BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,846
COMMITMENTS
0 72 0 4,268 4,283 4,268 4,355 578 491
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -17)
0 -40 0 -43 43 -43 3 26 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.5 0.0 88.1 88.4 88.1 89.9 11.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 15 10 15 11
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,968
COMMITMENTS
2,608 7,279 11,213 31,056 22,425 44,877 40,916 5,091 9,051
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,315)
56 597 410 304 260 769 1,266 546 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 14.6 22.4 62.2 44.9 89.8 81.9 10.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 26 20 34 32 60 65
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 167,317
COMMITMENTS
24,177 44,104 53,751 66,230 38,865 144,157 136,720 23,160 30,597
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 2,014)
-1,696 1,409 36 1,783 -3,509 123 -2,063 1,891 4,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 26.4 32.1 39.6 23.2 86.2 81.7 13.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
59 78 67 44 35 152 138
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 262,646
COMMITMENTS
67,052 40,760 58,802 112,288 116,577 238,143 216,139 24,503 46,507
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 4,193)
4,213 -9,953 4,149 -2,904 9,761 5,457 3,957 -1,265 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 15.5 22.4 42.8 44.4 90.7 82.3 9.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
89 82 88 88 137 234 258
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,564
COMMITMENTS
3,222 990 961 2,644 5,038 6,826 6,989 1,737 1,575
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -993)
-239 -280 -266 -158 -337 -663 -882 -330 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 11.6 11.2 30.9 58.8 79.7 81.6 20.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
23 10 8 17 26 45 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,180
COMMITMENTS
9,164 3,076 5,663 6,359 7,498 21,186 16,238 5,994 10,943
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 801)
892 -1,984 179 -440 770 631 -1,036 170 1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 11.3 20.8 23.4 27.6 77.9 59.7 22.1 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
32 20 21 37 51 82 82
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 16,001
COMMITMENTS
4,580 1,837 0 11,034 13,735 15,614 15,572 387 429
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,840)
137 -98 0 1,648 1,825 1,785 1,727 55 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 11.5 0.0 69.0 85.8 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 0 10 8 15 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 98,803
COMMITMENTS
33,044 22,463 10,470 21,149 48,617 64,662 81,549 34,140 17,253
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 9,184)
2,612 4,880 853 5,267 1,681 8,732 7,414 452 1,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 22.7 10.6 21.4 49.2 65.4 82.5 34.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
24 19 16 19 16 51 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,662
COMMITMENTS
16,558 6,090 2,571 4,170 20,066 23,299 28,728 14,363 8,934
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -6,160)
-5,465 -1,865 656 642 -6,307 -4,167 -7,517 -1,993 1,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 16.2 6.8 11.1 53.3 61.9 76.3 38.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 10 4 5 8 19 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 54,055
COMMITMENTS
40,356 11,405 360 8,292 39,210 49,008 50,975 5,047 3,080
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 13,905)
14,282 578 339 -2,026 13,868 12,595 14,785 1,310 -880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.7 21.1 0.7 15.3 72.5 90.7 94.3 9.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
24 16 2 8 16 32 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 104,306
COMMITMENTS
30,980 34,120 7,575 41,742 41,116 80,297 82,812 24,009 21,495
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 8,540)
6,855 -949 394 1,283 10,566 8,531 10,010 9 -1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 32.7 7.3 40.0 39.4 77.0 79.4 23.0 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
23 22 9 15 17 41 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 81,807
COMMITMENTS
22,713 24,202 5,559 35,274 35,457 63,546 65,218 18,260 16,589
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -1,101)
1,074 -1,581 -256 1,308 3,147 2,126 1,309 -3,226 -2,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 29.6 6.8 43.1 43.3 77.7 79.7 22.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
18 34 13 19 17 47 54
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 136,583
COMMITMENTS
46,965 29,471 14,402 31,594 56,488 92,961 100,361 43,622 36,222
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -4,995)
-486 143 -572 -827 -2,500 -1,885 -2,928 -3,110 -2,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 21.6 10.5 23.1 41.4 68.1 73.5 31.9 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
42 43 35 24 27 85 86
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,742
COMMITMENTS
18,679 996 0 2,886 21,519 21,565 22,515 2,177 1,227
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,136)
702 -25 0 332 725 1,034 700 102 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.7 4.2 0.0 12.2 90.6 90.8 94.8 9.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 5 0 3 10 16 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,419,747
COMMITMENTS
745,357 210,847 3869966 5830456 6387316 10445778 10468129 973,969 951,618
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 282,230)
71,357 -9,493 118,954 87,628 174,381 277,939 283,842 4,291 -1,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.8 33.9 51.1 55.9 91.5 91.7 8.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
74 34 95 123 122 230 221
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 468,685
COMMITMENTS
35,939 37,778 28,456 291,456 342,863 355,851 409,097 112,834 59,588
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -7,805)
-2,838 -1,353 -1,770 -3,950 -391 -8,558 -3,514 753 -4,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.1 6.1 62.2 73.2 75.9 87.3 24.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
28 27 39 77 71 126 116
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,445,694
COMMITMENTS
464,033 306,886 57,884 1765087 1767355 2287004 2132124 158,689 313,569
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 34,400)
-13,847 22,199 -1,809 70,861 -21,107 55,204 -717 -20,804 35,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 12.5 2.4 72.2 72.3 93.5 87.2 6.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
91 103 65 151 153 279 284
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,457
COMMITMENTS
13,924 9,983 71 78,144 86,928 92,139 96,982 9,318 4,475
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -717)
-370 574 -16 234 -2,989 -152 -2,431 -565 1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 9.8 0.1 77.0 85.7 90.8 95.6 9.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
11 9 1 49 32 60 42
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 14,590
COMMITMENTS
2,712 4,178 0 8,009 6,391 10,721 10,569 3,869 4,021
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,221)
1,372 -284 0 -181 223 1,191 -61 30 1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 28.6 0.0 54.9 43.8 73.5 72.4 26.5 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 5 0 12 12 16 17
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 248,971
COMMITMENTS
81,225 49,945 5,872 137,202 175,556 224,299 231,374 24,672 17,597
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 5,005)
4,026 1,735 1,328 -4,824 4,088 530 7,152 4,475 -2,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 20.1 2.4 55.1 70.5 90.1 92.9 9.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
52 44 17 46 65 106 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 97,694
COMMITMENTS
46,508 10,312 3,526 24,468 73,849 74,502 87,687 23,192 10,007
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 13,834)
6,601 996 -110 6,510 13,327 13,001 14,212 834 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 10.6 3.6 25.0 75.6 76.3 89.8 23.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 8 8 12 15 38 29
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 24,841
COMMITMENTS
8,312 5,403 0 11,750 14,712 20,062 20,115 4,779 4,726
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,734)
1,062 -310 0 1,322 1,741 2,384 1,431 -650 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 21.8 0.0 47.3 59.2 80.8 81.0 19.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 12 0 12 20 23 32
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,977
COMMITMENTS
8,801 9,741 599 10,567 18,795 19,967 29,135 12,010 2,842
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 1,451)
463 1,350 -235 -2,335 -313 -2,107 802 3,558 649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 30.5 1.9 33.0 58.8 62.4 91.1 37.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 15 1 15 20 29 36
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 25,999
COMMITMENTS
3,580 6,677 137 19,498 17,871 23,215 24,685 2,784 1,314
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -687)
-424 -731 24 -287 358 -687 -349 0 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 25.7 0.5 75.0 68.7 89.3 94.9 10.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 5 2 13 13 22 19
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,879
COMMITMENTS
4,235 114 0 10,174 15,545 14,409 15,659 1,470 220
CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 152)
-161 -115 0 159 216 -2 101 154 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 0.7 0.0 64.1 97.9 90.7 98.6 9.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 1 0 8 5 20 6
Updated July 6, 2009