BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,842
COMMITMENTS
0 82 0 4,311 4,193 4,311 4,275 531 566
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 89.0 86.6 89.0 88.3 11.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 9 16 10
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,743
COMMITMENTS
2,134 6,224 9,886 29,622 20,990 41,643 37,100 4,100 8,643
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 1,162)
927 410 38 1,158 825 2,123 1,273 -961 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 13.6 21.6 64.8 45.9 91.0 81.1 9.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 28 19 32 31 58 63
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 157,870
COMMITMENTS
22,729 39,783 50,602 62,965 40,458 136,296 130,843 21,574 27,027
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -20,285)
-2,163 704 -15,461 -1,447 -6,281 -19,071 -21,037 -1,214 752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 25.2 32.1 39.9 25.6 86.3 82.9 13.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
59 66 68 41 37 142 145
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,357
COMMITMENTS
58,688 58,137 51,983 117,316 99,091 227,987 209,211 25,370 44,146
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -18)
-2,255 -2 2,261 1,070 -1,701 1,076 557 -1,094 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 22.9 20.5 46.3 39.1 90.0 82.6 10.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
81 76 67 93 129 202 251
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,613
COMMITMENTS
3,621 1,780 1,129 2,716 5,124 7,467 8,034 2,146 1,579
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -16)
-41 -242 -90 71 491 -60 159 44 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 18.5 11.7 28.3 53.3 77.7 83.6 22.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
28 16 11 21 33 57 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,931
COMMITMENTS
7,560 5,513 4,385 6,996 5,675 18,940 15,572 5,992 9,359
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 766)
465 1,237 -88 312 -282 689 867 77 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 22.1 17.6 28.1 22.8 76.0 62.5 24.0 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
29 24 22 41 44 80 82
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 12,638
COMMITMENTS
3,513 1,896 0 8,862 10,584 12,375 12,480 263 158
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -4,044)
152 207 -490 -3,533 -3,444 -3,871 -3,727 -173 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 15.0 0.0 70.1 83.7 97.9 98.7 2.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 5 0 9 8 13 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 132,352
COMMITMENTS
30,595 14,366 12,303 54,238 90,889 97,135 117,558 35,216 14,794
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 22,978)
-1,729 -5,482 4,570 22,674 21,828 25,516 20,916 -2,538 2,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 10.9 9.3 41.0 68.7 73.4 88.8 26.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
25 14 16 20 24 53 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 34,352
COMMITMENTS
16,220 8,300 1,910 2,541 16,424 20,671 26,634 13,681 7,719
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -17,475)
1,206 1,544 -1,167 -15,314 -16,321 -15,275 -15,945 -2,200 -1,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 24.2 5.6 7.4 47.8 60.2 77.5 39.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
11 9 3 4 7 16 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 38,677
COMMITMENTS
23,611 10,870 148 11,426 23,952 35,185 34,970 3,492 3,707
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -19,610)
-2,026 -959 -2,042 -16,356 -17,529 -20,424 -20,530 814 920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.0 28.1 0.4 29.5 61.9 91.0 90.4 9.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
22 16 2 10 12 32 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 92,503
COMMITMENTS
24,367 31,662 6,633 39,299 32,571 70,299 70,866 22,204 21,636
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -18,402)
2,839 -4,369 1,078 -20,370 -14,621 -16,453 -17,912 -1,949 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 34.2 7.2 42.5 35.2 76.0 76.6 24.0 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 17 11 13 17 38 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 70,909
COMMITMENTS
17,801 26,435 4,621 31,822 19,872 54,244 50,927 16,665 19,982
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -30,326)
-6,932 -696 -44 -24,047 -28,468 -31,023 -29,209 697 -1,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 37.3 6.5 44.9 28.0 76.5 71.8 23.5 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 26 8 18 21 36 50
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 125,473
COMMITMENTS
39,208 26,008 12,412 28,710 53,380 80,330 91,800 45,143 33,674
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -43,673)
-9,609 -7,535 -373 -32,445 -40,029 -42,427 -47,937 -1,246 4,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 20.7 9.9 22.9 42.5 64.0 73.2 36.0 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
39 32 28 23 27 76 73
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,666
COMMITMENTS
16,325 865 0 2,081 19,131 18,406 19,996 2,260 670
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -14,094)
613 -74 0 -14,586 -13,867 -13,973 -13,941 -121 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.0 4.2 0.0 10.1 92.6 89.1 96.8 10.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 4 0 1 10 13 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,638,044
COMMITMENTS
611,478 223,448 3565751 5535701 5923098 9712930 9712297 925,114 925,747
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -2,494,123)
-19,957 -33,646 -1135963 -1225780 -1240857 -2381699 -2410465 -112,424 -83,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.1 33.5 52.0 55.7 91.3 91.3 8.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
67 38 97 118 121 223 225
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 680,892
COMMITMENTS
55,276 31,924 56,250 425,947 511,217 537,472 599,391 143,420 81,501
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 35,578)
1,395 1,498 4,303 25,555 27,462 31,253 33,262 4,325 2,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.7 8.3 62.6 75.1 78.9 88.0 21.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
30 24 39 88 79 139 123
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,427,796
COMMITMENTS
562,288 381,319 147,513 2493117 2557123 3202918 3085955 224,878 341,841
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 439,697)
20,003 -34,490 11,733 380,213 458,380 411,949 435,623 27,748 4,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 11.1 4.3 72.7 74.6 93.4 90.0 6.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444)
100 103 92 179 183 330 327
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 121,155
COMMITMENTS
12,728 13,899 1,820 94,762 98,203 109,310 113,922 11,846 7,234
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 15,825)
203 -297 1,207 10,664 12,173 12,074 13,083 3,751 2,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 11.5 1.5 78.2 81.1 90.2 94.0 9.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
9 10 7 55 32 68 46
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,925
COMMITMENTS
2,073 8,824 0 18,456 17,379 20,529 26,203 10,396 4,722
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 4,205)
-1,351 1,712 0 3,645 1,463 2,294 3,175 1,911 1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 28.5 0.0 59.7 56.2 66.4 84.7 33.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 6 0 19 20 24 26
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 401,594
COMMITMENTS
119,547 59,666 18,239 242,066 280,934 379,852 358,838 21,742 42,756
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 111,444)
27,217 879 11,151 69,586 92,549 107,954 104,578 3,490 6,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 14.9 4.5 60.3 70.0 94.6 89.4 5.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
57 42 32 73 83 141 146
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 78,880
COMMITMENTS
41,585 8,574 2,940 12,404 57,805 56,930 69,319 21,950 9,561
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -33,993)
448 -278 -265 -32,287 -34,273 -32,104 -34,815 -1,890 822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.7 10.9 3.7 15.7 73.3 72.2 87.9 27.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
27 6 7 11 13 40 24
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 22,784
COMMITMENTS
5,602 6,256 0 11,497 11,551 17,099 17,807 5,685 4,977
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -11,367)
-1,929 258 -1,704 -6,116 -7,551 -9,749 -8,997 -1,618 -2,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 27.5 0.0 50.5 50.7 75.0 78.2 25.0 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 11 0 9 17 18 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 24,800
COMMITMENTS
10,087 5,211 567 9,156 16,656 19,810 22,434 4,990 2,366
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -42,868)
-2,143 -8,497 -2,080 -22,939 -25,708 -27,162 -36,285 -15,706 -6,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 21.0 2.3 36.9 67.2 79.9 90.5 20.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
17 10 1 12 17 29 28
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 25,801
COMMITMENTS
2,857 8,078 128 19,440 15,744 22,425 23,950 3,376 1,851
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 846)
-66 -705 -163 -199 1,471 -428 603 1,274 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 31.3 0.5 75.3 61.0 86.9 92.8 13.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 5 3 12 13 20 19
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,545
COMMITMENTS
4,567 877 0 11,268 16,254 15,835 17,131 1,710 414
CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -24)
-73 22 0 1,325 1,500 1,252 1,522 -1,276 -1,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 5.0 0.0 64.2 92.6 90.3 97.6 9.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 2 0 8 4 21 6
Updated June 19, 2009