BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,247
COMMITMENTS
0 129 75 2,730 2,811 2,805 3,015 441 231
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -22)
-42 78 -26 46 -20 -22 33 0 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 2.3 84.1 86.6 86.4 92.9 13.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 16 11 18 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,471
COMMITMENTS
1,199 4,476 7,550 20,390 17,028 29,139 29,054 7,332 7,417
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 780)
22 185 -326 939 806 635 665 145 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 12.3 20.7 55.9 46.7 79.9 79.7 20.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
8 19 18 34 26 58 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,576
COMMITMENTS
34,499 35,313 49,547 74,332 63,053 158,378 147,913 20,198 30,664
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -8,864)
-201 -2,661 -3,996 -3,680 -845 -7,877 -7,503 -987 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 19.8 27.7 41.6 35.3 88.7 82.8 11.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
73 68 83 48 53 176 165
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 322,887
COMMITMENTS
76,566 55,711 78,228 140,784 137,923 295,579 271,863 27,308 51,025
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 9,206)
1,886 -5,761 4,328 -311 9,851 5,902 8,418 3,304 788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 17.3 24.2 43.6 42.7 91.5 84.2 8.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
101 92 85 106 151 250 293
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,562
COMMITMENTS
3,772 4,352 766 3,030 2,644 7,569 7,762 1,993 1,800
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -894)
-211 -322 -209 52 130 -368 -401 -526 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 45.5 8.0 31.7 27.6 79.2 81.2 20.8 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 27 9 17 18 45 50
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,995
COMMITMENTS
10,078 10,097 3,564 7,997 5,089 21,639 18,750 7,356 10,245
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -1,254)
498 3 -453 -559 -90 -514 -540 -740 -714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 34.8 12.3 27.6 17.6 74.6 64.7 25.4 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
33 34 28 42 33 90 85
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,067
COMMITMENTS
7,829 339 216 9,476 19,199 17,521 19,754 2,546 313
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 844)
721 -198 20 61 1,082 802 904 42 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 1.7 1.1 47.2 95.7 87.3 98.4 12.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 1 1 7 11 15 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,792
COMMITMENTS
53,233 9,149 4,922 20,891 89,859 79,046 103,930 43,746 18,863
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 10,659)
2,529 2,242 645 4,482 8,385 7,656 11,271 3,003 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 7.5 4.0 17.0 73.2 64.4 84.6 35.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 15 16 22 22 62 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,755
COMMITMENTS
30,030 6,206 1,239 4,512 42,178 35,781 49,624 21,974 8,132
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 5,085)
2,479 820 362 605 3,323 3,446 4,506 1,639 579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 10.7 2.1 7.8 73.0 62.0 85.9 38.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 8 5 5 14 25 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 83,530
COMMITMENTS
63,913 8,729 176 14,438 72,569 78,527 81,474 5,003 2,056
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 25,497)
31,698 -15,537 53 -6,402 40,967 25,349 25,483 148 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.5 10.5 0.2 17.3 86.9 94.0 97.5 6.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
38 17 3 11 18 50 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 110,194
COMMITMENTS
16,062 59,034 2,782 70,983 18,535 89,827 80,350 20,367 29,844
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -12,005)
6,370 -16,029 81 -18,831 5,428 -12,381 -10,520 375 -1,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 53.6 2.5 64.4 16.8 81.5 72.9 18.5 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
16 27 8 18 16 38 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 131,480
COMMITMENTS
49,518 17,545 6,745 47,602 84,628 103,865 108,918 27,615 22,562
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 2,772)
-218 1,705 594 6,107 -231 6,483 2,068 -3,711 705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 13.3 5.1 36.2 64.4 79.0 82.8 21.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
30 30 19 17 17 59 54
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 194,143
COMMITMENTS
77,390 37,302 17,457 41,154 100,037 136,001 154,796 58,142 39,347
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 8,486)
-2,176 4,396 4,480 7,830 -1,856 10,133 7,020 -1,647 1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 19.2 9.0 21.2 51.5 70.1 79.7 29.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
53 42 36 27 35 99 94
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,862
COMMITMENTS
19,531 2,373 0 1,880 21,600 21,411 23,973 3,451 889
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 486)
99 571 0 352 -107 451 464 35 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.6 9.5 0.0 7.6 86.9 86.1 96.4 13.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
18 5 0 6 11 24 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,229,549
COMMITMENTS
1173407 367,344 4270582 5825138 6670940 11269128 11308866 960,421 920,683
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -124,209)
-44,261 38,456 -70,584 -41,512 -155,214 -156,357 -187,342 32,149 63,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 3.0 34.9 47.6 54.5 92.1 92.5 7.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
75 60 108 134 137 265 253
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 485,164
COMMITMENTS
28,685 38,742 36,149 308,136 355,886 372,970 430,777 112,194 54,386
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -11,691)
1,680 -568 -8,274 -2,177 -3,904 -8,772 -12,745 -2,920 1,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 8.0 7.5 63.5 73.4 76.9 88.8 23.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
19 34 33 80 61 127 100
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,534,300
COMMITMENTS
430,121 346,714 92,626 1821844 1783779 2344590 2223119 189,710 311,181
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 18,402)
-5,579 57,315 -28,059 46,525 3,405 12,887 32,661 5,516 -14,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 13.7 3.7 71.9 70.4 92.5 87.7 7.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
91 104 65 163 171 292 302
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,138
COMMITMENTS
16,977 10,451 2,030 72,529 87,862 91,536 100,343 13,602 4,795
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -1,259)
-1,656 278 420 153 -2,933 -1,083 -2,235 -176 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 9.9 1.9 69.0 83.6 87.1 95.4 12.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 8 1 45 28 57 37
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,327
COMMITMENTS
6,786 582 0 9,361 12,115 16,147 12,697 4,180 7,630
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 584)
-328 17 0 928 -22 600 -5 -16 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 2.9 0.0 46.1 59.6 79.4 62.5 20.6 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 2 0 16 19 23 21
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 330,192
COMMITMENTS
81,580 106,256 8,826 189,365 197,119 279,770 312,201 50,422 17,991
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 3,624)
-15,077 7,412 591 15,953 -5,068 1,468 2,935 2,156 689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 32.2 2.7 57.3 59.7 84.7 94.6 15.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
64 50 18 59 73 129 135
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 126,059
COMMITMENTS
62,391 8,647 2,113 28,131 98,887 92,635 109,647 33,424 16,412
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,971)
2,493 1,118 366 2,333 -1,848 5,192 -363 -3,221 2,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 6.9 1.7 22.3 78.4 73.5 87.0 26.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
27 11 9 15 15 49 28
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,122
COMMITMENTS
11,914 4,077 0 13,442 18,398 25,356 22,475 5,766 8,647
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 1,089)
425 933 0 1,164 -165 1,589 768 -500 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 13.1 0.0 43.2 59.1 81.5 72.2 18.5 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 9 0 19 15 33 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,986
COMMITMENTS
8,175 9,974 2,911 27,490 18,908 38,576 31,793 6,410 13,193
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 587)
-1,040 -377 1,222 938 657 1,120 1,502 -533 -915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 22.2 6.5 61.1 42.0 85.8 70.7 14.2 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 12 1 22 21 30 33
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 24,479
COMMITMENTS
4,870 392 40 16,421 21,963 21,331 22,395 3,148 2,084
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 644)
131 0 -38 507 414 600 376 44 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 1.6 0.2 67.1 89.7 87.1 91.5 12.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 1 1 15 15 24 17
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 17,664
COMMITMENTS
2,584 480 0 9,628 16,134 12,212 16,614 5,452 1,050
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -73)
-551 -272 0 -473 279 -1,024 7 951 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 2.7 0.0 54.5 91.3 69.1 94.1 30.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 1 0 7 8 13 9
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,778
COMMITMENTS
6,012 885 0 12,158 18,664 18,170 19,549 1,608 229
CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 681)
1,902 40 0 -1,054 935 848 975 -167 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 4.5 0.0 61.5 94.4 91.9 98.8 8.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
16 3 0 7 3 23 6
Updated October 23, 2009