BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,219
COMMITMENTS
60 0 0 3,252 4,032 3,312 4,032 906 187
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 84)
0 0 0 129 83 129 83 -44 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.0 77.1 95.6 78.5 95.6 21.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 15 8 16 8
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,015
COMMITMENTS
851 4,766 7,417 27,216 18,706 35,485 30,890 4,530 9,125
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -312)
-62 -118 -186 -38 -14 -287 -318 -25 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.9 18.5 68.0 46.7 88.7 77.2 11.3 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 14 17 40 30 58 54
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 214,861
COMMITMENTS
47,810 21,527 51,058 93,325 110,727 192,193 183,312 22,667 31,549
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -2,157)
3,579 6,565 -3,470 -1,576 478 -1,467 3,573 -690 -5,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 10.0 23.8 43.4 51.5 89.5 85.3 10.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
83 61 93 55 63 190 178
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 387,493
COMMITMENTS
113,465 34,680 99,817 145,957 184,868 359,239 319,365 28,254 68,128
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -1,821)
-1,526 5,796 -1,034 404 -5,239 -2,156 -477 336 -1,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 8.9 25.8 37.7 47.7 92.7 82.4 7.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
140 63 121 93 164 278 311
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,813
COMMITMENTS
3,421 2,639 1,611 2,825 3,651 7,857 7,902 1,956 1,912
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -375)
84 515 -454 -75 -218 -446 -157 71 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 26.9 16.4 28.8 37.2 80.1 80.5 19.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
19 24 16 18 18 46 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,740
COMMITMENTS
14,262 4,823 5,369 10,983 8,075 30,614 18,266 7,126 19,473
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 944)
-111 -289 474 412 107 775 292 169 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 12.8 14.2 29.1 21.4 81.1 48.4 18.9 51.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
38 26 24 47 54 97 93
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 31,282
COMMITMENTS
3,699 982 721 21,232 26,567 25,652 28,270 5,630 3,012
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 2,020)
0 17 4 2,010 -629 2,014 -608 6 2,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 3.1 2.3 67.9 84.9 82.0 90.4 18.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 2 14 11 21 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 142,142
COMMITMENTS
37,675 8,999 13,748 52,697 101,383 104,120 124,130 38,022 18,012
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 7,288)
692 -3,436 3,099 3,351 5,967 7,142 5,630 146 1,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 6.3 9.7 37.1 71.3 73.3 87.3 26.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
21 15 17 26 24 57 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,921
COMMITMENTS
8,746 25,208 1,818 28,461 5,084 39,025 32,111 7,896 14,810
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -15,331)
-5,282 -178 -1 -8,108 -11,547 -13,391 -11,725 -1,940 -3,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 53.7 3.9 60.7 10.8 83.2 68.4 16.8 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 20 9 10 8 25 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 52,676
COMMITMENTS
33,414 5,117 28 14,151 46,245 47,593 51,390 5,083 1,286
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -35,586)
9,165 -1,706 -423 -45,472 -32,745 -36,730 -34,874 1,144 -712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.4 9.7 0.1 26.9 87.8 90.3 97.6 9.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
26 17 1 13 16 39 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 135,229
COMMITMENTS
14,529 62,966 9,671 95,611 28,336 119,811 100,973 15,418 34,256
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -47,917)
-1,289 -27,213 -3,024 -41,886 -12,374 -46,199 -42,611 -1,718 -5,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 46.6 7.2 70.7 21.0 88.6 74.7 11.4 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
14 49 24 16 28 45 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 94,986
COMMITMENTS
25,040 27,703 7,784 45,500 29,106 78,324 64,593 16,663 30,393
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -51,058)
-4,058 -12,731 -1,435 -41,526 -36,688 -47,019 -50,854 -4,040 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 29.2 8.2 47.9 30.6 82.5 68.0 17.5 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 32 16 25 24 54 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 299,997
COMMITMENTS
48,240 103,339 56,561 146,232 76,259 251,034 236,159 48,964 63,838
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -84,425)
-385 -45,844 -11,767 -63,684 -33,191 -75,836 -90,803 -8,589 6,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 34.4 18.9 48.7 25.4 83.7 78.7 16.3 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
47 68 53 39 44 121 130
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 9,089
COMMITMENTS
4,329 6,458 0 2,855 1,261 7,184 7,719 1,905 1,370
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -8,873)
-1,901 -641 -39 -7,446 -7,641 -9,386 -8,321 513 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 71.1 0.0 31.4 13.9 79.0 84.9 21.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 7 0 6 3 14 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,506,245
COMMITMENTS
1018970 250,595 3740850 5916767 6547676 10676586 10539121 829,658 967,123
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -1,890,921)
166,200 -103,727 -826,421 -1204351 -899,677 -1864572 -1829825 -26,349 -61,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 2.2 32.5 51.4 56.9 92.8 91.6 7.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
52 65 111 137 144 259 258
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,315,726
COMMITMENTS
63,790 82,674 109,606 928,351 928,232 1101747 1120512 213,979 195,214
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.3 8.3 70.6 70.5 83.7 85.2 16.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560)
105 131 124 240 240 418 425
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 575,526
COMMITMENTS
23,675 34,614 54,971 380,043 377,024 458,688 466,608 116,838 108,918
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 65,616)
970 -13,142 1,474 35,647 47,256 38,091 35,587 27,526 30,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.0 9.6 66.0 65.5 79.7 81.1 20.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
21 31 38 84 72 130 116
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,701,000
COMMITMENTS
294,996 334,720 178,758 2741541 2756040 3215295 3269518 485,706 431,483
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 352,571)
-100,889 -22,960 21,111 331,004 240,654 251,226 238,805 101,345 113,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.0 4.8 74.1 74.5 86.9 88.3 13.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 506)
101 112 104 213 224 367 389
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 106,853
COMMITMENTS
12,613 8,105 393 82,221 92,242 95,227 100,740 11,626 6,113
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 7,416)
-1,043 -938 193 3,868 6,104 3,018 5,359 4,398 2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 7.6 0.4 76.9 86.3 89.1 94.3 10.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
8 3 3 52 44 62 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 123,500
COMMITMENTS
10,986 13,207 7,195 84,643 86,520 102,824 106,923 20,676 16,577
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 10.7 5.8 68.5 70.1 83.3 86.6 16.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
63 34 24 91 93 165 140
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,156
COMMITMENTS
3,859 2,210 353 21,622 15,154 25,834 17,717 4,322 12,439
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 4,331)
48 371 204 3,432 3,619 3,684 4,194 647 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 7.3 1.2 71.7 50.3 85.7 58.8 14.3 41.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 1 18 16 21 18
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 466,719
COMMITMENTS
63,831 83,180 6,016 315,105 356,830 384,952 446,026 81,767 20,693
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 88,980)
6,837 290 1,598 76,780 82,927 85,215 84,815 3,765 4,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 17.8 1.3 67.5 76.5 82.5 95.6 17.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
62 35 22 85 89 158 135
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 65,285
COMMITMENTS
27,727 15,087 4,707 12,565 26,169 44,999 45,962 20,286 19,323
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -50,131)
-2,528 -6,406 1,707 -46,223 -45,780 -47,044 -50,479 -3,087 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 23.1 7.2 19.2 40.1 68.9 70.4 31.1 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
22 14 10 15 15 42 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,575
COMMITMENTS
10,479 4,582 0 11,617 7,714 22,096 12,296 8,479 18,279
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -24,100)
-5,793 -1,837 -1,946 -10,045 -18,975 -17,784 -22,758 -6,316 -1,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 15.0 0.0 38.0 25.2 72.3 40.2 27.7 59.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 8 0 12 8 25 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 33,333
COMMITMENTS
5,423 3,866 97 21,165 18,501 26,685 22,464 6,648 10,869
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -43,104)
39 -13,424 -883 -18,385 -28,207 -19,229 -42,514 -23,875 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 11.6 0.3 63.5 55.5 80.1 67.4 19.9 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 9 1 15 18 22 27
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 39,543
COMMITMENTS
7,200 269 300 26,459 34,981 33,959 35,550 5,584 3,993
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -246)
-583 269 220 -1,795 -2,536 -2,158 -2,047 1,912 1,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 0.7 0.8 66.9 88.5 85.9 89.9 14.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 1 1 24 26 31 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 28,971
COMMITMENTS
5,287 235 89 14,114 23,622 19,490 23,946 9,481 5,025
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 4,198)
-728 0 89 1,209 1,637 570 1,726 3,628 2,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 0.8 0.3 48.7 81.5 67.3 82.7 32.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 1 1 15 15 23 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/15/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,765
COMMITMENTS
3,802 7,441 737 11,375 10,279 15,914 18,457 3,851 1,308
CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 1,004)
12 -632 736 1,131 1,618 1,879 1,722 -875 -718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 37.6 3.7 57.6 52.0 80.5 93.4 19.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 7 2 7 2 17 11
Updated June 18, 2010