BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,761
COMMITMENTS
96 0 22 2,764 3,386 2,882 3,408 879 353
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 12)
0 0 0 19 3 19 3 -7 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 0.0 0.6 73.5 90.0 76.6 90.6 23.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 13 7 15 8
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,799
COMMITMENTS
686 6,661 517 22,536 15,951 23,739 23,129 4,060 4,670
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,039)
121 163 128 728 1,335 977 1,626 62 -587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 24.0 1.9 81.1 57.4 85.4 83.2 14.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 15 12 29 25 47 42
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 199,120
COMMITMENTS
50,216 30,653 43,412 87,045 95,060 180,673 169,125 18,447 29,995
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 9,526)
4,164 -2,612 7,347 -417 5,711 11,094 10,446 -1,568 -920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 15.4 21.8 43.7 47.7 90.7 84.9 9.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
85 68 83 43 64 175 185
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 323,008
COMMITMENTS
118,136 55,938 44,055 130,786 162,626 292,977 262,619 30,031 60,389
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 8,298)
5,153 -2,490 3,964 -679 7,801 8,438 9,275 -140 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 17.3 13.6 40.5 50.3 90.7 81.3 9.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
124 69 94 74 166 254 293
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,312
COMMITMENTS
3,559 3,479 654 2,504 2,449 6,717 6,582 1,595 1,730
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -192)
-116 -110 59 -58 -221 -115 -272 -77 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 41.9 7.9 30.1 29.5 80.8 79.2 19.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 27 9 13 16 39 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,244
COMMITMENTS
16,046 7,172 3,020 11,156 9,440 30,222 19,632 7,022 17,612
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -1,602)
-43 70 -164 -1,282 -659 -1,489 -753 -113 -849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 19.3 8.1 30.0 25.3 81.1 52.7 18.9 47.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
45 23 26 36 53 93 95
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,541
COMMITMENTS
6,210 120 602 18,490 29,726 25,302 30,448 5,239 93
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,016)
1,423 -842 0 -374 1,991 1,049 1,149 -33 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 0.4 2.0 60.5 97.3 82.8 99.7 17.2 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
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 83,317
COMMITMENTS
23,739 7,315 24 21,328 60,385 45,091 67,724 38,226 15,593
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -4,077)
-4,213 1,401 3 -1,947 -5,656 -6,157 -4,252 2,080 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 8.8 0.0 25.6 72.5 54.1 81.3 45.9 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 12 3 21 21 40 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,918
COMMITMENTS
19,977 4,864 3 20,185 41,191 40,165 46,058 14,753 8,860
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,862)
1,740 1,217 3 -401 1,287 1,342 2,507 520 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 8.9 0.0 36.8 75.0 73.1 83.9 26.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 5 1 9 13 26 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 72,072
COMMITMENTS
43,551 7,665 0 23,813 62,872 67,364 70,537 4,708 1,535
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 7,857)
6,721 -1,030 -1 949 9,033 7,669 8,002 188 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.4 10.6 0.0 33.0 87.2 93.5 97.9 6.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
29 15 0 18 19 47 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 124,904
COMMITMENTS
16,448 43,215 581 92,451 58,754 109,480 102,550 15,424 22,354
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -6,776)
947 -6,957 151 -6,184 6,742 -5,086 -64 -1,690 -6,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 34.6 0.5 74.0 47.0 87.7 82.1 12.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
17 31 6 18 29 39 62
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 127,658
COMMITMENTS
54,733 13,822 123 43,093 90,752 97,949 104,697 29,709 22,961
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -6,007)
-8,472 -2,024 71 682 -4,192 -7,719 -6,145 1,712 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 10.8 0.1 33.8 71.1 76.7 82.0 23.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
34 22 5 21 31 58 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 230,118
COMMITMENTS
55,008 79,259 1,990 130,879 97,825 187,877 179,074 42,241 51,044
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 4,415)
-1,179 -3,978 1,027 7,344 9,184 7,192 6,233 -2,777 -1,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 34.4 0.9 56.9 42.5 81.6 77.8 18.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
47 48 22 33 41 87 104
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 18,631
COMMITMENTS
14,523 5,550 0 1,511 11,887 16,034 17,437 2,597 1,194
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,833)
1,840 -1,681 0 -229 3,784 1,611 2,103 222 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.0 29.8 0.0 8.1 63.8 86.1 93.6 13.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 10 0 4 12 17 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,729,322
COMMITMENTS
1265874 588,719 875,774 4766542 5361040 6908190 6825533 821,132 903,789
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 81,209)
-68,308 -30,674 17,490 153,757 82,583 102,939 69,399 -21,730 11,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 7.6 11.3 61.7 69.4 89.4 88.3 10.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
56 57 76 131 135 238 225
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 870,890
COMMITMENTS
66,009 95,334 30,477 633,554 619,374 730,040 745,185 140,850 125,705
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -4,006)
2,166 -3,204 4,006 -2,744 10,039 3,428 10,842 -7,434 -14,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 10.9 3.5 72.7 71.1 83.8 85.6 16.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 515)
80 103 48 203 222 312 344
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 307,963
COMMITMENTS
18,554 49,541 1,156 214,853 186,062 234,563 236,759 73,400 71,204
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -4,394)
-4,487 6,113 127 -2,308 2,882 -6,668 9,122 2,274 -13,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 16.1 0.4 69.8 60.4 76.2 76.9 23.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
12 21 8 62 56 80 79
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,814,633
COMMITMENTS
354,454 346,145 29,426 2093505 2166559 2477385 2542130 337,248 272,503
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,940)
44,613 -35,238 8,049 -2,181 35,787 50,481 8,598 -48,541 -6,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 12.3 1.0 74.4 77.0 88.0 90.3 12.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 474)
76 95 38 169 205 268 315
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,446
COMMITMENTS
8,228 7,854 569 65,416 71,815 74,213 80,238 10,233 4,208
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,283)
1,112 261 -157 575 267 1,530 371 -247 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 9.3 0.7 77.5 85.0 87.9 95.0 12.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
9 3 2 45 35 54 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,812
COMMITMENTS
12,255 13,721 1,498 53,057 53,845 66,810 69,064 10,003 7,748
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 512)
533 -5,521 395 386 5,349 1,314 223 -802 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 17.9 1.9 69.1 70.1 87.0 89.9 13.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
50 38 13 60 82 114 130
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,807
COMMITMENTS
0 3,444 0 7,741 8,991 7,741 12,435 6,066 1,372
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 710)
0 1,686 0 1,202 -1,255 1,202 431 -492 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 24.9 0.0 56.1 65.1 56.1 90.1 43.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 0 11 9 11 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 315,026
COMMITMENTS
65,093 55,207 3,669 226,581 224,268 295,343 283,144 19,683 31,882
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -990)
3,168 -35,530 1,471 -4,079 33,019 560 -1,040 -1,550 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 17.5 1.2 71.9 71.2 93.8 89.9 6.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
52 37 11 56 78 110 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 80,302
COMMITMENTS
45,253 12,367 161 11,829 50,979 57,243 63,507 23,059 16,795
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 11,820)
10,044 638 -2 224 10,762 10,266 11,398 1,554 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.4 15.4 0.2 14.7 63.5 71.3 79.1 28.7 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
23 11 3 10 21 35 33
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,643
COMMITMENTS
9,279 4,862 8 12,741 10,221 22,028 15,091 7,615 14,552
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -3,103)
-2,430 404 0 -677 -1,562 -3,107 -1,158 4 -1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 16.4 0.0 43.0 34.5 74.3 50.9 25.7 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 10 1 15 12 27 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,526
COMMITMENTS
4,051 8,115 873 34,026 21,986 38,950 30,974 6,576 14,552
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -329)
-397 -2,862 -443 1,363 2,811 523 -494 -852 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 17.8 1.9 74.7 48.3 85.6 68.0 14.4 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 14 2 18 24 26 38
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 35,944
COMMITMENTS
6,017 0 300 26,175 33,682 32,492 33,982 3,452 1,962
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 1,683)
876 0 -1 386 2,199 1,261 2,198 422 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 0.0 0.8 72.8 93.7 90.4 94.5 9.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 0 1 20 24 27 25
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 26,710
COMMITMENTS
5,830 643 0 15,491 23,947 21,321 24,590 5,389 2,120
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 349)
124 408 0 114 -401 238 7 111 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 2.4 0.0 58.0 89.7 79.8 92.1 20.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 2 0 16 16 26 18
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 07/20/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,223
COMMITMENTS
4,145 4,242 0 11,052 10,989 15,197 15,231 1,026 992
CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -900)
1,297 -977 0 1,145 655 2,442 -322 -3,342 -578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 26.1 0.0 68.1 67.7 93.7 93.9 6.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 8 0 9 1 18 9
Updated July 23, 2010