BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,917
COMMITMENTS
37 218 25 3,424 3,416 3,486 3,659 431 259
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 34)
11 150 0 25 -146 36 4 -2 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.6 0.6 87.4 87.2 89.0 93.4 11.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 20 13 22 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,891
COMMITMENTS
613 4,780 8,420 22,461 17,281 31,494 30,481 6,397 7,410
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 428)
-73 -165 376 44 -119 346 92 82 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 12.6 22.2 59.3 45.6 83.1 80.4 16.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 18 22 36 25 63 51
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,133
COMMITMENTS
32,194 40,662 48,954 77,281 56,677 158,430 146,294 19,704 31,840
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -953)
1,652 236 -947 173 1,158 878 447 -1,831 -1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 22.8 27.5 43.4 31.8 88.9 82.1 11.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
69 77 85 50 52 179 166
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 313,056
COMMITMENTS
74,490 65,937 74,143 135,995 118,798 284,628 258,878 28,428 54,178
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 7,018)
-8,081 9,620 4,409 9,136 -5,512 5,465 8,518 1,554 -1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 21.1 23.7 43.4 37.9 90.9 82.7 9.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
101 103 98 104 135 249 301
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,695
COMMITMENTS
3,917 3,781 1,036 2,789 3,086 7,742 7,903 1,954 1,792
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 521)
151 0 204 85 300 440 505 81 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 39.0 10.7 28.8 31.8 79.8 81.5 20.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
26 32 15 15 19 50 59
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,941
COMMITMENTS
9,931 8,585 3,824 8,634 6,304 22,389 18,714 7,552 11,227
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,221)
539 1,950 -492 666 -215 713 1,243 508 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 28.7 12.8 28.8 21.1 74.8 62.5 25.2 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
36 32 28 45 41 94 91
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 97,041
COMMITMENTS
44,638 10,222 3,480 11,131 67,151 59,250 80,854 37,792 16,188
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -34,292)
-1,020 2,776 -5,123 -27,735 -30,876 -33,878 -33,223 -415 -1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 10.5 3.6 11.5 69.2 61.1 83.3 38.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
25 11 11 21 18 54 32
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,727
COMMITMENTS
28,935 5,051 1,342 2,450 40,532 32,727 46,925 22,000 7,802
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 7,469)
4,859 -579 303 1,157 7,280 6,319 7,004 1,150 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 9.2 2.5 4.5 74.1 59.8 85.7 40.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
22 7 5 4 12 29 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 50,441
COMMITMENTS
29,213 24,912 0 17,865 22,989 47,078 47,901 3,363 2,540
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -662)
2,624 -2,969 0 -5,668 1,051 -3,044 -1,918 2,382 1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 49.4 0.0 35.4 45.6 93.3 95.0 6.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 17 0 13 12 37 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 84,249
COMMITMENTS
17,779 49,163 2,686 43,051 11,279 63,516 63,129 20,733 21,121
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 11,972)
-6,757 12,409 478 18,258 -2,695 11,979 10,193 -8 1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 58.4 3.2 51.1 13.4 75.4 74.9 24.6 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
23 22 9 13 11 40 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 128,750
COMMITMENTS
63,353 16,751 6,066 27,816 87,712 97,236 110,529 31,514 18,221
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 12,644)
9,212 429 1,159 2,304 11,746 12,675 13,333 -30 -689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 13.0 4.7 21.6 68.1 75.5 85.8 24.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
32 24 15 16 15 57 45
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 186,276
COMMITMENTS
76,191 34,655 16,525 35,140 96,854 127,856 148,033 58,419 38,243
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 9,764)
1,840 626 3,694 8,674 5,622 14,209 9,942 -4,444 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 18.6 8.9 18.9 52.0 68.6 79.5 31.4 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
56 39 31 27 33 100 86
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,603
COMMITMENTS
19,874 1,229 0 442 21,007 20,316 22,236 3,287 1,367
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 232)
-332 18 0 311 -185 -21 -167 253 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.2 5.2 0.0 1.9 89.0 86.1 94.2 13.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 5 0 3 14 18 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,403,245
COMMITMENTS
1129639 231,952 4007512 5327457 6273281 10464607 10512745 938,638 890,500
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 268,404)
-29,191 -30,169 261,809 45,671 16,682 278,289 248,322 -9,885 20,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.0 35.1 46.7 55.0 91.8 92.2 8.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
80 42 101 128 130 249 238
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 469,142
COMMITMENTS
28,643 36,343 40,520 314,474 343,038 383,637 419,901 85,505 49,241
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -127,613)
-1,046 -3,164 -19,704 -67,779 -67,614 -88,529 -90,482 -39,084 -37,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.7 8.6 67.0 73.1 81.8 89.5 18.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
21 29 31 84 64 129 100
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,430,940
COMMITMENTS
416,251 304,636 96,582 1740294 1796678 2253127 2197895 177,813 233,045
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -871,929)
-73,508 -69,908 -72,081 -652,359 -637,622 -797,949 -779,611 -73,980 -92,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 12.5 4.0 71.6 73.9 92.7 90.4 7.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
97 94 64 155 164 290 284
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,570
COMMITMENTS
18,190 9,639 0 74,623 91,160 92,813 100,799 9,757 1,771
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -10,288)
2,510 -1,712 -214 -13,193 -5,205 -10,897 -7,131 609 -3,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 9.4 0.0 72.8 88.9 90.5 98.3 9.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 6 0 43 27 58 33
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,818
COMMITMENTS
4,661 1,633 0 9,885 10,388 14,546 12,021 3,272 5,797
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -15,849)
596 -4,267 -134 -14,101 -9,190 -13,639 -13,591 -2,210 -2,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 9.2 0.0 55.5 58.3 81.6 67.5 18.4 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 4 0 13 14 17 18
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 297,972
COMMITMENTS
86,524 92,090 4,657 167,275 183,075 258,456 279,823 39,516 18,149
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -129,776)
-14,584 11,659 -13,867 -98,148 -125,306 -126,599 -127,514 -3,178 -2,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 30.9 1.6 56.1 61.4 86.7 93.9 13.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
61 54 19 58 66 128 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,857
COMMITMENTS
61,043 9,350 1,936 20,124 93,685 83,103 104,971 30,754 8,886
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 6,172)
2,905 155 180 2,072 4,249 5,156 4,584 1,016 1,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 8.2 1.7 17.7 82.3 73.0 92.2 27.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
27 10 9 9 15 42 28
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,463
COMMITMENTS
10,874 9,400 0 8,250 15,644 19,124 25,044 14,339 8,419
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 1,324)
302 46 0 176 1,484 478 1,530 846 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 28.1 0.0 24.7 46.8 57.1 74.8 42.9 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 9 0 14 11 28 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,009
COMMITMENTS
11,126 5,389 130 24,274 13,220 35,530 18,739 5,479 22,270
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 3,080)
1,894 1,113 -1,685 3,269 980 3,478 408 -398 2,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 13.1 0.3 59.2 32.2 86.6 45.7 13.4 54.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 6 1 21 18 30 25
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 24,332
COMMITMENTS
4,304 587 191 16,398 21,532 20,893 22,310 3,439 2,022
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -390)
1,336 0 46 -300 576 1,082 622 -1,472 -1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 2.4 0.8 67.4 88.5 85.9 91.7 14.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 2 3 12 14 21 18
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,550
COMMITMENTS
3,967 651 0 11,286 15,497 15,253 16,148 1,297 402
CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -625)
283 105 -2 -758 -461 -477 -358 -148 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 3.9 0.0 68.2 93.6 92.2 97.6 7.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 3 0 8 3 18 6
Updated September 25, 2008