MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,984
COMMITMENTS
2,466 5,215 9,942 26,401 20,839 38,809 35,996 5,175 7,987
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,984)
-142 -2,064 -1,271 -4,655 -1,585 -6,068 -4,920 84 -1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 11.9 22.6 60.0 47.4 88.2 81.8 11.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 25 18 33 29 57 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 164,982
COMMITMENTS
24,234 44,714 52,833 66,506 39,800 143,573 137,347 21,409 27,635
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,335)
58 610 -918 276 935 -584 627 -1,751 -2,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 27.1 32.0 40.3 24.1 87.0 83.2 13.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
52 81 68 44 35 147 142
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,502
COMMITMENTS
66,208 39,905 60,107 112,847 118,357 239,162 218,369 24,341 45,133
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 856)
-844 -854 1,305 559 1,780 1,019 2,230 -162 -1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 15.1 22.8 42.8 44.9 90.8 82.9 9.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
97 72 86 92 140 238 257
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,028
COMMITMENTS
3,135 959 731 2,605 4,776 6,471 6,465 1,557 1,562
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -536)
-87 -30 -230 -39 -263 -356 -523 -180 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 11.9 9.1 32.5 59.5 80.6 80.5 19.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 10 7 16 24 41 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,958
COMMITMENTS
10,100 1,907 5,726 6,170 9,389 21,995 17,022 5,963 10,936
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 778)
936 -1,168 62 -190 1,891 809 785 -31 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 6.8 20.5 22.1 33.6 78.7 60.9 21.3 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
40 22 24 36 57 89 93
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 16,969
COMMITMENTS
4,856 1,647 0 11,853 15,137 16,709 16,784 260 185
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 968)
276 -190 0 819 1,402 1,095 1,212 -127 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 9.7 0.0 69.9 89.2 98.5 98.9 1.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 3 0 10 8 16 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 92,409
COMMITMENTS
31,064 24,543 5,888 20,001 45,694 56,954 76,125 35,455 16,284
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -6,394)
-1,980 2,080 -4,581 -1,147 -2,923 -7,708 -5,424 1,315 -970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 26.6 6.4 21.6 49.4 61.6 82.4 38.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
22 19 15 18 16 46 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,932
COMMITMENTS
16,411 5,208 2,023 3,857 21,782 22,291 29,013 14,641 7,920
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -730)
-147 -882 -549 -313 1,715 -1,008 285 279 -1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 14.1 5.5 10.4 59.0 60.4 78.6 39.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 10 4 5 7 19 17
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 61,934
COMMITMENTS
48,769 9,749 344 7,900 49,121 57,013 59,214 4,921 2,720
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 7,879)
8,413 -1,656 -16 -392 9,911 8,005 8,239 -126 -360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.7 15.7 0.6 12.8 79.3 92.1 95.6 7.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
27 16 1 7 17 34 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 94,135
COMMITMENTS
26,787 35,223 3,935 42,956 35,913 73,677 75,071 20,458 19,064
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -10,171)
-4,193 1,103 -3,640 1,214 -5,203 -6,620 -7,740 -3,551 -2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 37.4 4.2 45.6 38.2 78.3 79.7 21.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
19 22 9 12 15 35 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 96,740
COMMITMENTS
36,301 19,559 3,597 33,562 55,706 73,460 78,861 23,280 17,879
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 14,933)
13,587 -4,643 -1,963 -1,712 20,249 9,913 13,644 5,020 1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 20.2 3.7 34.7 57.6 75.9 81.5 24.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
22 24 8 19 18 45 46
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 139,503
COMMITMENTS
48,281 37,933 10,245 29,837 55,591 88,363 103,769 51,140 35,734
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 2,920)
1,316 8,462 -4,157 -1,757 -897 -4,597 3,408 7,518 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 27.2 7.3 21.4 39.8 63.3 74.4 36.7 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
40 40 28 23 29 77 83
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,694
COMMITMENTS
16,391 1,034 0 3,178 19,513 19,569 20,547 2,125 1,147
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -2,048)
-2,288 38 0 292 -2,006 -1,996 -1,968 -52 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.6 4.8 0.0 14.6 89.9 90.2 94.7 9.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 4 0 6 11 17 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,950,766
COMMITMENTS
832,562 268,063 4097019 5988448 6603023 10918029 10968105 1032737 982,661
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 531,019)
87,206 57,215 227,053 157,992 215,707 472,251 499,976 58,769 31,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.2 34.3 50.1 55.3 91.4 91.8 8.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
74 34 98 126 125 237 226
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 481,721
COMMITMENTS
37,607 40,955 37,334 301,382 344,959 376,323 423,247 105,398 58,474
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 13,036)
1,668 3,177 8,878 9,926 2,096 20,472 14,150 -7,436 -1,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 8.5 7.8 62.6 71.6 78.1 87.9 21.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
30 24 38 80 72 129 116
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,547,518
COMMITMENTS
477,377 374,555 70,837 1819524 1805149 2367739 2250542 179,779 296,976
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 101,824)
13,345 67,670 12,953 54,437 37,795 80,734 118,417 21,090 -16,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 14.7 2.8 71.4 70.9 92.9 88.3 7.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
92 108 74 154 162 285 305
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,322
COMMITMENTS
11,771 9,469 980 79,165 86,588 91,916 97,037 9,406 4,285
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -135)
-2,153 -514 909 1,021 -340 -223 55 89 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 9.3 1.0 78.1 85.5 90.7 95.8 9.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
9 9 1 51 29 61 38
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,136
COMMITMENTS
1,483 5,132 0 9,752 6,094 11,235 11,226 3,901 3,910
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 546)
-1,229 954 0 1,743 -297 514 657 32 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 33.9 0.0 64.4 40.3 74.2 74.2 25.8 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 6 0 12 13 16 19
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 254,726
COMMITMENTS
60,749 55,139 7,757 161,895 174,000 230,401 236,897 24,325 17,829
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 5,755)
-20,477 5,194 1,885 24,693 -1,556 6,102 5,523 -347 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 21.6 3.0 63.6 68.3 90.5 93.0 9.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
44 56 21 54 67 109 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 91,711
COMMITMENTS
44,709 11,961 2,911 21,616 66,084 69,235 80,956 22,476 10,755
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -5,982)
-1,800 1,649 -615 -2,852 -7,765 -5,267 -6,731 -715 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 13.0 3.2 23.6 72.1 75.5 88.3 24.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
22 10 8 10 13 36 27
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 26,251
COMMITMENTS
7,512 6,286 0 7,142 14,213 14,654 20,499 11,597 5,752
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 1,410)
-800 883 0 -4,608 -499 -5,408 384 6,818 1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 23.9 0.0 27.2 54.1 55.8 78.1 44.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 10 0 10 19 19 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 34,618
COMMITMENTS
8,416 10,767 846 13,600 18,967 22,862 30,580 11,756 4,038
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 2,641)
-385 1,026 247 3,033 172 2,895 1,445 -254 1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 31.1 2.4 39.3 54.8 66.0 88.3 34.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 15 1 17 20 31 35
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 25,947
COMMITMENTS
3,189 6,259 169 19,955 18,051 23,313 24,479 2,634 1,468
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -52)
-391 -418 32 457 180 98 -206 -150 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 24.1 0.7 76.9 69.6 89.8 94.3 10.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 5 3 13 13 23 19
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,782
COMMITMENTS
4,012 114 0 10,437 15,129 14,449 15,243 1,333 539
CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -97)
-223 0 0 263 -416 40 -416 -137 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 0.7 0.0 66.1 95.9 91.6 96.6 8.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 1 0 8 4 19 5
Updated July 10, 2009