MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,098
COMMITMENTS
1,643 4,359 7,687 21,233 18,509 30,564 30,555 7,534 7,544
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 593)
-85 -32 137 338 308 389 413 203 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 11.4 20.2 55.7 48.6 80.2 80.2 19.8 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
14 19 18 35 27 58 56
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 207,459
COMMITMENTS
47,980 13,015 54,601 78,384 103,471 180,964 171,087 26,494 36,372
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 8,625)
161 -9,606 4,430 -84 8,160 4,507 2,983 4,118 5,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 6.3 26.3 37.8 49.9 87.2 82.5 12.8 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
85 61 86 52 61 194 168
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,127
COMMITMENTS
96,767 58,826 66,449 141,757 149,210 304,974 274,486 28,153 58,641
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 2,027)
497 1,553 -136 1,765 1,415 2,126 2,832 -99 -805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 17.7 19.9 42.6 44.8 91.5 82.4 8.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
119 99 93 109 153 270 310
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 12,023
COMMITMENTS
4,978 1,578 2,265 2,691 6,226 9,933 10,068 2,090 1,955
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 314)
188 -598 205 -352 506 41 113 273 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 13.1 18.8 22.4 51.8 82.6 83.7 17.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
37 23 18 14 35 63 66
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,727
COMMITMENTS
12,423 12,320 2,636 8,353 4,963 23,413 19,919 6,315 9,809
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,806)
303 710 825 746 -267 1,874 1,267 -68 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 41.4 8.9 28.1 16.7 78.8 67.0 21.2 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
35 35 29 35 28 84 82
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 21,469
COMMITMENTS
4,145 229 216 11,871 19,767 16,232 20,212 5,237 1,257
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,613)
-1,624 105 0 1,948 280 324 385 1,289 1,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 1.1 1.0 55.3 92.1 75.6 94.1 24.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 1 1 10 11 17 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 110,629
COMMITMENTS
35,081 4,318 6,616 24,260 78,270 65,958 89,205 44,671 21,424
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 9,337)
5,321 -368 -116 89 9,753 5,293 9,269 4,044 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 3.9 6.0 21.9 70.8 59.6 80.6 40.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
31 11 15 22 23 57 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 60,045
COMMITMENTS
28,790 4,158 1,839 8,387 45,977 39,016 51,973 21,029 8,072
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 3,056)
2,949 232 131 -1,334 3,841 1,747 4,204 1,310 -1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 6.9 3.1 14.0 76.6 65.0 86.6 35.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 7 7 7 15 26 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 126,095
COMMITMENTS
107,391 6,996 469 12,526 117,186 120,386 124,651 5,709 1,444
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 9,418)
9,317 -1,802 -53 -305 11,674 8,959 9,819 459 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.2 5.5 0.4 9.9 92.9 95.5 98.9 4.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
52 14 4 13 20 66 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 97,103
COMMITMENTS
24,614 34,292 2,878 46,253 37,475 73,746 74,645 23,357 22,458
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,461)
1,067 133 -82 909 -703 1,894 -652 -433 2,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 35.3 3.0 47.6 38.6 75.9 76.9 24.1 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
22 19 11 18 18 45 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 160,568
COMMITMENTS
74,022 16,389 12,372 40,851 105,891 127,245 134,652 33,323 25,916
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 17,788)
8,899 3,098 5,116 971 7,581 14,985 15,795 2,802 1,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 10.2 7.7 25.4 65.9 79.2 83.9 20.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
38 30 18 16 22 65 59
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 208,807
COMMITMENTS
71,362 44,092 23,277 54,390 102,878 149,030 170,246 59,777 38,561
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 3,608)
320 -3,922 1,673 -3,319 4,788 -1,326 2,538 4,934 1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 21.1 11.1 26.0 49.3 71.4 81.5 28.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
54 42 38 33 38 105 100
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,778
COMMITMENTS
13,729 5,626 0 5,906 15,543 19,635 21,169 3,143 1,609
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,139)
-1,401 2,080 0 2,302 -1,399 901 681 238 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 24.7 0.0 25.9 68.2 86.2 92.9 13.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 5 0 11 12 23 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,988,391
COMMITMENTS
1487812 399,585 4993426 6528251 7591089 13009488 12984101 978,903 1004291
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 216,123)
28,079 -4,543 94,100 121,381 126,460 243,560 216,017 -27,437 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 2.9 35.7 46.7 54.3 93.0 92.8 7.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
79 64 116 145 145 286 268
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 515,570
COMMITMENTS
27,568 41,426 40,169 312,537 376,294 380,274 457,889 135,296 57,681
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 12,746)
442 159 5,632 564 6,440 6,638 12,230 6,108 516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 8.0 7.8 60.6 73.0 73.8 88.8 26.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
20 37 38 83 63 134 107
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,830,163
COMMITMENTS
467,204 290,971 127,328 2050501 2008470 2645032 2426769 185,131 403,394
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 29,992)
2,290 12,688 8,641 14,978 4,375 25,909 25,704 4,083 4,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 10.3 4.5 72.5 71.0 93.5 85.7 6.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
100 95 68 171 174 309 299
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 112,103
COMMITMENTS
19,868 11,289 1 80,146 98,593 100,015 109,883 12,087 2,220
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 2,053)
949 -485 -743 1,168 3,512 1,374 2,284 679 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 10.1 0.0 71.5 87.9 89.2 98.0 10.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
14 9 1 52 34 66 44
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 25,920
COMMITMENTS
14,585 570 0 6,860 21,600 21,445 22,170 4,475 3,750
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,128)
2,019 0 0 -728 308 1,291 308 -163 820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 2.2 0.0 26.5 83.3 82.7 85.5 17.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 0 11 19 17 20
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 372,256
COMMITMENTS
117,576 103,207 5,005 221,987 249,152 344,568 357,364 27,689 14,892
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 10,135)
8,031 7,993 -1,782 5,429 3,879 11,678 10,090 -1,543 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 27.7 1.3 59.6 66.9 92.6 96.0 7.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
70 46 17 61 77 141 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,665
COMMITMENTS
55,821 6,726 4,079 32,718 101,123 92,617 111,928 33,048 13,737
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -260)
1,861 -3,118 317 -2,858 1,499 -680 -1,303 420 1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 5.4 3.2 26.0 80.5 73.7 89.1 26.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
31 10 14 14 16 51 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,274
COMMITMENTS
8,909 4,985 55 20,464 17,244 29,428 22,284 5,846 12,990
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,489)
363 316 55 1,329 -291 1,747 80 -258 1,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 14.1 0.2 58.0 48.9 83.4 63.2 16.6 36.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
16 12 1 22 15 39 27
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,315
COMMITMENTS
8,815 8,626 4,271 38,212 26,841 51,298 39,738 8,017 19,577
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 48)
-1,046 -2,940 1,106 -1,414 2,220 -1,354 386 1,402 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 14.5 7.2 64.4 45.3 86.5 67.0 13.5 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 14 1 20 25 29 40
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 25,184
COMMITMENTS
5,080 0 143 16,961 23,864 22,184 24,007 3,000 1,177
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -20)
433 0 51 -367 29 117 80 -137 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 0.0 0.6 67.3 94.8 88.1 95.3 11.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 0 2 16 15 28 17
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 19,500
COMMITMENTS
2,821 1,591 0 10,501 17,262 13,322 18,853 6,178 647
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 21)
-400 263 0 467 111 67 374 -46 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 8.2 0.0 53.9 88.5 68.3 96.7 31.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 2 0 9 9 14 11
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,413
COMMITMENTS
5,602 363 0 11,627 18,706 17,229 19,069 2,184 344
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 359)
195 126 0 -325 319 -130 445 489 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 1.9 0.0 59.9 96.4 88.7 98.2 11.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 3 0 7 4 20 7
Updated December 4, 2009