BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,268
COMMITMENTS
60 0 0 3,211 4,062 3,271 4,062 997 206
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 60)
0 0 0 -36 40 -36 40 96 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 0.0 0.0 75.2 95.2 76.6 95.2 23.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 0 14 9 15 9
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,705
COMMITMENTS
332 8,970 547 25,355 14,400 26,234 23,917 3,471 5,788
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 760)
-7 164 127 653 274 773 565 -13 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 30.2 1.8 85.4 48.5 88.3 80.5 11.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 22 10 30 24 42 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 195,408
COMMITMENTS
49,435 30,323 34,008 91,800 100,679 175,243 165,010 20,165 30,398
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 4,842)
3,804 72 2,126 293 2,029 6,223 4,227 -1,381 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 15.5 17.4 47.0 51.5 89.7 84.4 10.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
80 63 78 52 67 180 177
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 321,443
COMMITMENTS
112,597 60,782 48,712 133,402 151,579 294,711 261,073 26,732 60,370
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -1,750)
-2,967 2,838 933 3,248 -3,959 1,214 -188 -2,964 -1,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 18.9 15.2 41.5 47.2 91.7 81.2 8.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
104 81 95 67 154 222 291
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,384
COMMITMENTS
3,768 3,617 825 2,766 3,064 7,359 7,506 2,025 1,878
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -58)
258 274 -353 45 -159 -50 -238 -8 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 38.5 8.8 29.5 32.7 78.4 80.0 21.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
27 25 14 16 16 50 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,920
COMMITMENTS
14,767 7,175 3,257 12,106 8,764 30,130 19,196 6,790 17,724
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 1,835)
888 233 407 784 912 2,079 1,552 -244 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 19.4 8.8 32.8 23.7 81.6 52.0 18.4 48.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
39 23 22 42 54 91 91
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,056
COMMITMENTS
4,071 1,155 602 17,721 25,115 22,394 26,872 4,662 184
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -79)
0 -259 0 -88 164 -88 -95 9 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 4.3 2.2 65.5 92.8 82.8 99.3 17.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 1 13 9 19 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 88,461
COMMITMENTS
31,575 15,681 27 20,026 58,490 51,628 74,198 36,833 14,263
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 2,064)
-6,924 3,535 12 6,863 -2,289 -49 1,258 2,113 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 17.7 0.0 22.6 66.1 58.4 83.9 41.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 15 4 19 16 42 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,840
COMMITMENTS
7,647 20,495 2 26,887 8,205 34,536 28,702 8,304 14,138
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -721)
-1,973 610 0 -316 -1,265 -2,289 -655 1,568 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 47.8 0.0 62.8 19.2 80.6 67.0 19.4 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 13 1 8 10 20 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 66,846
COMMITMENTS
45,712 3,216 1 15,277 62,175 60,990 65,392 5,856 1,454
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 6,190)
4,915 -1,942 -30 1,061 7,761 5,946 5,789 244 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.4 4.8 0.0 22.9 93.0 91.2 97.8 8.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
37 12 1 14 18 51 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 121,233
COMMITMENTS
17,626 52,397 580 88,635 36,665 106,841 89,642 14,392 31,591
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -4,238)
1,705 -9,870 83 -5,010 5,136 -3,222 -4,651 -1,016 413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 43.2 0.5 73.1 30.2 88.1 73.9 11.9 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
18 38 4 14 28 36 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 120,484
COMMITMENTS
51,721 24,294 0 43,161 74,113 94,882 98,407 25,602 22,077
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 29,069)
22,464 -1,333 -483 -356 34,677 21,625 32,861 7,444 -3,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 20.2 0.0 35.8 61.5 78.8 81.7 21.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 30 0 18 33 48 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 225,752
COMMITMENTS
43,357 117,027 961 140,113 56,627 184,431 174,615 41,321 51,137
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 1,702)
2,344 5,040 197 696 -1,570 3,237 3,667 -1,535 -1,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 51.8 0.4 62.1 25.1 81.7 77.3 18.3 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
40 65 15 36 40 84 112
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 12,880
COMMITMENTS
8,459 5,973 0 1,957 5,511 10,416 11,484 2,464 1,396
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 2,404)
1,738 74 0 763 2,239 2,501 2,313 -97 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.7 46.4 0.0 15.2 42.8 80.9 89.2 19.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 12 0 6 10 15 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,217,903
COMMITMENTS
969,617 518,865 783,639 4605455 5018014 6358711 6320518 859,192 897,385
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 149,591)
1,634 101,934 59,113 11,359 2,514 72,106 163,561 77,485 -13,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 7.2 10.9 63.8 69.5 88.1 87.6 11.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
51 55 73 124 132 224 218
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 850,401
COMMITMENTS
69,820 70,834 18,957 613,773 639,288 702,550 729,079 147,851 121,322
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 28,309)
2,054 -2,065 7,576 19,139 23,798 28,769 29,309 -460 -1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 8.3 2.2 72.2 75.2 82.6 85.7 17.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
91 105 38 201 210 314 332
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 299,932
COMMITMENTS
20,627 34,920 581 210,294 187,800 231,502 223,301 68,430 76,631
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -711)
-2,468 9,064 -455 449 -5,534 -2,474 3,075 1,763 -3,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 11.6 0.2 70.1 62.6 77.2 74.5 22.8 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
14 22 7 63 58 81 83
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,752,345
COMMITMENTS
308,407 242,012 29,438 2017397 2257440 2355242 2528890 397,103 223,455
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 145,100)
54,222 -24,033 8,542 93,450 146,659 156,214 131,168 -11,114 13,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 8.8 1.1 73.3 82.0 85.6 91.9 14.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 461)
84 97 30 165 188 268 296
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,219
COMMITMENTS
9,981 7,631 0 73,407 82,110 83,388 89,741 9,831 3,478
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 3,070)
-164 -186 -967 5,292 4,043 4,161 2,890 -1,091 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 8.2 0.0 78.7 88.1 89.5 96.3 10.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
9 2 0 47 39 56 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,605
COMMITMENTS
9,173 11,680 280 45,452 43,248 54,905 55,208 4,700 4,397
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 1,760)
-4,055 777 -116 5,433 214 1,261 875 498 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 19.6 0.5 76.3 72.6 92.1 92.6 7.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
53 45 8 60 73 118 121
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 298,025
COMMITMENTS
45,867 58,402 1,399 227,258 216,240 274,524 276,041 23,501 21,984
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 8,798)
-20,275 3,887 -582 27,164 1,070 6,307 4,375 2,491 4,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 19.6 0.5 76.3 72.6 92.1 92.6 7.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
53 45 8 60 73 118 121
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 59,657
COMMITMENTS
28,105 15,251 783 11,191 27,689 40,079 43,723 19,578 15,934
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -683)
-1,704 -2,752 702 -434 470 -1,436 -1,580 753 897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.1 25.6 1.3 18.8 46.4 67.2 73.3 32.8 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
19 12 4 14 17 36 30
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,291
COMMITMENTS
10,916 4,804 8 12,206 9,434 23,130 14,246 7,161 16,045
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -549)
702 -83 0 1,377 538 2,079 455 -2,628 -1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 15.9 0.0 40.3 31.1 76.4 47.0 23.6 53.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 9 1 15 11 29 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,754
COMMITMENTS
5,483 5,845 277 24,864 22,990 30,624 29,112 9,130 10,642
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 1,710)
-828 1,797 118 1,310 1,899 600 3,814 1,110 -2,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 14.7 0.7 62.5 57.8 77.0 73.2 23.0 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 11 1 16 22 23 33
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 39,813
COMMITMENTS
9,113 212 300 27,100 37,472 36,513 37,984 3,300 1,829
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 5,385)
2,794 212 0 3,171 5,547 5,965 5,759 -580 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 0.5 0.8 68.1 94.1 91.7 95.4 8.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 1 1 25 22 35 24
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 25,519
COMMITMENTS
6,115 713 0 13,497 23,146 19,612 23,859 5,907 1,660
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 503)
315 478 0 628 115 943 593 -440 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 2.8 0.0 52.9 90.7 76.9 93.5 23.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 2 0 17 15 28 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 06/29/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,251
COMMITMENTS
2,725 5,142 226 9,903 10,302 12,854 15,670 3,397 581
CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -171)
-241 -165 226 -126 -23 -141 38 -30 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 31.6 1.4 60.9 63.4 79.1 96.4 20.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 7 1 6 2 14 10
Updated July 2, 2010