MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,770
COMMITMENTS
1,378 3,831 1,194 14,704 13,749 17,276 18,774 5,494 3,996
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 638)
91 229 -87 289 120 293 262 345 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 16.8 5.2 64.6 60.4 75.9 82.5 24.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
12 13 12 27 22 46 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 162,476
COMMITMENTS
45,068 38,317 27,887 70,502 69,943 143,457 136,147 19,019 26,329
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,473)
3,059 -345 -2,235 807 2,934 1,631 354 -158 1,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 23.6 17.2 43.4 43.0 88.3 83.8 11.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
64 69 65 33 55 147 154
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 265,070
COMMITMENTS
78,822 51,457 45,763 118,634 118,447 243,219 215,667 21,851 49,403
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -3,071)
-377 -4,816 -1,760 -814 -2,129 -2,951 -8,705 -120 5,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 19.4 17.3 44.8 44.7 91.8 81.4 8.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
92 91 81 79 141 216 280
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,422
COMMITMENTS
4,192 3,576 686 2,905 3,574 7,783 7,836 1,639 1,586
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 46)
-31 -300 218 -50 274 137 192 -91 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 38.0 7.3 30.8 37.9 82.6 83.2 17.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 24 10 18 28 47 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,444
COMMITMENTS
11,250 9,791 1,356 7,283 5,238 19,889 16,385 5,555 9,059
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -297)
-44 -531 -752 72 518 -724 -765 427 468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 38.5 5.3 28.6 20.6 78.2 64.4 21.8 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
27 30 23 33 30 73 73
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,378
COMMITMENTS
6,668 176 216 10,365 19,715 17,249 20,107 3,129 271
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -422)
-549 -273 0 -103 354 -652 81 230 -503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 0.9 1.1 50.9 96.7 84.6 98.7 15.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 1 7 11 14 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 85,919
COMMITMENTS
30,168 8,184 1 18,935 59,276 49,104 67,461 36,815 18,458
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 3,023)
2,306 3,691 -579 -709 -1,235 1,018 1,877 2,005 1,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 9.5 0.0 22.0 69.0 57.2 78.5 42.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
25 12 1 18 20 44 32
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,280
COMMITMENTS
25,717 2,419 21 6,965 43,210 32,703 45,650 20,577 7,630
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 6,866)
4,546 -87 -44 -897 6,952 3,605 6,821 3,261 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.3 4.5 0.0 13.1 81.1 61.4 85.7 38.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 5 2 4 15 19 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 67,557
COMMITMENTS
49,221 8,771 70 14,096 56,212 63,387 65,053 4,170 2,504
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -14,732)
-17,607 1,870 6 2,406 -17,054 -15,195 -15,178 463 446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.9 13.0 0.1 20.9 83.2 93.8 96.3 6.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
35 14 1 15 15 50 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 103,817
COMMITMENTS
28,677 44,534 24 53,486 38,763 82,187 83,321 21,630 20,496
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 6,481)
3,575 527 -12 746 4,967 4,309 5,482 2,172 999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 42.9 0.0 51.5 37.3 79.2 80.3 20.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 18 3 17 17 37 36
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 117,344
COMMITMENTS
42,044 20,166 90 52,058 78,906 94,192 99,162 23,152 18,182
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 7,312)
3,016 970 -75 3,367 8,611 6,308 9,506 1,004 -2,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 17.2 0.1 44.4 67.2 80.3 84.5 19.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
27 21 4 12 20 42 42
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 164,192
COMMITMENTS
67,904 42,731 711 43,340 87,461 111,955 130,903 52,237 33,289
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 2,935)
3,881 899 -163 -1,403 1,015 2,315 1,751 620 1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 26.0 0.4 26.4 53.3 68.2 79.7 31.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
45 35 9 27 28 76 68
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,106
COMMITMENTS
14,709 3,454 0 3,476 16,196 18,185 19,650 2,921 1,456
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -792)
-1,093 968 0 268 -2,111 -825 -1,143 33 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.7 16.4 0.0 16.5 76.7 86.2 93.1 13.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 5 0 8 11 22 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,271,464
COMMITMENTS
1248244 490,521 871,341 4260668 5059060 6380253 6420922 891,211 850,542
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 53,545)
53,985 -65,206 -53,181 37,059 128,250 37,863 9,863 15,682 43,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 6.7 12.0 58.6 69.6 87.7 88.3 12.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
65 61 86 119 131 233 234
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 389,329
COMMITMENTS
25,826 37,584 787 244,654 306,652 271,267 345,023 118,062 44,306
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -5,594)
981 -1,611 44 -5,504 -1,467 -4,479 -3,034 -1,115 -2,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 9.7 0.2 62.8 78.8 69.7 88.6 30.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
17 21 4 63 55 82 78
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,560,834
COMMITMENTS
475,362 342,296 24,273 1889569 1823572 2389204 2190141 171,630 370,693
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 29,085)
-11,948 63,434 -9,669 49,875 -53,172 28,258 593 827 28,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 13.4 0.9 73.8 71.2 93.3 85.5 6.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
92 99 32 153 168 261 283
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,921
COMMITMENTS
15,567 11,402 353 78,677 90,924 94,597 102,679 11,324 3,242
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -630)
-1,880 325 353 1,142 -1,767 -385 -1,089 -245 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 10.8 0.3 74.3 85.8 89.3 96.9 10.7 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
11 10 1 47 33 58 44
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,065
COMMITMENTS
6,724 270 0 10,430 17,745 17,154 18,015 2,911 2,050
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 1,678)
1,118 0 0 1,610 4,905 2,728 4,905 -1,050 -3,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 1.3 0.0 52.0 88.4 85.5 89.8 14.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 1 0 15 20 21 21
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 301,986
COMMITMENTS
86,593 78,253 4,240 189,647 201,341 280,480 283,834 21,506 18,152
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -14,092)
-9,008 -16,842 -532 10,176 -3,864 636 -21,238 -14,728 7,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 25.9 1.4 62.8 66.7 92.9 94.0 7.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
62 45 15 60 79 129 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 111,424
COMMITMENTS
54,402 6,968 69 26,289 93,706 80,760 100,743 30,664 10,681
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -3,094)
-1,423 1,526 4 -2,267 -4,012 -3,686 -2,482 592 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 6.3 0.1 23.6 84.1 72.5 90.4 27.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
25 8 3 11 13 39 21
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,018
COMMITMENTS
9,727 3,784 0 15,785 16,966 25,512 20,750 5,506 10,268
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 816)
651 39 0 974 359 1,625 398 -809 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 12.2 0.0 50.9 54.7 82.2 66.9 17.8 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 7 0 21 16 35 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,821
COMMITMENTS
8,765 12,749 2,275 28,358 21,447 39,398 36,471 7,423 10,350
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 4,661)
1,030 593 232 3,980 -772 5,242 53 -581 4,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 27.2 4.9 60.6 45.8 84.1 77.9 15.9 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 15 1 21 23 28 38
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 25,001
COMMITMENTS
5,559 222 123 15,972 23,289 21,654 23,634 3,347 1,367
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -490)
-77 -57 18 -652 -446 -711 -485 221 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 0.9 0.5 63.9 93.2 86.6 94.5 13.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 1 2 16 15 26 18
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 17,752
COMMITMENTS
2,306 480 0 9,850 15,871 12,156 16,351 5,596 1,401
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: 490)
535 0 0 157 263 692 263 -202 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 2.7 0.0 55.5 89.4 68.5 92.1 31.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 1 0 9 8 15 9
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 11/09/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,035
COMMITMENTS
5,862 493 0 12,340 18,917 18,202 19,410 1,833 625
CHANGES FROM 11/03/09 (CHANGE IN OPEN INTEREST: -10)
-342 -173 0 164 -200 -178 -373 168 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 2.5 0.0 61.6 94.4 90.9 96.9 9.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
15 3 0 9 2 24 5
Updated November 13, 2009