BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,863
COMMITMENTS
0 112 0 4,311 4,240 4,311 4,352 552 510
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 21)
0 30 0 0 47 0 77 21 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 88.7 87.2 88.7 89.5 11.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 15 9 15 11
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,653
COMMITMENTS
2,552 6,682 10,804 30,752 22,164 44,108 39,650 4,545 9,003
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 2,910)
418 458 917 1,129 1,174 2,465 2,550 445 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 13.7 22.2 63.2 45.6 90.7 81.5 9.3 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 28 20 33 32 60 66
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 165,303
COMMITMENTS
25,873 42,695 53,715 64,446 42,374 144,034 138,784 21,270 26,520
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 7,433)
3,144 2,911 3,113 1,481 1,916 7,738 7,940 -304 -507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 25.8 32.5 39.0 25.6 87.1 84.0 12.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
61 75 71 41 36 152 144
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 258,453
COMMITMENTS
62,839 50,713 54,654 115,193 106,816 232,686 212,182 25,768 46,271
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 5,096)
4,152 -7,425 2,671 -2,123 7,725 4,699 2,971 397 2,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 19.6 21.1 44.6 41.3 90.0 82.1 10.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
75 86 78 88 136 208 261
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,557
COMMITMENTS
3,461 1,269 1,226 2,802 5,375 7,489 7,871 2,068 1,686
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -56)
-160 -511 97 86 251 23 -163 -79 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 13.3 12.8 29.3 56.2 78.4 82.4 21.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
27 20 12 19 30 57 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,379
COMMITMENTS
8,271 5,060 5,484 6,799 6,729 20,555 17,273 5,824 9,106
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,448)
712 -453 1,100 -196 1,054 1,615 1,701 -167 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 19.2 20.8 25.8 25.5 77.9 65.5 22.1 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
29 27 25 38 46 81 87
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 14,161
COMMITMENTS
4,443 1,935 0 9,386 11,910 13,829 13,845 332 316
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,523)
930 39 0 524 1,326 1,454 1,365 69 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 13.7 0.0 66.3 84.1 97.7 97.8 2.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 0 9 8 14 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 89,618
COMMITMENTS
30,432 17,583 9,616 15,882 46,936 55,930 74,135 33,688 15,484
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -42,733)
-163 3,217 -2,687 -38,356 -43,953 -41,205 -43,423 -1,528 689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 19.6 10.7 17.7 52.4 62.4 82.7 37.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
27 16 16 16 15 49 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,822
COMMITMENTS
22,023 7,956 1,915 3,529 26,374 27,467 36,245 16,355 7,578
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 9,470)
5,803 -344 5 987 9,950 6,796 9,611 2,675 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 18.2 4.4 8.1 60.2 62.7 82.7 37.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 10 3 5 9 19 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 40,150
COMMITMENTS
26,074 10,827 21 10,318 25,342 36,413 36,190 3,737 3,960
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,473)
2,463 -43 -127 -1,108 1,390 1,228 1,220 245 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.9 27.0 0.1 25.7 63.1 90.7 90.1 9.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
20 16 2 8 13 29 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 95,766
COMMITMENTS
24,125 35,069 7,182 40,459 30,550 71,766 72,801 24,000 22,965
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 3,263)
-242 3,407 549 1,160 -2,021 1,467 1,935 1,797 1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 36.6 7.5 42.2 31.9 74.9 76.0 25.1 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 18 9 13 16 35 39
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 82,907
COMMITMENTS
21,639 25,783 5,816 33,965 32,310 61,420 63,908 21,487 18,999
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 11,998)
3,838 -652 1,195 2,144 12,438 7,176 12,981 4,822 -983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 31.1 7.0 41.0 39.0 74.1 77.1 25.9 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 30 13 18 19 42 53
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 141,578
COMMITMENTS
47,451 29,328 14,973 32,421 58,988 94,846 103,290 46,732 38,288
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 16,105)
8,244 3,321 2,562 3,711 5,608 14,516 11,490 1,589 4,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 20.7 10.6 22.9 41.7 67.0 73.0 33.0 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
41 43 33 22 30 84 85
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,606
COMMITMENTS
17,977 1,021 0 2,554 20,794 20,531 21,815 2,075 791
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 1,940)
1,652 156 0 473 1,663 2,125 1,819 -185 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.5 4.5 0.0 11.3 92.0 90.8 96.5 9.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 5 0 2 10 14 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,137,517
COMMITMENTS
673,999 220,341 3751012 5742828 6212935 10167840 10184287 969,677 953,230
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 499,473)
62,521 -3,108 185,261 207,127 289,837 454,910 471,990 44,563 27,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.0 33.7 51.6 55.8 91.3 91.4 8.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
69 38 102 120 121 231 227
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 476,490
COMMITMENTS
38,777 39,131 30,226 295,406 343,254 364,409 412,611 112,081 63,879
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -204,403)
-16,499 7,207 -26,024 -130,541 -167,963 -173,064 -186,781 -31,339 -17,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 8.2 6.3 62.0 72.0 76.5 86.6 23.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
26 27 33 78 68 124 109
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,411,293
COMMITMENTS
477,880 284,687 59,694 1694227 1788461 2231800 2132842 179,493 278,452
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -1,016,502)
-84,408 -96,632 -87,819 -798,890 -768,662 -971,117 -953,113 -45,385 -63,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 11.8 2.5 70.3 74.2 92.6 88.5 7.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
95 100 62 143 153 277 276
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,174
COMMITMENTS
14,294 9,409 87 77,910 89,917 92,291 99,413 9,882 2,761
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -18,982)
1,566 -4,490 -1,733 -16,852 -8,286 -17,019 -14,509 -1,963 -4,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 9.2 0.1 76.3 88.0 90.3 97.3 9.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
10 7 1 46 30 56 38
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,369
COMMITMENTS
1,340 4,462 0 8,190 6,168 9,530 10,630 3,839 2,739
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -17,556)
-733 -4,362 0 -10,266 -11,211 -10,999 -15,573 -6,557 -1,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 33.4 0.0 61.3 46.1 71.3 79.5 28.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 5 0 13 13 17 18
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 243,966
COMMITMENTS
77,200 48,210 4,544 142,026 171,468 223,769 224,222 20,196 19,744
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -157,628)
-42,347 -11,455 -13,695 -100,040 -109,466 -156,083 -134,616 -1,545 -23,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 19.8 1.9 58.2 70.3 91.7 91.9 8.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
47 45 19 50 64 108 117
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 83,859
COMMITMENTS
39,907 9,317 3,636 17,958 60,522 61,501 73,475 22,358 10,385
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 4,979)
-1,678 742 696 5,554 2,718 4,572 4,156 408 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 11.1 4.3 21.4 72.2 73.3 87.6 26.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
24 10 7 13 14 40 28
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 23,107
COMMITMENTS
7,250 5,713 0 10,428 12,971 17,678 18,684 5,429 4,423
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 323)
1,648 -543 0 -1,069 1,420 579 877 -256 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 24.7 0.0 45.1 56.1 76.5 80.9 23.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 12 0 10 19 19 31
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 30,526
COMMITMENTS
8,338 8,391 834 12,902 19,108 22,074 28,333 8,452 2,193
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 5,726)
-1,749 3,180 267 3,746 2,452 2,264 5,899 3,462 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 27.5 2.7 42.3 62.6 72.3 92.8 27.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 13 1 17 24 31 38
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 26,686
COMMITMENTS
4,004 7,408 113 19,785 17,513 23,902 25,034 2,784 1,652
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 885)
1,147 -670 -15 345 1,769 1,477 1,084 -592 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 27.8 0.4 74.1 65.6 89.6 93.8 10.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 5 3 13 14 22 20
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,727
COMMITMENTS
4,396 229 0 10,015 15,329 14,411 15,558 1,316 169
CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -1,818)
-171 -648 0 -1,253 -925 -1,424 -1,573 -394 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 1.5 0.0 63.7 97.5 91.6 98.9 8.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
14 2 0 7 4 21 6
Updated June 26, 2009