BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,278
COMMITMENTS
0 218 84 2,713 2,691 2,797 2,992 481 285
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 31)
0 88 9 -17 -120 -8 -23 39 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 2.6 82.8 82.1 85.3 91.3 14.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 2 15 9 17 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| 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
1,447 4,133 8,064 21,124 17,799 30,635 29,995 7,256 7,896
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,420)
249 -343 514 734 771 1,496 941 -76 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 10.9 21.3 55.7 47.0 80.9 79.2 19.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
14 15 21 35 26 62 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 185,246
COMMITMENTS
38,485 35,141 50,571 73,805 67,671 162,862 153,384 22,384 31,862
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 6,669)
3,986 -172 1,024 -527 4,619 4,484 5,471 2,186 1,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 19.0 27.3 39.8 36.5 87.9 82.8 12.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
72 68 82 51 55 179 163
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 326,680
COMMITMENTS
80,086 46,522 82,688 138,001 146,410 300,775 275,620 25,905 51,060
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 3,793)
3,520 -9,189 4,460 -2,783 8,486 5,197 3,758 -1,403 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 14.2 25.3 42.2 44.8 92.1 84.4 7.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
101 91 93 106 156 261 295
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,610
COMMITMENTS
3,756 4,427 808 3,025 2,626 7,589 7,861 2,020 1,748
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 48)
-16 75 42 -5 -18 20 99 27 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 46.1 8.4 31.5 27.3 79.0 81.8 21.0 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
23 26 11 18 20 47 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,126
COMMITMENTS
11,083 9,885 4,346 7,175 4,957 22,605 19,188 6,521 9,937
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 131)
1,005 -212 783 -822 -132 966 439 -835 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 33.9 14.9 24.6 17.0 77.6 65.9 22.4 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
33 35 30 39 30 89 82
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,415
COMMITMENTS
7,607 449 216 8,328 17,893 16,151 18,558 3,264 857
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -652)
-222 110 0 -1,148 -1,306 -1,370 -1,196 718 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 2.3 1.1 42.9 92.2 83.2 95.6 16.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 1 7 11 14 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 112,975
COMMITMENTS
41,703 5,169 6,988 23,356 82,883 72,046 95,039 40,930 17,936
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -9,817)
-11,531 -3,980 2,066 2,465 -6,975 -7,000 -8,890 -2,816 -927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 4.6 6.2 20.7 73.4 63.8 84.1 36.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
33 11 18 23 20 63 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,832
COMMITMENTS
24,031 6,118 1,640 7,583 37,024 33,254 44,782 20,577 9,050
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -3,924)
-5,999 -88 401 3,072 -5,155 -2,527 -4,842 -1,397 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 11.4 3.0 14.1 68.8 61.8 83.2 38.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 8 7 6 12 27 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 90,896
COMMITMENTS
73,654 6,859 89 12,413 80,941 86,156 87,889 4,740 3,007
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 7,366)
9,741 -1,870 -87 -2,025 8,372 7,629 6,415 -263 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.0 7.5 0.1 13.7 89.0 94.8 96.7 5.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
38 12 1 13 16 51 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 103,942
COMMITMENTS
22,606 53,096 3,274 56,822 21,416 82,702 77,785 21,240 26,157
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -6,252)
6,544 -5,938 492 -14,161 2,880 -7,125 -2,565 873 -3,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 51.1 3.1 54.7 20.6 79.6 74.8 20.4 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
19 24 10 19 16 43 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 126,874
COMMITMENTS
36,421 17,847 7,144 58,457 78,670 102,022 103,661 24,853 23,214
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -4,606)
-13,097 302 399 10,855 -5,958 -1,843 -5,257 -2,762 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 14.1 5.6 46.1 62.0 80.4 81.7 19.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
28 31 20 16 18 55 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 193,076
COMMITMENTS
68,180 30,579 20,368 43,796 105,173 132,343 156,119 60,733 36,957
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -1,067)
-9,211 -6,724 2,911 2,642 5,136 -3,658 1,323 2,591 -2,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 15.8 10.5 22.7 54.5 68.5 80.9 31.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
56 34 34 27 34 98 87
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,230
COMMITMENTS
17,613 2,585 0 3,100 20,052 20,713 22,637 3,517 1,593
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -632)
-1,918 212 0 1,220 -1,548 -698 -1,336 66 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.7 10.7 0.0 12.8 82.8 85.5 93.4 14.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 6 0 7 11 24 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,521,381
COMMITMENTS
1134522 383,163 4396313 6059246 6838153 11590080 11617629 931,301 903,752
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 291,832)
-38,885 15,820 125,730 234,108 167,214 320,953 308,763 -29,121 -16,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 3.1 35.1 48.4 54.6 92.6 92.8 7.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
72 66 113 137 140 272 261
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 493,180
COMMITMENTS
29,331 41,294 39,578 302,092 354,008 371,001 434,880 122,180 58,300
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 8,017)
646 2,551 3,429 -6,045 -1,878 -1,969 4,103 9,986 3,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 8.4 8.0 61.3 71.8 75.2 88.2 24.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
27 29 35 80 62 130 103
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,639,454
COMMITMENTS
456,372 323,871 117,492 1870908 1870546 2444772 2311910 194,682 327,545
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 105,154)
26,251 -22,843 24,867 49,064 86,767 100,182 88,790 4,972 16,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 12.3 4.5 70.9 70.9 92.6 87.6 7.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452)
102 101 75 169 172 310 309
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 106,841
COMMITMENTS
17,071 10,411 1,013 73,449 91,542 91,533 102,966 15,308 3,875
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,703)
94 -40 -1,017 920 3,680 -3 2,623 1,706 -920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 9.7 0.9 68.7 85.7 85.7 96.4 14.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
12 8 2 50 32 63 41
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,495
COMMITMENTS
5,706 568 0 9,557 12,617 15,263 13,185 4,232 6,310
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -832)
-1,080 -14 0 196 502 -884 488 52 -1,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 2.9 0.0 49.0 64.7 78.3 67.6 21.7 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 2 0 15 20 22 22
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 335,719
COMMITMENTS
93,836 99,572 7,623 189,000 212,497 290,459 319,692 45,260 16,027
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 5,527)
12,256 -6,684 -1,203 -365 15,378 10,689 7,491 -5,162 -1,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 29.7 2.3 56.3 63.3 86.5 95.2 13.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
58 51 23 60 78 127 144
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,240
COMMITMENTS
59,102 6,410 2,632 24,598 99,041 86,333 108,083 34,907 13,156
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -4,819)
-3,289 -2,237 519 -3,533 154 -6,302 -1,564 1,484 -3,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 5.3 2.2 20.3 81.7 71.2 89.1 28.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
30 11 8 12 14 48 27
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,053
COMMITMENTS
11,427 4,772 0 14,174 18,074 25,601 22,846 6,452 9,207
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 931)
-487 695 0 732 -324 245 371 686 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 14.9 0.0 44.2 56.4 79.9 71.3 20.1 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 9 0 21 17 34 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,333
COMMITMENTS
8,621 11,188 4,535 24,758 18,672 37,914 34,395 6,419 9,938
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -653)
446 1,214 1,624 -2,732 -236 -662 2,602 9 -3,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 25.2 10.2 55.8 42.1 85.5 77.6 14.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 13 1 19 22 27 35
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 24,691
COMMITMENTS
5,251 285 40 16,189 22,911 21,480 23,236 3,211 1,455
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 212)
381 -107 0 -232 948 149 841 63 -629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 1.2 0.2 65.6 92.8 87.0 94.1 13.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 1 1 16 17 27 19
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 17,942
COMMITMENTS
2,539 764 0 9,632 16,393 12,171 17,157 5,771 785
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 278)
-45 284 0 4 259 -41 543 319 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 4.3 0.0 53.7 91.4 67.8 95.6 32.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 6 8 11 10
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,744
COMMITMENTS
6,718 985 0 12,182 19,376 18,900 20,361 1,844 383
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 966)
706 100 0 24 712 730 812 236 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 4.7 0.0 58.7 93.4 91.1 98.2 8.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
16 3 0 7 2 23 5
Updated October 30, 2009