BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,892
COMMITMENTS
96 0 24 2,829 3,459 2,949 3,483 943 409
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 86)
0 0 2 50 73 52 75 34 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.6 72.7 88.9 75.8 89.5 24.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 13 9 15 10
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,896
COMMITMENTS
1,294 3,693 6,885 25,261 20,553 33,440 31,131 5,455 7,764
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,094)
304 172 80 340 724 724 976 370 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 9.5 17.7 64.9 52.8 86.0 80.0 14.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 10 17 41 32 63 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 228,890
COMMITMENTS
53,249 20,788 63,751 91,182 108,528 208,181 193,066 20,708 35,823
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 4,141)
1,668 2,556 -624 2,001 457 3,045 2,389 1,096 1,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 9.1 27.9 39.8 47.4 91.0 84.3 9.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
96 64 101 50 62 207 188
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 414,854
COMMITMENTS
132,017 34,353 107,299 143,690 202,642 383,006 344,294 31,848 70,560
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 6,667)
4,934 -320 3,996 -1,891 1,977 7,039 5,654 -372 1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 8.3 25.9 34.6 48.8 92.3 83.0 7.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
150 58 115 98 177 304 311
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,032
COMMITMENTS
3,492 3,611 976 2,679 2,691 7,147 7,277 1,885 1,755
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 397)
-45 150 137 68 140 160 426 237 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 40.0 10.8 29.7 29.8 79.1 80.6 20.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
18 27 13 16 19 46 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,845
COMMITMENTS
15,729 4,720 6,644 11,628 9,831 34,001 21,195 7,844 20,650
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 213)
-320 -58 72 105 -1,017 -144 -1,004 357 1,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 11.3 15.9 27.8 23.5 81.3 50.7 18.7 49.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
47 21 36 49 58 114 104
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 32,110
COMMITMENTS
7,506 120 602 18,727 31,289 26,835 32,011 5,275 99
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,569)
1,296 0 0 237 1,563 1,533 1,563 36 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 0.4 1.9 58.3 97.4 83.6 99.7 16.4 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 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 99,317
COMMITMENTS
26,644 2,107 7,258 25,665 71,416 59,567 80,781 39,750 18,536
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,939)
2,376 -3,972 1,162 20 3,972 3,558 1,162 -1,619 776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 2.1 7.3 25.8 71.9 60.0 81.3 40.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
25 11 16 23 24 57 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 59,253
COMMITMENTS
14,841 9,486 1,348 26,362 38,936 42,552 49,771 16,701 9,482
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 611)
-4,735 4,075 -5 4,260 -3,198 -481 871 1,092 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 16.0 2.3 44.5 65.7 71.8 84.0 28.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 9 6 13 13 29 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 80,209
COMMITMENTS
51,784 6,466 0 22,455 71,967 74,239 78,433 5,970 1,776
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 8,137)
8,233 -1,199 0 -1,358 9,095 6,875 7,896 1,262 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.6 8.1 0.0 28.0 89.7 92.6 97.8 7.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
31 18 0 16 21 47 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 143,350
COMMITMENTS
15,386 36,990 11,967 98,576 64,900 125,929 113,858 17,421 29,493
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,354)
121 -6,291 1,309 -636 1,398 794 -3,584 561 4,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 25.8 8.3 68.8 45.3 87.8 79.4 12.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 33 22 20 27 49 70
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 140,130
COMMITMENTS
49,296 18,263 8,422 52,854 83,226 110,572 109,910 29,558 30,219
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -2,498)
-5,912 4,020 611 4,481 -11,487 -820 -6,855 -1,678 4,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 13.0 6.0 37.7 59.4 78.9 78.4 21.1 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
34 29 17 28 30 67 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 299,001
COMMITMENTS
49,836 75,183 48,665 150,952 114,219 249,454 238,067 49,548 60,935
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 7,015)
-228 -1,042 3,842 2,525 3,502 6,138 6,302 877 713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 25.1 16.3 50.5 38.2 83.4 79.6 16.6 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
48 63 58 39 46 119 135
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,919
COMMITMENTS
18,398 4,724 0 1,407 17,037 19,805 21,761 3,114 1,158
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 4,288)
3,875 -826 0 -104 5,150 3,771 4,324 517 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.3 20.6 0.0 6.1 74.3 86.4 94.9 13.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 8 0 4 13 19 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,055,711
COMMITMENTS
1301064 394,096 4643415 6148392 6990668 12092871 12028179 962,839 1027531
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 84,094)
79,443 -17,780 93,921 -168,150 -55,771 5,213 20,370 78,880 63,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 3.0 35.6 47.1 53.5 92.6 92.1 7.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
60 73 120 141 147 275 271
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 982,223
COMMITMENTS
65,102 93,396 62,170 705,298 690,462 832,569 846,028 149,654 136,195
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 5,558)
-307 -3,843 -4,135 10,067 15,176 5,625 7,197 -67 -1,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 9.5 6.3 71.8 70.3 84.8 86.1 15.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536)
90 119 92 220 231 372 380
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 390,536
COMMITMENTS
20,930 42,344 26,525 263,714 240,174 311,169 309,043 79,367 81,493
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 8,562)
2,407 -8,671 167 6,228 15,027 8,801 6,522 -239 2,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 10.8 6.8 67.5 61.5 79.7 79.1 20.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
19 29 33 77 68 118 108
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,958,434
COMMITMENTS
299,324 333,724 99,759 2207919 2251441 2607002 2684924 351,432 273,510
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -15,021)
-50,817 -13,109 15,737 19,196 745 -15,884 3,373 863 -18,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.3 3.4 74.6 76.1 88.1 90.8 11.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 478)
83 100 74 191 209 320 337
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,835
COMMITMENTS
11,474 8,133 163 67,387 76,354 79,024 84,650 9,811 4,185
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 4,387)
3,246 279 -406 1,971 4,538 4,811 4,411 -424 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 9.2 0.2 75.9 86.0 89.0 95.3 11.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
11 4 1 48 36 59 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 79,300
COMMITMENTS
12,992 14,851 1,216 55,278 56,784 69,486 72,851 9,814 6,449
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,622)
730 1,177 -525 1,739 2,442 1,945 3,094 -323 -1,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 18.7 1.5 69.7 71.6 87.6 91.9 12.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
58 36 19 71 81 141 124
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,432
COMMITMENTS
247 2,497 0 7,601 9,707 7,848 12,204 5,584 1,228
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -388)
247 -947 0 -140 716 107 -231 -495 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 18.6 0.0 56.6 72.3 58.4 90.9 41.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 12 12 13 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 329,340
COMMITMENTS
64,959 63,003 4,846 238,384 235,386 308,188 303,234 21,152 26,106
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 10,047)
-168 8,037 -40 9,396 8,631 9,189 16,627 859 -6,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 19.1 1.5 72.4 71.5 93.6 92.1 6.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
58 36 18 66 76 135 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 97,572
COMMITMENTS
51,439 10,624 3,749 15,578 65,712 70,766 80,084 26,806 17,488
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 10,069)
6,168 -1,756 685 1,399 12,337 8,251 11,265 1,817 -1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.7 10.9 3.8 16.0 67.3 72.5 82.1 27.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
25 15 12 16 22 49 41
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,601
COMMITMENTS
8,220 4,329 8 14,495 11,002 22,723 15,339 7,878 15,262
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 956)
-1,059 -533 0 1,752 781 693 248 263 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 14.1 0.0 47.4 36.0 74.3 50.1 25.7 49.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 9 1 16 13 28 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,003
COMMITMENTS
3,629 5,958 978 36,106 21,811 40,713 28,747 7,290 19,256
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 2,477)
-422 -2,157 105 2,080 -175 1,763 -2,227 714 4,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 12.4 2.0 75.2 45.4 84.8 59.9 15.2 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 15 2 19 21 28 36
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 33,528
COMMITMENTS
4,739 265 300 25,427 30,256 30,466 30,821 3,062 2,707
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -2,416)
-1,278 265 0 -748 -3,426 -2,026 -3,161 -390 745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.8 0.9 75.8 90.2 90.9 91.9 9.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 1 17 24 22 26
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 27,227
COMMITMENTS
6,805 411 0 15,416 25,040 22,221 25,451 5,006 1,776
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 517)
975 -232 0 -75 1,093 900 861 -383 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 1.5 0.0 56.6 92.0 81.6 93.5 18.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 2 0 18 16 30 18
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,001
COMMITMENTS
4,153 4,106 0 10,748 10,989 14,901 15,095 1,100 906
CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -222)
8 -136 0 -304 0 -296 -136 74 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 25.7 0.0 67.2 68.7 93.1 94.3 6.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 7 0 9 1 18 8
Updated July 30, 2010