MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,581
COMMITMENTS
1,207 5,813 9,849 28,464 20,165 39,520 35,827 5,061 8,754
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -4,152)
671 -839 -393 -3,857 -2,166 -3,579 -3,398 -573 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 13.0 22.1 63.8 45.2 88.6 80.4 11.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
10 29 19 32 30 58 62
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,155
COMMITMENTS
24,893 39,079 66,063 64,412 46,739 155,368 151,880 22,787 26,275
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -1,724)
-2,162 -1,989 4,374 -3,902 -4,103 -1,690 -1,718 -34 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 21.9 37.1 36.2 26.2 87.2 85.3 12.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
66 76 80 43 38 159 159
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,375
COMMITMENTS
60,943 58,140 49,722 116,246 100,791 226,911 208,654 26,464 44,721
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -7,430)
3,324 2,171 -8,659 -132 -16 -5,467 -6,504 -1,963 -925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 22.9 19.6 45.9 39.8 89.6 82.3 10.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
79 85 71 91 128 207 253
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,629
COMMITMENTS
3,663 2,023 1,219 2,645 4,633 7,527 7,875 2,102 1,754
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -111)
235 -336 -271 72 795 36 188 -147 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 21.0 12.7 27.5 48.1 78.2 81.8 21.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
27 20 14 23 33 61 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,166
COMMITMENTS
7,095 4,275 4,473 6,684 5,957 18,251 14,705 5,915 9,461
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -456)
-636 2,688 136 -477 -2,752 -978 72 522 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 17.7 18.5 27.7 24.7 75.5 60.9 24.5 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
31 26 23 35 42 78 80
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 16,682
COMMITMENTS
3,361 1,689 490 12,395 14,028 16,246 16,207 436 475
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 2,745)
9 513 490 2,120 1,618 2,619 2,621 126 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 10.1 2.9 74.3 84.1 97.4 97.2 2.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 5 1 13 9 18 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 109,374
COMMITMENTS
32,323 19,848 7,733 31,563 69,061 71,620 96,642 37,754 12,732
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -1,185)
1,163 -5,676 -2,056 1,111 11,934 219 4,202 -1,404 -5,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 18.1 7.1 28.9 63.1 65.5 88.4 34.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 15 16 16 21 48 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,827
COMMITMENTS
15,014 6,756 3,077 17,855 32,745 35,946 42,578 15,881 9,249
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 2,018)
-602 -485 -194 3,728 3,856 2,931 3,177 -913 -1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 13.0 5.9 34.5 63.2 69.4 82.2 30.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 9 6 9 10 25 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 58,287
COMMITMENTS
25,637 11,829 2,190 27,782 41,481 55,609 55,500 2,678 2,787
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 7,464)
-6,460 5,120 1,581 12,860 -570 7,981 6,131 -517 1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 20.3 3.8 47.7 71.2 95.4 95.2 4.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 21 5 15 14 39 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 110,905
COMMITMENTS
21,529 36,031 5,555 59,669 47,192 86,752 88,779 24,152 22,126
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -6,732)
1,328 -3,682 -6,720 -718 9,534 -6,110 -868 -622 -5,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 32.5 5.0 53.8 42.6 78.2 80.0 21.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
21 18 9 16 20 40 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 101,235
COMMITMENTS
24,733 27,131 4,665 55,869 48,340 85,267 80,136 15,968 21,099
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -8,792)
-7,654 4,192 -4,582 9,932 -9,666 -2,304 -10,056 -6,487 1,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 26.8 4.6 55.2 47.8 84.2 79.2 15.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
18 26 10 24 21 48 51
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 169,146
COMMITMENTS
48,816 33,543 12,785 61,156 93,409 122,757 139,737 46,389 29,410
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -22,877)
3,354 -9,394 -11,365 -8,124 8,445 -16,135 -12,314 -6,742 -10,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 19.8 7.6 36.2 55.2 72.6 82.6 27.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
41 35 25 31 32 83 81
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 34,760
COMMITMENTS
15,712 939 0 16,667 32,998 32,379 33,937 2,381 823
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 7,487)
415 -226 0 7,318 7,827 7,733 7,601 -246 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 2.7 0.0 47.9 94.9 93.2 97.6 6.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 4 0 11 14 23 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,132,167
COMMITMENTS
631,435 257,094 4701713 6761481 7163955 12094629 12122762 1037538 1009405
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 249,737)
-229,144 48,462 274,107 296,075 -114,816 341,037 207,753 -91,300 41,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.0 35.8 51.5 54.6 92.1 92.3 7.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
76 37 108 131 129 246 243
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 645,314
COMMITMENTS
53,880 30,426 51,947 400,392 483,756 506,219 566,129 139,095 79,185
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 18,752)
1,453 1,095 7,373 2,652 4,874 11,479 13,342 7,273 5,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 4.7 8.0 62.0 75.0 78.4 87.7 21.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
27 28 35 84 73 132 115
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,988,098
COMMITMENTS
542,286 415,809 135,780 2112903 2098743 2790968 2650332 197,130 337,766
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 62,227)
-4,671 3,354 21,312 37,314 47,683 53,955 72,349 8,272 -10,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 13.9 4.5 70.7 70.2 93.4 88.7 6.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
99 103 74 165 165 304 302
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,331
COMMITMENTS
12,525 14,196 612 84,098 86,030 97,236 100,838 8,095 4,492
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -1,258)
-1,270 2,869 118 1,209 -5,459 56 -2,473 -1,315 1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 13.5 0.6 79.8 81.7 92.3 95.7 7.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
8 8 4 47 31 57 42
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 26,720
COMMITMENTS
3,424 7,112 0 14,811 15,916 18,235 23,028 8,485 3,692
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 279)
379 15 0 -164 -383 215 -368 64 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 26.6 0.0 55.4 59.6 68.2 86.2 31.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 5 0 15 16 20 21
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 290,150
COMMITMENTS
92,330 58,787 7,088 172,480 188,385 271,898 254,259 18,252 35,891
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 131)
-4,672 5,306 -1,137 5,753 -2,851 -57 1,317 188 -1,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 20.3 2.4 59.4 64.9 93.7 87.6 6.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
55 51 22 58 70 123 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 112,873
COMMITMENTS
41,137 8,852 3,205 44,691 92,078 89,033 104,135 23,840 8,739
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 7,076)
-1,273 -1,886 -4,133 14,663 14,268 9,256 8,248 -2,180 -1,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 7.8 2.8 39.6 81.6 78.9 92.3 21.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
29 6 8 17 19 48 31
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,151
COMMITMENTS
7,531 5,998 1,704 17,613 19,102 26,848 26,804 7,303 7,347
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 6,836)
-263 253 1,501 4,289 3,048 5,527 4,802 1,309 2,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 17.6 5.0 51.6 55.9 78.6 78.5 21.4 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 12 6 18 19 33 35
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 67,668
COMMITMENTS
12,230 13,708 2,647 32,095 42,364 46,972 58,719 20,696 8,949
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 12,975)
503 -570 -142 7,700 9,730 8,061 9,018 4,914 3,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 20.3 3.9 47.4 62.6 69.4 86.8 30.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
16 17 3 25 28 43 46
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 24,955
COMMITMENTS
2,923 8,783 291 19,639 14,273 22,853 23,347 2,102 1,608
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,316)
-295 798 10 1,337 405 1,052 1,213 264 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 35.2 1.2 78.7 57.2 91.6 93.6 8.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 5 4 11 10 21 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,569
COMMITMENTS
4,640 855 0 9,943 14,754 14,583 15,609 2,986 1,960
CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 1,392)
-9 102 0 -213 -350 -222 -248 1,614 1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 4.9 0.0 56.6 84.0 83.0 88.8 17.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 2 0 7 4 19 6
Updated June 12, 2009