BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,833
COMMITMENTS
0 72 0 4,268 4,282 4,268 4,354 565 479
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -15)
0 -40 0 -43 43 -43 3 28 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.5 0.0 88.3 88.6 88.3 90.1 11.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 10 15 11
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,494
COMMITMENTS
3,166 6,589 1,855 21,815 16,549 26,836 24,993 3,658 5,501
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,327)
47 618 242 291 360 580 1,220 747 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 21.6 6.1 71.5 54.3 88.0 82.0 12.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 24 15 29 26 50 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 134,250
COMMITMENTS
23,560 53,141 29,010 61,750 27,114 114,320 109,265 19,930 24,985
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -156)
-1,804 1,597 -1,305 1,340 -3,554 -1,769 -3,262 1,613 3,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 39.6 21.6 46.0 20.2 85.2 81.4 14.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
51 79 60 33 32 131 133
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 214,013
COMMITMENTS
55,509 45,410 36,337 101,172 92,642 193,018 174,389 20,995 39,624
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,166)
1,578 -11,396 4,583 -3,448 8,048 2,713 1,235 -1,547 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 21.2 17.0 47.3 43.3 90.2 81.5 9.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
75 83 79 56 128 189 243
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,273
COMMITMENTS
3,219 1,093 757 2,610 4,915 6,586 6,765 1,687 1,508
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -718)
-241 -357 -84 -116 -217 -441 -658 -277 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 13.2 9.2 31.5 59.4 79.6 81.8 20.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 11 6 16 25 42 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,143
COMMITMENTS
9,053 3,426 4,228 5,651 6,744 18,932 14,398 5,211 9,745
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 487)
819 -1,892 57 -478 643 398 -1,192 89 1,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 14.2 17.5 23.4 27.9 78.4 59.6 21.6 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
30 20 18 28 42 69 73
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 16,001
COMMITMENTS
4,580 1,837 0 11,034 13,735 15,614 15,572 387 429
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,840)
137 -98 0 1,648 1,825 1,785 1,727 55 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 11.5 0.0 69.0 85.8 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 0 10 8 15 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 80,536
COMMITMENTS
32,435 23,163 490 16,464 41,508 49,389 65,161 31,147 15,375
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 6,183)
2,392 4,467 15 4,258 237 6,665 4,719 -482 1,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 28.8 0.6 20.4 51.5 61.3 80.9 38.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
26 17 5 15 14 42 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 32,774
COMMITMENTS
16,623 5,933 198 2,522 18,540 19,343 24,671 13,431 8,103
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -7,003)
-5,400 -1,682 113 518 -6,557 -4,769 -8,126 -2,234 1,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 18.1 0.6 7.7 56.6 59.0 75.3 41.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 7 2 3 6 15 15
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 54,055
COMMITMENTS
40,356 11,405 360 8,292 39,210 49,008 50,975 5,047 3,080
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 13,905)
14,282 578 339 -2,026 13,868 12,595 14,785 1,310 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.7 21.1 0.7 15.3 72.5 90.7 94.3 9.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
24 16 2 8 16 32 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 92,518
COMMITMENTS
31,038 35,139 118 39,880 38,165 71,036 73,422 21,482 19,096
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 8,198)
6,999 -1,058 -5 1,191 10,621 8,185 9,558 13 -1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 38.0 0.1 43.1 41.3 76.8 79.4 23.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 23 1 11 16 32 39
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 73,476
COMMITMENTS
23,261 24,308 362 33,018 33,782 56,641 58,452 16,835 15,024
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -321)
1,075 -1,885 68 1,564 3,495 2,707 1,678 -3,028 -1,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 33.1 0.5 44.9 46.0 77.1 79.6 22.9 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
20 25 4 15 13 38 39
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 114,921
COMMITMENTS
47,701 30,482 385 26,203 51,561 74,289 82,428 40,632 32,493
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -3,156)
-551 -347 -5 -662 -2,247 -1,218 -2,599 -1,938 -557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 26.5 0.3 22.8 44.9 64.6 71.7 35.4 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
44 30 7 18 23 64 58
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,742
COMMITMENTS
18,679 996 0 2,886 21,519 21,565 22,515 2,177 1,227
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,136)
702 -25 0 332 725 1,034 700 102 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.7 4.2 0.0 12.2 90.6 90.8 94.8 9.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 5 0 3 10 16 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 6,168,856
COMMITMENTS
884,682 212,383 558,646 3861433 4541620 5304761 5312649 864,095 856,207
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 95,008)
76,736 -22,126 -51,142 28,167 129,887 53,761 56,619 41,247 38,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 3.4 9.1 62.6 73.6 86.0 86.1 14.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
64 35 73 115 109 209 190
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 394,037
COMMITMENTS
34,921 41,049 1,864 250,287 300,901 287,072 343,814 106,965 50,223
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -831)
-2,868 -914 46 -2,395 3,035 -5,217 2,167 4,386 -2,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 10.4 0.5 63.5 76.4 72.9 87.3 27.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
19 23 7 64 63 87 89
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,330,177
COMMITMENTS
459,027 306,381 15,207 1707281 1709808 2181515 2031396 148,662 298,781
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 27,070)
-13,099 20,719 -4,268 63,366 -23,211 45,999 -6,760 -18,929 33,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 13.1 0.7 73.3 73.4 93.6 87.2 6.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
87 102 29 138 143 239 260
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,449
COMMITMENTS
13,924 9,983 71 78,144 86,928 92,139 96,982 9,310 4,467
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -723)
-370 574 -16 235 -2,989 -151 -2,431 -572 1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 9.8 0.1 77.0 85.7 90.8 95.6 9.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
11 9 1 49 32 60 42
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 14,582
COMMITMENTS
2,712 4,178 0 8,009 6,391 10,721 10,569 3,861 4,013
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,220)
1,372 -284 0 -181 223 1,191 -61 29 1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 28.7 0.0 54.9 43.8 73.5 72.5 26.5 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 5 0 12 12 16 17
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 240,885
COMMITMENTS
79,938 51,041 2,572 133,897 172,236 216,407 225,849 24,478 15,036
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 5,530)
4,431 1,637 960 -4,408 3,731 983 6,328 4,547 -798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 21.2 1.1 55.6 71.5 89.8 93.8 10.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
52 43 10 44 63 101 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 91,416
COMMITMENTS
46,348 11,358 175 22,842 71,094 69,365 82,627 22,051 8,789
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 13,986)
6,568 946 0 6,573 13,471 13,141 14,417 845 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 12.4 0.2 25.0 77.8 75.9 90.4 24.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 10 1 9 13 29 23
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 24,839
COMMITMENTS
8,312 5,402 0 11,748 14,712 20,060 20,114 4,779 4,725
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,734)
1,062 -310 0 1,322 1,741 2,384 1,431 -650 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 21.7 0.0 47.3 59.2 80.8 81.0 19.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 12 0 12 20 23 32
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,977
COMMITMENTS
8,801 9,741 599 10,567 18,795 19,967 29,135 12,010 2,842
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,451)
463 1,350 -235 -2,335 -313 -2,107 802 3,558 649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 30.5 1.9 33.0 58.8 62.4 91.1 37.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 15 1 15 20 29 36
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 25,999
COMMITMENTS
3,580 6,677 137 19,498 17,871 23,215 24,685 2,784 1,314
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -687)
-424 -731 24 -287 358 -687 -349 0 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 25.7 0.5 75.0 68.7 89.3 94.9 10.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 5 2 13 13 22 19
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,879
COMMITMENTS
4,235 114 0 10,174 15,545 14,409 15,659 1,470 220
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 152)
-161 -115 0 159 216 -2 101 154 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 0.7 0.0 64.1 97.9 90.7 98.6 9.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 1 0 8 5 20 6
Updated July 6, 2009