BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,806
COMMITMENTS
96 0 22 2,779 3,386 2,897 3,408 909 398
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 17)
0 0 0 19 -9 19 -9 -2 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.6 73.0 89.0 76.1 89.5 23.9 10.5
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 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,802
COMMITMENTS
990 3,521 6,805 24,921 19,829 32,716 30,155 5,085 7,646
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,324)
225 269 155 850 1,374 1,229 1,798 95 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 9.3 18.0 65.9 52.5 86.5 79.8 13.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
12 10 17 41 31 62 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 224,749
COMMITMENTS
51,581 18,232 64,374 89,181 108,071 205,137 190,677 19,612 34,072
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 7,480)
5,216 -2,100 4,949 -943 5,603 9,221 8,452 -1,741 -972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 8.1 28.6 39.7 48.1 91.3 84.8 8.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
101 54 96 52 66 198 188
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 408,187
COMMITMENTS
127,083 34,672 103,303 145,581 200,665 375,967 338,640 32,221 69,547
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 19,660)
9,591 -2,473 9,533 760 12,665 19,884 19,725 -224 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 8.5 25.3 35.7 49.2 92.1 83.0 7.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
141 62 119 96 175 297 315
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,635
COMMITMENTS
3,537 3,460 839 2,610 2,551 6,987 6,851 1,648 1,784
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -199)
-138 -117 77 -57 -237 -117 -277 -81 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 40.1 9.7 30.2 29.5 80.9 79.3 19.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
20 26 10 14 16 42 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,632
COMMITMENTS
16,050 4,779 6,572 11,523 10,849 34,145 22,199 7,487 19,433
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -1,378)
-61 -243 153 -1,331 -372 -1,239 -462 -138 -916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 11.5 15.8 27.7 26.1 82.0 53.3 18.0 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
46 26 34 50 61 114 108
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,541
COMMITMENTS
6,210 120 602 18,490 29,726 25,302 30,448 5,239 93
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,016)
1,423 -842 0 -374 1,991 1,049 1,149 -33 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 0.4 2.0 60.5 97.3 82.8 99.7 17.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 1 11 10 17 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 97,378
COMMITMENTS
24,268 6,079 6,096 25,645 67,444 56,009 79,619 41,369 17,759
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -1,684)
-3,644 1,160 840 -1,602 -3,581 -4,406 -1,580 2,722 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 6.2 6.3 26.3 69.3 57.5 81.8 42.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
22 11 14 25 24 53 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,642
COMMITMENTS
19,576 5,412 1,354 22,102 42,134 43,032 48,900 15,609 9,742
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 2,304)
1,766 1,327 141 -345 1,328 1,562 2,796 742 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 9.2 2.3 37.7 71.9 73.4 83.4 26.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 7 6 11 13 30 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 72,072
COMMITMENTS
43,551 7,665 0 23,813 62,872 67,364 70,537 4,708 1,535
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 7,857)
6,721 -1,030 -1 949 9,033 7,669 8,002 188 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.4 10.6 0.0 33.0 87.2 93.5 97.9 6.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
29 15 0 18 19 47 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 141,996
COMMITMENTS
15,265 43,281 10,658 99,212 63,502 125,136 117,442 16,861 24,555
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -3,474)
483 -6,851 2,364 -4,891 7,295 -2,044 2,808 -1,430 -6,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 30.5 7.5 69.9 44.7 88.1 82.7 11.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
16 38 23 20 32 51 78
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 142,627
COMMITMENTS
55,209 14,243 7,811 48,372 94,712 111,392 116,766 31,236 25,862
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -2,394)
-8,530 -1,674 1,997 2,324 -3,514 -4,209 -3,191 1,815 797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 10.0 5.5 33.9 66.4 78.1 81.9 21.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
39 27 16 25 33 68 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 291,987
COMMITMENTS
50,065 76,225 44,823 148,427 110,717 243,315 231,765 48,671 60,222
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 14,391)
-2,880 -4,728 8,303 10,458 10,708 15,881 14,283 -1,490 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 26.1 15.4 50.8 37.9 83.3 79.4 16.7 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
47 65 56 40 48 117 139
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 18,631
COMMITMENTS
14,523 5,550 0 1,511 11,887 16,034 17,437 2,597 1,194
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,833)
1,840 -1,681 0 -229 3,784 1,611 2,103 222 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.0 29.8 0.0 8.1 63.8 86.1 93.6 13.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 10 0 4 12 17 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,971,617
COMMITMENTS
1221622 411,876 4549494 6316542 7046439 12087658 12007809 883,959 963,808
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 279,309)
-44,335 80,173 113,344 228,861 76,519 297,869 270,035 -18,560 9,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 3.2 35.1 48.7 54.3 93.2 92.6 6.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
66 68 114 148 151 283 270
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 976,665
COMMITMENTS
65,409 97,239 66,305 695,231 675,287 826,944 838,831 149,720 137,834
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -37,519)
2,825 -3,805 -8,423 -24,080 -9,343 -29,678 -21,571 -7,841 -15,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 10.0 6.8 71.2 69.1 84.7 85.9 15.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536)
84 117 91 218 235 364 381
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 381,974
COMMITMENTS
18,523 51,015 26,358 257,486 225,148 302,367 302,521 79,607 79,453
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -24,639)
-6,161 5,036 -6,184 -14,495 -10,053 -26,839 -11,200 2,201 -13,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 13.4 6.9 67.4 58.9 79.2 79.2 20.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
18 26 29 74 66 110 103
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,973,455
COMMITMENTS
350,141 346,833 84,022 2188722 2250695 2622886 2681551 350,570 291,904
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -64,403)
52,325 -36,813 -18,592 -47,925 3,549 -14,192 -51,856 -50,210 -12,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 11.7 2.8 73.6 75.7 88.2 90.2 11.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483)
76 102 76 191 215 318 342
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,447
COMMITMENTS
8,228 7,854 569 65,416 71,816 74,213 80,239 10,234 4,209
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,282)
1,112 261 -157 575 267 1,530 371 -248 911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 9.3 0.7 77.5 85.0 87.9 95.0 12.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
9 3 2 45 35 54 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 77,678
COMMITMENTS
12,261 13,673 1,741 53,539 54,342 67,541 69,756 10,137 7,921
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 119)
574 -5,624 306 80 5,162 959 -156 -841 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 17.6 2.2 68.9 70.0 87.0 89.8 13.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
54 39 18 64 83 125 134
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,819
COMMITMENTS
0 3,444 0 7,741 8,991 7,741 12,435 6,078 1,384
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 710)
0 1,686 0 1,202 -1,255 1,202 431 -492 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 24.9 0.0 56.0 65.1 56.0 90.0 44.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 11 9 11 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 319,293
COMMITMENTS
65,127 54,966 4,885 228,988 226,755 299,000 286,607 20,293 32,686
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -2,956)
3,372 -36,045 1,025 -5,610 32,083 -1,213 -2,937 -1,743 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 17.2 1.5 71.7 71.0 93.6 89.8 6.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
56 38 16 60 80 121 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 87,503
COMMITMENTS
45,271 12,380 3,064 14,180 53,375 62,515 68,819 24,988 18,684
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 12,198)
10,010 528 159 333 11,046 10,501 11,733 1,697 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 14.1 3.5 16.2 61.0 71.4 78.6 28.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 14 10 14 22 42 40
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,645
COMMITMENTS
9,279 4,862 8 12,743 10,221 22,030 15,091 7,615 14,554
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -3,101)
-2,430 404 0 -675 -1,562 -3,105 -1,158 4 -1,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 16.4 0.0 43.0 34.5 74.3 50.9 25.7 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 10 1 15 12 27 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,526
COMMITMENTS
4,051 8,115 873 34,026 21,986 38,950 30,974 6,576 14,552
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -329)
-397 -2,862 -443 1,363 2,811 523 -494 -852 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 17.8 1.9 74.7 48.3 85.6 68.0 14.4 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 14 2 18 24 26 38
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 35,944
COMMITMENTS
6,017 0 300 26,175 33,682 32,492 33,982 3,452 1,962
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,683)
876 0 -1 386 2,199 1,261 2,198 422 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 0.0 0.8 72.8 93.7 90.4 94.5 9.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 0 1 20 24 27 25
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 26,710
COMMITMENTS
5,830 643 0 15,491 23,947 21,321 24,590 5,389 2,120
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 349)
124 408 0 114 -401 238 7 111 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 2.4 0.0 58.0 89.7 79.8 92.1 20.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 2 0 16 16 26 18
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,223
COMMITMENTS
4,145 4,242 0 11,052 10,989 15,197 15,231 1,026 992
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -900)
1,297 -977 0 1,145 655 2,442 -322 -3,342 -578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 26.1 0.0 68.1 67.7 93.7 93.9 6.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 8 0 9 1 18 9
Updated July 23, 2010