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Historical Special Announcements
June 18, 2010
Due to user requests, beginning today we are publishing new ‘consolidated’ commitments reports for three pairs of fungible stock index markets. No reports are being eliminated; these three “markets” are being added in the “Futures Only” and “Futures-and-Options-Combined” formats. The new “CME S&P 500 Consolidated (CFTC ID 13874+)” is the aggregate of positions in the “CME S&P 500 Stock Index (CFTC ID 138741)” and the “CME E-Mini S&P 500 Stock Index (CFTC ID 13874A)” contracts. The new “CME NASDAQ-100 Consolidated (CFTC ID 20974+)” is the aggregate of positions in the “CME NASDAQ-100 Stock Index (CFTC ID 209741)” and the “CME NASDAQ-100 Stock Index Mini (CFTC ID 209742)” contracts. The new “CBT DJIA Consolidated (CFTC ID 12460+)” is the aggregate of positions in the “CBT Dow Jones Industrial Average (CFTC ID 124601)” and the “CBT Dow Jones Industrial Avg. x $5 (CFTC ID 124603)” contracts. In all three cases the “mini” positions are adjusted to the size of the standard contracts before combining with positions of the standard size. The “consolidated” reports treat the fungible markets as if they were one and, therefore, the positions of a “noncommercial” trader that is, for example, long in the CME S&P 500 Stock Index and short an equivalent amount in the CME E-Mini S&P 500 Stock Index will show up in the CME S&P 500 Consolidated report as “spreads.”
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