MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 59,338
COMMITMENTS
104 9,287 12,309 41,307 24,933 53,720 46,529 5,618 12,809
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 1,695)
-1,120 314 1,023 1,149 716 1,053 2,053 642 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 15.7 20.7 69.6 42.0 90.5 78.4 9.5 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
4 30 20 29 25 51 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 140,161
COMMITMENTS
25,285 24,565 39,154 57,161 51,049 121,599 114,768 18,561 25,393
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -1,456)
-1,734 -1,421 500 1,655 -1,600 421 -2,521 -1,877 1,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 17.5 27.9 40.8 36.4 86.8 81.9 13.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
63 55 74 48 42 150 149
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 248,096
COMMITMENTS
51,624 36,812 67,458 109,492 98,948 228,574 203,219 19,522 44,878
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 7,552)
2,203 1,385 6,596 904 -2,868 9,704 5,113 -2,152 2,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 14.8 27.2 44.1 39.9 92.1 81.9 7.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
71 70 84 97 137 211 262
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,169
COMMITMENTS
2,306 3,683 1,676 3,541 1,542 7,523 6,901 1,646 2,268
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 231)
167 205 -213 172 -175 127 -183 104 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 40.2 18.3 38.6 16.8 82.0 75.3 18.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
24 26 16 19 15 48 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,062
COMMITMENTS
6,088 3,376 4,506 7,158 4,355 17,752 12,238 6,309 11,824
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 336)
-17 458 332 -331 -1,065 -17 -275 353 612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 14.0 18.7 29.8 18.1 73.8 50.9 26.2 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
22 26 28 35 24 76 65
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 16,871
COMMITMENTS
530 834 0 15,956 14,500 16,486 15,334 385 1,537
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 360)
0 0 0 368 317 368 317 -8 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.9 0.0 94.6 85.9 97.7 90.9 2.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 0 11 6 14 9
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 83,126
COMMITMENTS
8,922 22,103 3,899 40,115 33,117 52,936 59,119 30,190 24,007
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 2,240)
-776 -630 213 2,623 3,932 2,060 3,515 180 -1,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 26.6 4.7 48.3 39.8 63.7 71.1 36.3 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 16 10 12 18 28 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,074
COMMITMENTS
5,378 14,827 4,524 19,359 5,679 29,260 25,029 11,814 16,045
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 515)
448 -160 422 817 123 1,687 386 -1,171 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 36.1 11.0 47.1 13.8 71.2 60.9 28.8 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 14 6 9 10 24 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 46,055
COMMITMENTS
5,290 19,570 125 38,958 20,873 44,373 40,568 1,682 5,487
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 1,083)
-771 1,877 55 1,564 -278 848 1,654 235 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 42.5 0.3 84.6 45.3 96.3 88.1 3.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 39 3 9 10 18 50
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 102,573
COMMITMENTS
12,130 39,199 9,759 51,233 27,244 73,122 76,202 29,452 26,371
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 1,975)
-493 -2,055 -318 3,859 2,903 3,048 530 -1,073 1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 38.2 9.5 49.9 26.6 71.3 74.3 28.7 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 24 9 17 15 35 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 134,015
COMMITMENTS
52,280 19,102 11,508 49,302 72,868 113,090 103,479 20,925 30,536
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 9,278)
-3,377 264 2,184 12,474 5,585 11,280 8,033 -2,003 1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 14.3 8.6 36.8 54.4 84.4 77.2 15.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 25 20 25 22 60 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 200,210
COMMITMENTS
33,406 43,145 20,145 105,796 98,607 159,347 161,897 40,863 38,312
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 6,458)
-1,234 -7,019 77 8,392 15,766 7,235 8,824 -777 -2,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 21.5 10.1 52.8 49.3 79.6 80.9 20.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
40 33 25 28 34 76 84
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 13,690
COMMITMENTS
2,161 8,091 0 8,832 3,597 10,993 11,688 2,697 2,002
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 862)
-125 1,223 0 1,045 -74 920 1,149 -58 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 59.1 0.0 64.5 26.3 80.3 85.4 19.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 13 0 9 7 12 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,878,507
COMMITMENTS
534,463 373,873 4362458 7032509 7278559 11929429 12014890 949,078 863,617
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 87,093)
2,103 -11,763 36,990 38,538 -4,196 77,630 21,030 9,462 66,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.9 33.9 54.6 56.5 92.6 93.3 7.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
74 40 102 114 111 226 219
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 763,172
COMMITMENTS
55,352 79,118 38,335 508,089 580,536 601,776 697,989 161,395 65,182
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 536)
4,042 3,701 -13,085 4,865 6,606 -4,178 -2,778 4,713 3,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 10.4 5.0 66.6 76.1 78.9 91.5 21.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
42 27 39 86 72 144 123
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,247,800
COMMITMENTS
669,838 313,079 99,577 2212328 2374440 2981743 2787096 266,057 460,703
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -600)
7,990 -28,181 -20,436 2,953 63,343 -9,494 14,726 8,894 -15,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 9.6 3.1 68.1 73.1 91.8 85.8 8.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
94 105 64 156 156 285 290
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 118,820
COMMITMENTS
16,146 10,889 0 94,595 103,607 110,741 114,496 8,079 4,324
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 7,295)
1,372 -2,077 0 5,068 8,317 6,440 6,240 855 1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 9.2 0.0 79.6 87.2 93.2 96.4 6.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
10 7 0 43 35 53 42
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 32,621
COMMITMENTS
2,385 6,801 100 21,987 22,590 24,472 29,491 8,148 3,130
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 1,628)
2 29 100 2,227 917 2,329 1,046 -700 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 20.8 0.3 67.4 69.3 75.0 90.4 25.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 6 1 17 25 23 32
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 302,888
COMMITMENTS
55,051 62,368 5,802 218,521 188,838 279,373 257,007 23,515 45,880
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 2,593)
5,645 -4,546 1,391 -3,691 10,571 3,345 7,417 -752 -4,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 20.6 1.9 72.1 62.3 92.2 84.9 7.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
37 53 18 55 75 102 136
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 52,315
COMMITMENTS
9,492 15,066 3,538 23,815 19,122 36,844 37,726 15,471 14,589
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -2,859)
-660 -1,723 -29 -1,609 -425 -2,299 -2,177 -560 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 28.8 6.8 45.5 36.6 70.4 72.1 29.6 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 17 7 13 16 30 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,203
COMMITMENTS
6,237 6,804 0 23,851 24,374 30,088 31,178 7,115 6,024
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -1,576)
-250 -2,538 0 -1,316 1,383 -1,566 -1,155 -10 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 18.3 0.0 64.1 65.5 80.9 83.8 19.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 16 0 16 22 24 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,549
COMMITMENTS
17,144 19,724 1,133 27,450 33,766 45,727 54,623 14,822 5,926
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 7,867)
746 2,751 33 337 6,021 1,116 8,805 6,751 -938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 32.6 1.9 45.3 55.8 75.5 90.2 24.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
15 15 3 20 23 36 40
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 32,924
COMMITMENTS
4,859 9,036 183 26,151 21,516 31,193 30,735 1,731 2,189
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 2,244)
522 -751 -12 1,603 3,007 2,113 2,244 131 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 27.4 0.6 79.4 65.4 94.7 93.4 5.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 7 1 13 13 21 20
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,068
COMMITMENTS
3,724 1,130 0 9,529 12,147 13,253 13,277 815 791
CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -1,516)
-26 -168 -99 196 210 71 -57 -1,587 -1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 8.0 0.0 67.7 86.3 94.2 94.4 5.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 6 0 6 3 14 9
Updated February 27, 2009