BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,268
COMMITMENTS
42 51 101 2,684 2,831 2,827 2,982 441 286
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 49)
0 38 1 63 11 64 50 -14 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.6 3.1 82.1 86.6 86.5 91.3 13.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 15 11 18 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,691
COMMITMENTS
1,177 4,291 7,876 19,451 16,222 28,504 28,389 7,187 7,301
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,659)
298 245 522 502 841 1,322 1,608 337 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 12.0 22.1 54.5 45.5 79.9 79.5 20.1 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
11 17 20 33 25 58 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 187,440
COMMITMENTS
34,700 37,974 53,543 78,012 63,898 166,255 155,415 21,185 32,025
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 5,306)
4,174 -4,703 4,382 -4,902 5,733 3,654 5,411 1,652 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 20.3 28.6 41.6 34.1 88.7 82.9 11.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
71 77 82 57 59 184 174
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 313,681
COMMITMENTS
74,680 61,472 73,901 141,095 128,072 289,676 263,445 24,005 50,236
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 5,537)
433 125 6,733 -663 2,006 6,503 8,864 -966 -3,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 19.6 23.6 45.0 40.8 92.3 84.0 7.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
99 99 88 111 148 254 302
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,456
COMMITMENTS
3,983 4,674 975 2,978 2,513 7,937 8,163 2,519 2,294
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -87)
126 876 -573 145 -600 -302 -296 215 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 44.7 9.3 28.5 24.0 75.9 78.1 24.1 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
28 24 11 16 19 46 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,249
COMMITMENTS
9,580 10,093 4,017 8,556 5,180 22,153 19,290 8,096 10,959
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 356)
337 534 14 -412 -326 -60 222 416 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 33.4 13.3 28.3 17.1 73.2 63.8 26.8 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
35 35 25 44 34 91 84
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,223
COMMITMENTS
7,108 537 196 9,415 18,117 16,719 18,850 2,504 373
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,052)
1,533 167 32 -228 1,894 1,337 2,093 715 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 2.8 1.0 49.0 94.2 87.0 98.1 13.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 2 1 6 10 13 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 112,133
COMMITMENTS
50,704 6,907 4,277 16,409 81,474 71,390 92,658 40,743 19,475
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 13,459)
8,895 1,011 -625 2,337 11,739 10,607 12,125 2,853 1,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 6.2 3.8 14.6 72.7 63.7 82.6 36.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
32 13 14 20 21 60 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,670
COMMITMENTS
27,552 5,386 877 3,906 38,855 32,335 45,118 20,335 7,552
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 45)
-615 879 -788 635 1 -768 92 813 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 10.2 1.7 7.4 73.8 61.4 85.7 38.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
19 8 4 5 11 26 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 58,033
COMMITMENTS
32,215 24,266 123 20,840 31,602 53,178 55,991 4,855 2,042
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -8,239)
7,183 -21,319 -3 -16,873 13,692 -9,693 -7,630 1,454 -609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 41.8 0.2 35.9 54.5 91.6 96.5 8.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
31 20 2 13 14 44 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 122,199
COMMITMENTS
9,692 75,062 2,701 89,814 13,107 102,208 90,871 19,992 31,328
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,075)
-1,958 596 -2,437 6,669 1,239 2,274 -603 -199 2,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 61.4 2.2 73.5 10.7 83.6 74.4 16.4 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 36 7 19 15 34 53
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 128,708
COMMITMENTS
49,736 15,841 6,151 41,495 84,859 97,382 106,850 31,326 21,857
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -5,529)
-12,738 -438 -2,796 12,993 -2,149 -2,542 -5,384 -2,987 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 12.3 4.8 32.2 65.9 75.7 83.0 24.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
32 24 16 19 17 60 48
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 185,656
COMMITMENTS
79,567 32,906 12,978 33,324 101,892 125,868 147,776 59,788 37,881
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -8,852)
-6,894 1,835 -2,824 -256 -10,142 -9,973 -11,130 1,121 2,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 17.7 7.0 17.9 54.9 67.8 79.6 32.2 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
55 38 28 28 34 99 84
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,376
COMMITMENTS
19,432 1,802 0 1,528 21,707 20,960 23,509 3,416 867
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -475)
-174 289 0 -662 -505 -836 -216 361 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.7 7.4 0.0 6.3 89.1 86.0 96.4 14.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
18 6 0 5 11 23 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,353,757
COMMITMENTS
1217668 328,888 4341166 5866650 6826153 11425485 11496207 928,273 857,550
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 117,497)
-83,289 87 78,238 171,955 77,269 166,904 155,594 -49,406 -38,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.7 35.1 47.5 55.3 92.5 93.1 7.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
76 55 106 139 140 264 256
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 496,855
COMMITMENTS
27,005 39,310 44,423 310,314 359,790 381,742 443,523 115,113 53,332
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 8,531)
2,406 -4,044 4,683 6,113 11,235 13,202 11,873 -4,671 -3,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 7.9 8.9 62.5 72.4 76.8 89.3 23.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
25 33 40 81 61 134 106
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,515,898
COMMITMENTS
435,700 289,399 120,685 1775319 1780375 2331704 2190459 184,194 325,439
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 6,120)
-20,560 -3,055 1,073 21,331 14,537 1,844 12,555 4,277 -6,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 11.5 4.8 70.6 70.8 92.7 87.1 7.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
101 101 79 157 169 299 308
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 106,397
COMMITMENTS
18,633 10,173 1,610 72,376 90,795 92,619 102,578 13,778 3,819
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -5,446)
-1,830 -12 1,406 -4,085 -7,061 -4,509 -5,667 -937 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 9.6 1.5 68.0 85.3 87.1 96.4 12.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 7 1 44 29 56 37
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,743
COMMITMENTS
7,114 565 0 8,433 12,137 15,547 12,702 4,196 7,041
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,201)
671 62 0 217 -144 888 -82 313 1,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 2.9 0.0 42.7 61.5 78.7 64.3 21.3 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 2 0 14 18 20 20
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 326,568
COMMITMENTS
96,656 98,844 8,235 173,412 202,188 278,303 309,266 48,266 17,302
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -16,750)
-27,705 -990 -931 3,440 -15,587 -25,196 -17,507 8,445 757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 30.3 2.5 53.1 61.9 85.2 94.7 14.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
64 44 17 64 71 136 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 124,087
COMMITMENTS
59,898 7,529 1,747 25,798 100,735 87,443 110,010 36,644 14,077
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 8,194)
1,757 -371 -1,030 1,289 7,832 2,016 6,431 6,178 1,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 6.1 1.4 20.8 81.2 70.5 88.7 29.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
26 10 7 11 15 42 27
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,032
COMMITMENTS
11,489 3,143 0 12,277 18,563 23,766 21,706 6,266 8,326
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 765)
1,125 859 0 512 208 1,637 1,067 -872 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 10.5 0.0 40.9 61.8 79.1 72.3 20.9 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 6 0 17 15 32 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,399
COMMITMENTS
9,215 10,351 1,689 26,552 18,251 37,456 30,291 6,943 14,108
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 2,135)
198 -346 556 410 4,140 1,164 4,350 971 -2,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 23.3 3.8 59.8 41.1 84.4 68.2 15.6 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 12 1 23 19 30 31
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 23,835
COMMITMENTS
4,739 392 78 15,914 21,549 20,731 22,019 3,104 1,816
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -1,083)
-876 -195 -137 -40 -972 -1,053 -1,304 -30 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 1.6 0.3 66.8 90.4 87.0 92.4 13.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 1 2 13 15 21 18
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 17,737
COMMITMENTS
3,135 752 0 10,101 15,855 13,236 16,607 4,501 1,130
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 720)
215 272 0 -87 436 128 708 592 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 4.2 0.0 56.9 89.4 74.6 93.6 25.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 2 0 7 7 14 9
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,097
COMMITMENTS
4,110 845 0 13,212 17,729 17,322 18,574 1,775 523
CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,262)
498 -252 0 250 1,632 748 1,380 514 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 4.4 0.0 69.2 92.8 90.7 97.3 9.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 4 0 8 4 19 8
Updated October 16, 2009