BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,433
COMMITMENTS
0 0 0 3,924 4,023 3,924 4,023 509 410
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 2)
0 0 0 -22 69 -22 69 24 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.5 90.8 88.5 90.8 11.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 16 13 16 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,901
COMMITMENTS
673 5,026 8,578 24,958 19,977 34,209 33,581 6,692 7,320
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 161)
-223 -380 148 -9 384 -84 152 245 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 12.3 21.0 61.0 48.8 83.6 82.1 16.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
13 14 19 33 25 57 48
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 165,275
COMMITMENTS
30,792 44,940 40,760 69,249 49,329 140,801 135,029 24,474 30,246
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 3,436)
-491 3,535 636 1,320 -1,617 1,465 2,554 1,971 882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 27.2 24.7 41.9 29.8 85.2 81.7 14.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
71 71 75 49 45 166 157
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,013
COMMITMENTS
84,613 51,757 61,170 119,367 123,447 265,151 236,374 22,862 51,639
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 10,819)
3,403 2,908 3,472 4,074 3,532 10,949 9,912 -130 907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 18.0 21.2 41.4 42.9 92.1 82.1 7.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
97 78 88 105 142 242 274
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,175
COMMITMENTS
3,537 2,719 770 2,829 3,894 7,135 7,382 2,040 1,793
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -217)
72 304 -245 -119 -348 -291 -289 75 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 29.6 8.4 30.8 42.4 77.8 80.5 22.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 18 10 19 24 49 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,578
COMMITMENTS
8,472 4,829 4,627 7,319 6,321 20,419 15,777 6,159 10,801
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 73)
556 1,295 -557 272 -365 271 373 -198 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 18.2 17.4 27.5 23.8 76.8 59.4 23.2 40.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
30 23 26 40 44 83 83
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 114,966
COMMITMENTS
50,185 9,954 9,264 16,550 77,088 76,000 96,307 38,966 18,659
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 6,078)
2,084 111 440 2,084 5,151 4,608 5,702 1,470 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 8.7 8.1 14.4 67.1 66.1 83.8 33.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
26 11 13 21 22 53 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,537
COMMITMENTS
23,649 6,418 1,784 5,637 34,169 31,070 42,371 18,467 7,166
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 16,141)
11,528 1,236 216 -201 15,573 11,543 17,025 4,598 -884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 13.0 3.6 11.4 69.0 62.7 85.5 37.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 11 5 6 15 28 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 99,280
COMMITMENTS
79,550 8,707 0 13,607 87,434 93,157 96,141 6,123 3,139
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 9,464)
7,183 753 -100 1,439 8,847 8,522 9,500 942 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.1 8.8 0.0 13.7 88.1 93.8 96.8 6.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
37 15 0 13 21 50 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 107,089
COMMITMENTS
26,724 32,896 4,371 55,728 47,041 86,822 84,308 20,267 22,781
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 3,922)
-755 5,331 167 2,581 44 1,993 5,542 1,929 -1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 30.7 4.1 52.0 43.9 81.1 78.7 18.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 22 7 17 16 39 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 94,762
COMMITMENTS
34,139 21,371 5,143 31,521 48,610 70,803 75,124 23,959 19,638
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 13,774)
8,930 -445 96 540 15,637 9,566 15,288 4,208 -1,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 22.6 5.4 33.3 51.3 74.7 79.3 25.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
25 24 14 21 22 55 51
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 149,109
COMMITMENTS
47,858 28,615 13,999 34,952 73,810 96,809 116,424 52,300 32,685
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 3,545)
8,119 -4,512 3,305 -5,173 11,547 6,251 10,341 -2,706 -6,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 19.2 9.4 23.4 49.5 64.9 78.1 35.1 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
44 41 30 29 32 90 86
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,735
COMMITMENTS
19,835 1,186 0 3,074 23,735 22,909 24,921 2,826 814
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 952)
1,320 107 0 -573 778 747 885 205 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.1 4.6 0.0 11.9 92.2 89.0 96.8 11.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 5 0 5 14 21 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,132,561
COMMITMENTS
1024296 247,750 4680157 6356186 7178629 12060639 12106535 1071923 1026027
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 380,980)
41,324 3,844 164,647 98,182 161,633 304,153 330,124 76,827 50,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 1.9 35.6 48.4 54.7 91.8 92.2 8.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
81 44 104 125 127 249 238
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 498,553
COMMITMENTS
27,749 33,927 40,962 327,182 350,271 395,893 425,160 102,661 73,394
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -14,804)
2,160 -391 -14,258 -3,767 -6,773 -15,865 -21,423 1,061 6,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 6.8 8.2 65.6 70.3 79.4 85.3 20.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
24 28 35 81 69 130 108
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,809,718
COMMITMENTS
438,945 397,298 112,656 2022378 2099033 2573979 2608986 235,739 200,731
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -23,529)
-72,271 10,320 -24,932 49,244 15,814 -47,959 1,202 24,430 -24,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 14.1 4.0 72.0 74.7 91.6 92.9 8.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
101 98 74 167 159 304 295
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,743
COMMITMENTS
17,464 11,184 0 75,959 86,815 93,423 97,999 8,320 3,744
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -2,178)
-1,720 -634 0 105 -805 -1,615 -1,439 -563 -739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 11.0 0.0 74.7 85.3 91.8 96.3 8.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
13 9 0 49 28 62 37
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 23,277
COMMITMENTS
6,155 5,640 0 13,054 13,267 19,209 18,907 4,068 4,370
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 2,910)
2,492 1,375 -80 171 755 2,583 2,050 327 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 24.2 0.0 56.1 57.0 82.5 81.2 17.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 6 0 14 17 18 23
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 341,556
COMMITMENTS
108,598 93,612 6,976 197,035 222,617 312,608 323,205 28,948 18,352
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 682)
-12,869 4,865 -3,346 14,468 -1,508 -1,747 11 2,430 671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 27.4 2.0 57.7 65.2 91.5 94.6 8.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
67 50 25 60 69 140 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,190
COMMITMENTS
55,312 6,318 3,891 25,121 92,059 84,324 102,268 28,866 10,922
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 5,550)
3,430 -425 493 961 5,720 4,884 5,788 666 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 5.6 3.4 22.2 81.3 74.5 90.4 25.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 9 6 14 15 41 27
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,091
COMMITMENTS
11,695 16,020 1 14,064 16,372 25,760 32,393 13,331 6,698
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 3,736)
1,138 2,633 1 1,824 1,034 2,963 3,668 773 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 41.0 0.0 36.0 41.9 65.9 82.9 34.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 20 1 21 18 35 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,566
COMMITMENTS
15,632 11,779 311 32,388 22,189 48,331 34,279 5,235 19,287
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 4,873)
431 -1,495 63 3,948 662 4,442 -770 431 5,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 22.0 0.6 60.5 41.4 90.2 64.0 9.8 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 11 2 24 22 40 35
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 24,358
COMMITMENTS
3,535 6,824 129 18,131 15,207 21,795 22,160 2,563 2,198
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 125)
527 -17 0 103 -196 630 -213 -505 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 28.0 0.5 74.4 62.4 89.5 91.0 10.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 3 2 13 12 22 16
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/25/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,719
COMMITMENTS
4,457 255 0 11,708 17,211 16,165 17,466 1,554 253
CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 501)
161 141 0 446 332 607 473 -106 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 1.4 0.0 66.1 97.1 91.2 98.6 8.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 2 0 9 2 19 4
Updated August 28, 2009