82.0 8.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
135 60 117 92 167 271 310
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,844
COMMITMENTS
3,493 3,270 1,404 2,835 3,365 7,733 8,039 2,112 1,805
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 31)
72 630 -207 10 -286 -125 137 156 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 33.2 14.3 28.8 34.2 78.5 81.7 21.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
20 27 18 19 21 50 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,229
COMMITMENTS
13,965 5,146 5,818 11,780 8,801 31,563 19,766 7,666 19,463
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,489)
-298 324 450 797 726 949 1,499 540 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 13.1 14.8 30.0 22.4 80.5 50.4 19.5 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
35 30 25 47 53 99 93
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,135
COMMITMENTS
4,071 1,414 602 17,809 24,951 22,482 26,967 4,653 168
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -4,147)
372 432 -119 -3,423 -1,616 -3,170 -1,303 -977 -2,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 5.2 2.2 65.6 92.0 82.9 99.4 17.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 1 13 9 19 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 101,192
COMMITMENTS
38,527 10,853 6,926 18,392 67,187 63,846 84,966 37,346 16,226
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -40,950)
852 1,854 -6,822 -34,304 -34,196 -40,275 -39,164 -676 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 10.7 6.8 18.2 66.4 63.1 84.0 36.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
24 14 16 19 22 53 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,923
COMMITMENTS
9,636 19,975 1,901 28,111 10,359 39,648 32,235 7,275 14,688
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 2)
891 -5,233 82 -350 5,275 623 124 -621 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 42.6 4.1 59.9 22.1 84.5 68.7 15.5 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 16 9 11 11 27 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 60,656
COMMITMENTS
40,797 5,158 31 14,216 54,414 55,044 59,603 5,612 1,053
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 7,980)
7,383 41 3 65 8,169 7,451 8,213 529 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 8.5 0.1 23.4 89.7 90.7 98.3 9.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
31 14 1 12 20 43 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 142,918
COMMITMENTS
17,271 63,647 10,970 97,969 35,078 126,210 109,694 16,708 33,223
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 7,688)
2,742 681 1,298 2,359 6,741 6,399 8,721 1,289 -1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 44.5 7.7 68.5 24.5 88.3 76.8 11.7 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
14 51 25 18 27 50 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 104,353
COMMITMENTS
29,621 24,899 9,746 45,529 41,675 84,896 76,321 19,457 28,033
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 9,367)
4,580 -2,804 1,963 29 12,569 6,573 11,728 2,794 -2,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 23.9 9.3 43.6 39.9 81.4 73.1 18.6 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 30 17 25 27 59 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 297,240
COMMITMENTS
40,431 104,940 54,607 152,715 76,490 247,753 236,036 49,488 61,204
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -2,757)
-7,810 1,600 -1,954 6,483 230 -3,281 -123 524 -2,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 35.3 18.4 51.4 25.7 83.4 79.4 16.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
45 68 55 44 47 123 136
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 10,476
COMMITMENTS
6,721 5,899 0 1,194 3,272 7,915 9,171 2,561 1,305
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 1,387)
2,392 -559 0 -1,661 2,011 731 1,452 656 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 56.3 0.0 11.4 31.2 75.6 87.5 24.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 8 0 4 8 12 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,855,519
COMMITMENTS
1029911 247,152 3951006 5996137 6633474 10977053 10831632 878,465 1023887
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 349,274)
10,941 -3,443 210,156 79,370 85,798 300,467 292,511 48,807 56,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.1 33.3 50.6 56.0 92.6 91.4 7.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
63 59 110 141 145 267 258
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 928,668
COMMITMENTS
69,748 79,661 45,838 656,760 672,299 772,346 797,799 156,322 130,869
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -387,058)
5,958 -3,013 -63,768 -271,591 -255,933 -329,401 -322,713 -57,657 -64,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 8.6 4.9 70.7 72.4 83.2 85.9 16.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 530)
96 119 82 217 222 367 370
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 377,554
COMMITMENTS
22,387 29,270 28,469 254,715 233,997 305,571 291,735 71,983 85,819
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -197,972)
-1,288 -5,344 -26,502 -125,328 -143,027 -153,118 -174,874 -44,854 -23,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 7.8 7.5 67.5 62.0 80.9 77.3 19.1 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
23 22 28 73 66 111 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,755,571
COMMITMENTS
256,617 271,772 67,033 2010228 2191513 2333879 2530319 421,692 225,252
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -945,429)
-38,378 -62,948 -111,724 -731,313 -564,527 -881,416 -739,199 -64,013 -206,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 9.9 2.4 73.0 79.5 84.7 91.8 15.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469)
87 103 65 187 203 314 331
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,156
COMMITMENTS
10,145 7,817 967 68,118 78,067 79,230 86,851 10,926 3,304
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -16,698)
-2,468 -288 574 -14,103 -14,175 -15,997 -13,889 -700 -2,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 8.7 1.1 75.6 86.6 87.9 96.3 12.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
9 2 1 45 38 54 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,838
COMMITMENTS
13,284 10,936 631 40,564 43,625 54,478 55,192 4,360 3,646
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -64,662)
2,297 -2,271 -6,564 -44,079 -42,896 -48,346 -51,731 -16,316 -12,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 18.6 1.1 68.9 74.1 92.6 93.8 7.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
66 33 17 60 75 133 118
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 294,190
COMMITMENTS
66,419 54,682 3,153 202,820 218,123 272,392 275,958 21,798 18,232
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -172,529)
2,588 -28,498 -2,863 -112,285 -138,707 -112,560 -170,068 -59,969 -2,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 18.6 1.1 68.9 74.1 92.6 93.8 7.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
66 33 17 60 75 133 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 68,838
COMMITMENTS
30,000 17,698 4,060 13,267 29,447 47,328 51,205 21,510 17,633
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 3,553)
2,274 2,611 -647 702 3,278 2,329 5,242 1,224 -1,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 25.7 5.9 19.3 42.8 68.8 74.4 31.2 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 16 10 15 18 39 39
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,841
COMMITMENTS
10,214 4,887 8 10,830 8,896 21,052 13,791 9,789 17,050
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 266)
-265 305 8 -787 1,182 -1,044 1,495 1,310 -1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 15.8 0.0 35.1 28.8 68.3 44.7 31.7 55.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 9 1 11 7 24 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,044
COMMITMENTS
6,311 4,048 159 23,554 21,091 30,024 25,298 8,020 12,746
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 4,711)
888 182 62 2,389 2,590 3,339 2,834 1,372 1,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 10.6 0.4 61.9 55.4 78.9 66.5 21.1 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 8 2 15 19 24 27
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 34,428
COMMITMENTS
6,319 0 300 23,929 31,925 30,548 32,225 3,880 2,203
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -5,115)
-881 -269 0 -2,530 -3,056 -3,411 -3,325 -1,704 -1,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 0.0 0.9 69.5 92.7 88.7 93.6 11.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 0 1 17 21 24 22
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 25,016
COMMITMENTS
5,800 235 0 12,869 23,031 18,669 23,266 6,347 1,750
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -3,955)
513 0 -89 -1,245 -591 -821 -680 -3,134 -3,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 0.9 0.0 51.4 92.1 74.6 93.0 25.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 1 0 13 14 23 15
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/22/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,422
COMMITMENTS
2,966 5,307 0 10,029 10,325 12,995 15,632 3,427 790
CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -3,343)
-836 -2,134 -737 -1,346 46 -2,919 -2,825 -424 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 32.3 0.0 61.1 62.9 79.1 95.2 20.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 6 0 6 2 14 8
Updated June 25, 2010