BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,789
COMMITMENTS
96 0 22 2,759 3,395 2,877 3,417 911 372
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -520)
36 0 22 -485 -686 -427 -664 -94 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.6 72.8 89.6 75.9 90.2 24.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 13 7 15 8
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,478
COMMITMENTS
765 3,252 6,650 24,071 18,455 31,487 28,357 4,991 8,121
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 937)
-23 -69 34 398 996 409 961 528 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.9 18.2 66.0 50.6 86.3 77.7 13.7 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
10 11 15 41 27 61 44
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,268
COMMITMENTS
46,366 20,331 59,426 90,124 102,468 195,916 182,225 21,353 35,044
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -1,690)
-920 1,229 1,971 -3,494 -5,905 -2,443 -2,705 753 1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 9.4 27.4 41.5 47.2 90.2 83.9 9.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
85 68 98 54 64 192 191
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 388,527
COMMITMENTS
117,491 37,145 93,770 144,821 188,000 356,082 318,915 32,445 69,612
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -2,450)
1,407 131 -1,427 -1,084 1,737 -1,104 441 -1,346 -2,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 9.6 24.1 37.3 48.4 91.6 82.1 8.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
130 69 121 92 168 283 309
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,834
COMMITMENTS
3,675 3,577 762 2,667 2,789 7,104 7,128 1,729 1,706
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -416)
-14 5 -69 -264 -413 -347 -478 -70 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 40.5 8.6 30.2 31.6 80.4 80.7 19.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
22 27 10 16 15 45 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,009
COMMITMENTS
16,111 5,022 6,418 12,855 11,221 35,384 22,661 7,625 20,348
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,578)
1,088 -356 645 20 953 1,754 1,242 -175 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 11.7 14.9 29.9 26.1 82.3 52.7 17.7 47.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
48 31 39 52 60 123 112
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,525
COMMITMENTS
4,787 962 602 18,864 27,735 24,253 29,299 5,272 226
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,987)
829 -93 0 880 2,107 1,709 2,014 278 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 3.3 2.0 63.9 93.9 82.1 99.2 17.9 0.8
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 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 99,062
COMMITMENTS
27,912 4,919 5,256 27,248 71,024 60,416 81,199 38,647 17,863
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -12,787)
-910 -12,074 -5,243 -7,922 4,486 -14,075 -12,832 1,288 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 5.0 5.3 27.5 71.7 61.0 82.0 39.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 13 12 23 22 48 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,338
COMMITMENTS
17,811 4,085 1,212 22,447 40,806 41,470 46,104 14,868 10,234
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 6,017)
10,954 -10,410 -2,705 -1,935 21,703 6,314 8,588 -297 -2,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 7.3 2.2 39.8 72.4 73.6 81.8 26.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 6 4 12 15 30 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 64,215
COMMITMENTS
36,830 8,695 1 22,864 53,839 59,695 62,535 4,520 1,680
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 2,875)
5,972 562 -1 -2,599 2,475 3,372 3,036 -497 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.4 13.5 0.0 35.6 83.8 93.0 97.4 7.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
27 18 1 17 20 44 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 145,470
COMMITMENTS
14,782 50,132 8,294 104,103 56,207 127,179 114,634 18,291 30,837
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -1,516)
-3,841 -7,546 -6,677 7,335 11,950 -3,184 -2,273 1,668 757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 34.5 5.7 71.6 38.6 87.4 78.8 12.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 37 20 20 33 48 77
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 145,021
COMMITMENTS
63,739 15,916 5,813 46,048 98,226 115,601 119,956 29,420 25,065
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -12,957)
4,254 -3,120 -14,821 -1,311 7,691 -11,878 -10,250 -1,079 -2,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 11.0 4.0 31.8 67.7 79.7 82.7 20.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
38 27 13 24 31 67 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 277,596
COMMITMENTS
52,945 80,952 36,520 137,970 100,009 227,435 217,482 50,161 60,114
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -30,984)
2,364 -8,079 -24,990 -4,470 3,555 -27,096 -29,515 -3,888 -1,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 29.2 13.2 49.7 36.0 81.9 78.3 18.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
53 68 54 37 45 120 137
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 16,798
COMMITMENTS
12,683 7,231 0 1,740 8,103 14,423 15,334 2,375 1,464
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,839)
4,590 1,715 0 -1,011 1,962 3,579 3,677 260 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 43.0 0.0 10.4 48.2 85.9 91.3 14.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 11 0 5 10 18 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,692,308
COMMITMENTS
1265957 331,703 4436151 6087681 6969920 11789789 11737774 902,519 954,534
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 385,220)
203,812 22,845 231,528 -29,130 122,478 406,211 376,852 -20,991 8,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 2.6 35.0 48.0 54.9 92.9 92.5 7.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
71 66 121 142 146 282 270
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,014,184
COMMITMENTS
62,584 101,044 74,728 719,310 684,630 856,622 860,402 157,562 153,782
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -19,779)
-721 11,625 -8,008 -765 -31,648 -9,494 -28,032 -10,285 8,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 10.0 7.4 70.9 67.5 84.5 84.8 15.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550)
82 139 97 223 228 375 394
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 406,613
COMMITMENTS
24,684 45,979 32,542 271,981 235,200 329,207 313,721 77,406 92,892
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -7,297)
2,744 -7,711 -2,748 -6,165 -4,365 -6,169 -14,825 -1,128 7,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 11.3 8.0 66.9 57.8 81.0 77.2 19.0 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
20 30 35 76 69 119 111
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,037,858
COMMITMENTS
297,816 383,647 102,614 2236648 2247146 2637078 2733407 400,780 304,451
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -62,411)
-42,610 71,392 -1,012 26,999 -136,415 -16,623 -66,035 -45,788 3,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 12.6 3.4 73.6 74.0 86.8 90.0 13.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492)
73 121 79 195 206 323 351
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 83,165
COMMITMENTS
7,116 7,593 726 64,841 71,549 72,683 79,868 10,482 3,298
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -5,519)
-151 -268 -117 -6,319 -5,143 -6,587 -5,528 1,068 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 9.1 0.9 78.0 86.0 87.4 96.0 12.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
8 2 2 44 36 52 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 77,559
COMMITMENTS
11,688 19,297 1,435 53,459 49,180 66,582 69,913 10,977 7,646
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 3,875)
1,673 3,253 150 3 -1,860 1,826 1,543 2,049 2,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 24.9 1.9 68.9 63.4 85.8 90.1 14.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
46 45 18 68 79 126 130
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,109
COMMITMENTS
0 1,758 0 6,539 10,246 6,539 12,004 6,570 1,105
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 2,016)
-547 983 -3 624 1,219 74 2,199 1,942 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.4 0.0 49.9 78.2 49.9 91.6 50.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 10 9 10 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 322,249
COMMITMENTS
61,755 91,011 3,860 234,598 194,672 300,213 289,544 22,036 32,705
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 9,295)
12,386 12,634 -521 -3,106 -15,396 8,759 -3,283 536 12,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 28.2 1.2 72.8 60.4 93.2 89.9 6.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
47 44 17 65 74 123 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 75,305
COMMITMENTS
35,261 11,852 2,906 13,847 42,329 52,013 57,086 23,292 18,219
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 685)
8,863 -6,830 -3,925 -4,284 12,350 653 1,595 32 -910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 15.7 3.9 18.4 56.2 69.1 75.8 30.9 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 16 9 15 20 41 38
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,747
COMMITMENTS
11,709 4,458 8 13,419 11,783 25,136 16,249 7,611 16,498
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 332)
-967 -133 0 1,856 1,055 889 922 -557 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 13.6 0.0 41.0 36.0 76.8 49.6 23.2 50.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 8 1 16 13 32 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,855
COMMITMENTS
4,448 10,977 1,316 32,663 19,175 38,427 31,468 7,428 14,387
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 2,557)
-1,050 1,974 1,044 4,532 -5,361 4,526 -2,343 -1,969 4,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 23.9 2.9 71.2 41.8 83.8 68.6 16.2 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 15 2 21 20 30 35
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 34,261
COMMITMENTS
5,141 0 301 25,789 31,483 31,231 31,784 3,030 2,477
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: -5,881)
-2,862 -253 1 -2,563 -5,734 -5,424 -5,986 -457 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.0 0.9 75.3 91.9 91.2 92.8 8.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 0 2 18 23 24 25
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 26,361
COMMITMENTS
5,706 235 0 15,377 24,348 21,083 24,583 5,278 1,778
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 667)
-93 -583 0 1,083 971 990 388 -323 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 0.9 0.0 58.3 92.4 80.0 93.3 20.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 1 0 18 16 28 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/13/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,123
COMMITMENTS
2,848 5,219 0 9,907 10,334 12,755 15,553 4,368 1,570
CHANGES FROM 07/06/10 (CHANGE IN OPEN INTEREST: 1,156)
335 81 0 -42 -15 293 66 863 1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 30.5 0.0 57.9 60.4 74.5 90.8 25.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 7 0 9 3 18 10
Updated July 16, 2010