MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,541
COMMITMENTS
788 3,321 6,617 23,673 17,459 31,078 27,396 4,462 8,144
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -6,564)
122 -1,452 -1,717 -4,799 -1,806 -6,393 -4,975 -171 -1,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 9.3 18.6 66.6 49.1 87.4 77.1 12.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 12 17 40 26 60 45
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 218,959
COMMITMENTS
47,286 19,102 57,454 93,618 108,373 198,358 184,930 20,600 34,029
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -3,682)
-3,460 1,134 1,666 -797 -5,885 -2,591 -3,086 -1,090 -596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 8.7 26.2 42.8 49.5 90.6 84.5 9.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
97 48 86 57 66 194 174
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 390,976
COMMITMENTS
116,084 37,014 95,197 145,905 186,263 357,186 318,474 33,791 72,503
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 4,037)
5,021 -781 -4,871 -873 5,249 -723 -404 4,761 4,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 9.5 24.3 37.3 47.6 91.4 81.5 8.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
133 66 124 84 162 272 310
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,250
COMMITMENTS
3,690 3,573 831 2,931 3,202 7,451 7,605 1,799 1,645
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -443)
-30 -52 -154 40 59 -144 -147 -299 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 38.6 9.0 31.7 34.6 80.6 82.2 19.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 27 15 17 20 49 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,431
COMMITMENTS
15,022 5,378 5,773 12,834 10,268 33,630 21,419 7,801 20,012
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 442)
196 138 -512 266 441 -50 67 492 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 13.0 13.9 31.0 24.8 81.2 51.7 18.8 48.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
41 30 30 55 59 113 103
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,538
COMMITMENTS
3,958 1,055 602 17,984 25,628 22,544 27,285 4,994 253
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 482)
-113 -100 0 263 513 150 413 332 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 3.8 2.2 65.3 93.1 81.9 99.1 18.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 1 13 9 18 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 111,850
COMMITMENTS
28,822 16,993 10,499 35,170 66,538 74,491 94,031 37,359 17,819
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 5,342)
-4,822 2,980 3,042 10,066 -1,971 8,285 4,050 -2,943 1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 15.2 9.4 31.4 59.5 66.6 84.1 33.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
23 19 20 25 20 59 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,320
COMMITMENTS
6,857 14,495 3,917 24,382 19,104 35,156 37,516 15,164 12,805
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 3,129)
-859 -6,194 1,515 -3,655 9,805 -2,999 5,126 6,128 -1,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 28.8 7.8 48.5 38.0 69.9 74.6 30.1 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 14 9 12 12 29 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 61,340
COMMITMENTS
30,858 8,133 2 25,463 51,364 56,323 59,499 5,017 1,841
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -5,506)
-14,854 4,917 1 10,186 -10,811 -4,667 -5,893 -839 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 13.3 0.0 41.5 83.7 91.8 97.0 8.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 19 1 18 17 41 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 146,986
COMMITMENTS
18,624 57,679 14,971 96,768 44,257 130,363 116,907 16,623 30,079
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 4,025)
-281 3,860 1,703 1,732 2,900 3,155 8,464 871 -4,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 39.2 10.2 65.8 30.1 88.7 79.5 11.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
18 46 30 18 27 54 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 157,978
COMMITMENTS
59,485 19,037 20,634 47,360 90,536 127,479 130,206 30,499 27,772
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 20,168)
7,960 -2,824 7,198 1,426 13,068 16,584 17,442 3,584 2,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 12.1 13.1 30.0 57.3 80.7 82.4 19.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
37 33 22 25 32 74 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 308,580
COMMITMENTS
50,581 89,032 61,511 142,439 96,454 254,531 246,997 54,049 61,583
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 5,845)
7,892 -20,466 3,368 -11,589 20,124 -329 3,026 6,174 2,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 28.9 19.9 46.2 31.3 82.5 80.0 17.5 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
54 71 63 39 47 126 148
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 12,959
COMMITMENTS
8,093 5,516 0 2,751 6,141 10,844 11,657 2,115 1,302
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 79)
-366 -457 0 794 630 428 173 -349 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.5 42.6 0.0 21.2 47.4 83.7 90.0 16.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 9 0 5 9 14 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,307,088
COMMITMENTS
1062145 308,858 4204622 6116810 6847442 11383578 11360922 923,510 946,166
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 190,771)
69,691 20,739 86,032 44,615 142,303 200,337 249,074 -9,567 -58,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 2.5 34.2 49.7 55.6 92.5 92.3 7.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
61 66 113 140 145 270 260
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,033,964
COMMITMENTS
63,304 89,419 82,736 720,076 716,278 866,116 888,434 167,847 145,530
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 27,786)
-8,716 15,477 7,731 21,293 -7,738 20,308 15,470 7,478 12,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 8.6 8.0 69.6 69.3 83.8 85.9 16.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559)
98 131 96 226 229 380 401
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 413,910
COMMITMENTS
21,940 53,690 35,290 278,146 239,566 335,376 328,545 78,534 85,364
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 3,085)
-1,825 14,066 -4,479 7,421 -7,413 1,117 2,174 1,968 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 13.0 8.5 67.2 57.9 81.0 79.4 19.0 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
25 26 34 76 70 118 113
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,100,269
COMMITMENTS
340,426 312,254 103,626 2209648 2383562 2653700 2799442 446,568 300,827
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 123,501)
20,601 62,120 5,988 69,363 -1,627 95,952 66,481 27,549 57,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 10.1 3.3 71.3 76.9 85.6 90.3 14.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 499)
85 118 75 196 207 326 355
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,684
COMMITMENTS
7,267 7,861 843 71,160 76,692 79,270 85,396 9,414 3,288
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -4,541)
-2,714 230 843 -2,247 -5,419 -4,118 -4,346 -423 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 8.9 1.0 80.2 86.5 89.4 96.3 10.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
8 3 2 48 40 56 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 73,684
COMMITMENTS
10,014 16,044 1,285 53,456 51,041 64,756 68,370 8,928 5,314
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 12,651)
743 4,211 658 7,265 6,978 8,666 11,847 3,985 804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 21.8 1.7 72.5 69.3 87.9 92.8 12.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
50 39 18 74 83 132 132
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 11,093
COMMITMENTS
547 775 3 5,915 9,027 6,465 9,805 4,628 1,288
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 7.0 0.0 53.3 81.4 58.3 88.4 41.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 10 10 12 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 312,953
COMMITMENTS
49,369 78,377 4,381 237,704 210,068 291,454 292,827 21,500 20,127
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 7,791)
3,014 19,212 1,245 6,748 -10,246 11,007 10,211 -3,216 -2,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 25.0 1.4 76.0 67.1 93.1 93.6 6.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
48 41 17 69 78 126 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 74,620
COMMITMENTS
26,398 18,682 6,831 18,131 29,979 51,360 55,491 23,260 19,129
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 5,754)
-1,906 3,752 1,210 5,262 -425 4,567 4,537 1,187 1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 25.0 9.2 24.3 40.2 68.8 74.4 31.2 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
22 18 14 14 19 47 40
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,415
COMMITMENTS
12,676 4,591 8 11,563 10,728 24,247 15,327 8,168 17,088
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 2,123)
1,760 -213 0 -644 1,294 1,116 1,081 1,007 1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 14.2 0.0 35.7 33.1 74.8 47.3 25.2 52.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 8 1 15 13 30 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,298
COMMITMENTS
5,498 9,003 272 28,131 24,536 33,901 33,811 9,397 9,487
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 3,544)
15 3,158 -5 3,267 1,546 3,277 4,699 267 -1,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 20.8 0.6 65.0 56.7 78.3 78.1 21.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 12 2 18 25 27 38
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 40,142
COMMITMENTS
8,003 253 300 28,352 37,217 36,655 37,770 3,487 2,372
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 329)
-1,110 41 0 1,252 -255 142 -214 187 543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 0.6 0.7 70.6 92.7 91.3 94.1 8.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 1 1 22 21 30 23
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 25,694
COMMITMENTS
5,799 818 0 14,294 23,377 20,093 24,195 5,601 1,499
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 175)
-316 105 0 797 231 481 336 -306 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 3.2 0.0 55.6 91.0 78.2 94.2 21.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 3 0 16 16 26 19
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/06/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,967
COMMITMENTS
2,513 5,138 0 9,949 10,349 12,462 15,487 3,505 480
CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -284)
-212 -4 -226 46 47 -392 -183 108 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 32.2 0.0 62.3 64.8 78.0 97.0 22.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 7 0 6 2 13 9
Updated July 9, 2010