MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,868
COMMITMENTS
2,655 5,164 724 17,667 14,831 21,046 20,719 4,822 5,149
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 1,060)
804 -418 37 478 745 1,319 364 -259 696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 20.0 2.8 68.3 57.3 81.4 80.1 18.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
13 16 16 29 24 50 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 170,491
COMMITMENTS
49,457 24,292 24,757 75,490 93,338 149,704 142,387 20,787 28,104
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -664)
1,012 561 -1,092 724 1,225 644 694 -1,308 -1,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 14.2 14.5 44.3 54.7 87.8 83.5 12.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
71 59 65 41 55 162 147
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 259,625
COMMITMENTS
91,045 58,526 28,879 116,662 124,078 236,586 211,483 23,039 48,142
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -983)
-743 -6,895 740 327 4,637 324 -1,518 -1,307 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 22.5 11.1 44.9 47.8 91.1 81.5 8.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
103 89 73 70 142 210 276
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,793
COMMITMENTS
4,314 1,534 419 2,466 5,420 7,199 7,373 1,594 1,420
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -622)
-180 243 -380 56 -303 -504 -440 -118 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 17.4 4.8 28.0 61.6 81.9 83.9 18.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
28 19 8 17 34 51 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,267
COMMITMENTS
9,704 11,749 3,260 11,166 5,400 24,130 20,409 6,137 9,858
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -372)
-1,052 -989 354 722 382 24 -253 -396 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 38.8 10.8 36.9 17.8 79.7 67.4 20.3 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
31 35 29 36 35 85 88
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,028
COMMITMENTS
2,548 335 120 11,959 18,282 14,627 18,737 4,401 291
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -4,030)
59 -560 -111 -3,882 -3,259 -3,934 -3,930 -96 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 1.8 0.6 62.8 96.1 76.9 98.5 23.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 1 8 11 14 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 79,423
COMMITMENTS
31,381 8,680 136 13,443 55,997 44,960 64,813 34,463 14,610
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -30,472)
2,016 4,940 -5,712 -23,550 -24,285 -27,246 -25,057 -3,226 -5,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 10.9 0.2 16.9 70.5 56.6 81.6 43.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
18 13 2 14 22 33 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 34,198
COMMITMENTS
9,084 13,652 0 13,697 8,888 22,781 22,540 11,417 11,658
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 607)
-2,221 2,808 -430 5,780 -2,920 3,129 -542 -2,522 1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 39.9 0.0 40.1 26.0 66.6 65.9 33.4 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 11 0 7 8 17 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 103,531
COMMITMENTS
78,578 5,580 1,112 17,816 95,073 97,506 101,765 6,025 1,766
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -11,465)
-19,153 -589 871 7,276 -11,946 -11,006 -11,664 -459 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.9 5.4 1.1 17.2 91.8 94.2 98.3 5.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
47 13 3 13 16 61 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 74,083
COMMITMENTS
13,551 38,128 50 43,857 15,317 57,458 53,495 16,625 20,588
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 1,906)
-259 874 36 2,441 1,200 2,218 2,110 -312 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 51.5 0.1 59.2 20.7 77.6 72.2 22.4 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 24 4 13 16 30 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 93,224
COMMITMENTS
29,477 30,488 0 46,118 41,644 75,595 72,132 17,629 21,092
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 4,786)
-4,333 5,050 0 11,453 -2,346 7,120 2,704 -2,334 2,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 32.7 0.0 49.5 44.7 81.1 77.4 18.9 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
19 29 0 12 15 31 44
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 134,600
COMMITMENTS
40,925 55,252 462 45,292 46,838 86,679 102,552 47,921 32,048
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 2,583)
-2,062 -4,183 -209 5,623 6,110 3,352 1,718 -769 865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 41.0 0.3 33.6 34.8 64.4 76.2 35.6 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
38 48 11 24 25 69 77
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,372
COMMITMENTS
15,164 5,418 0 1,705 12,386 16,869 17,804 2,503 1,568
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 725)
929 635 0 107 162 1,036 797 -311 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.3 28.0 0.0 8.8 63.9 87.1 91.9 12.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 7 0 5 7 14 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 6,519,423
COMMITMENTS
877,153 446,296 743,952 4121706 4514224 5742811 5704472 776,612 814,951
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 29,601)
41,151 69,277 -46,065 117,498 55,984 112,584 79,196 -82,983 -49,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 6.8 11.4 63.2 69.2 88.1 87.5 11.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
55 48 81 123 117 225 210
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 319,530
COMMITMENTS
23,182 23,676 104 207,062 258,469 230,348 282,249 89,182 37,281
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -138,739)
-4,115 -15,334 -3,883 -56,962 -89,382 -64,960 -108,599 -73,779 -30,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 7.4 0.0 64.8 80.9 72.1 88.3 27.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
13 15 1 64 58 77 74
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,375,469
COMMITMENTS
377,440 304,897 7,040 1801931 1822904 2186411 2134841 189,058 240,628
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,003,514)
-154,996 -26,824 -54,267 -740,039 -638,331 -949,302 -719,422 -54,212 -284,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 12.8 0.3 75.9 76.7 92.0 89.9 8.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
83 80 18 141 159 230 251
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 103,015
COMMITMENTS
14,784 10,441 63 75,730 86,440 90,577 96,944 12,438 6,071
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -17,008)
-5,137 -574 -1 -14,187 -16,664 -19,325 -17,239 2,317 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 10.1 0.1 73.5 83.9 87.9 94.1 12.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 6 1 45 29 58 36
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 9,800
COMMITMENTS
2,518 710 0 3,852 6,717 6,370 7,427 3,430 2,373
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -18,008)
-7,882 140 -220 -6,599 -16,911 -14,701 -16,991 -3,307 -1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 7.2 0.0 39.3 68.5 65.0 75.8 35.0 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 0 9 11 13 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 274,954
COMMITMENTS
111,341 71,614 3,700 134,397 183,128 249,438 258,442 25,516 16,512
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -168,561)
2,871 -33,222 -12,259 -157,023 -112,214 -166,411 -157,695 -2,150 -10,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 26.0 1.3 48.9 66.6 90.7 94.0 9.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
62 44 7 50 68 114 117
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 94,188
COMMITMENTS
48,769 16,344 161 21,197 67,630 70,127 84,135 24,061 10,053
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -7,718)
-5,988 2,570 11 -1,403 -9,401 -7,380 -6,820 -338 -898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.8 17.4 0.2 22.5 71.8 74.5 89.3 25.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
24 13 4 13 15 40 29
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 24,375
COMMITMENTS
7,646 5,021 0 11,173 8,417 18,819 13,438 5,556 10,937
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,473)
-1,917 -1,804 0 582 -279 -1,335 -2,083 -138 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 20.6 0.0 45.8 34.5 77.2 55.1 22.8 44.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 9 0 13 11 24 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 25,361
COMMITMENTS
4,351 5,945 725 11,719 13,083 16,795 19,753 8,566 5,608
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 614)
-2,666 -241 342 1,018 2,763 -1,306 2,864 1,920 -2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 23.4 2.9 46.2 51.6 66.2 77.9 33.8 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 10 2 14 18 22 28
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 26,072
COMMITMENTS
3,795 393 40 20,005 24,413 23,840 24,846 2,232 1,226
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,122)
-307 393 -35 493 -643 151 -285 -1,273 -837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 1.5 0.2 76.7 93.6 91.4 95.3 8.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 1 1 17 18 25 20
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 17,322
COMMITMENTS
1,918 718 0 8,922 15,000 10,840 15,718 6,482 1,604
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -4,547)
-1,247 -1,061 0 -2,712 -3,424 -3,959 -4,485 -588 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 4.1 0.0 51.5 86.6 62.6 90.7 37.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 0 9 6 14 8
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,721
COMMITMENTS
3,914 633 0 11,815 16,488 15,729 17,121 1,992 600
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,814)
-985 75 -79 -478 -1,752 -1,542 -1,756 -272 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 3.6 0.0 66.7 93.0 88.8 96.6 11.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 4 0 7 1 15 5
Updated December 28, 2009