MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,622
COMMITMENTS
1,443 3,973 6,723 19,998 17,081 28,164 27,777 6,458 6,845
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -3,476)
-200 -386 -964 -1,236 -1,427 -2,400 -2,777 -1,077 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 11.5 19.4 57.8 49.3 81.3 80.2 18.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
12 17 17 35 28 55 55
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 212,297
COMMITMENTS
48,823 10,292 59,688 77,291 104,765 185,802 174,745 26,495 37,552
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 4,838)
843 -2,723 5,087 -1,093 1,294 4,837 3,658 1 1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 4.8 28.1 36.4 49.3 87.5 82.3 12.5 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
93 52 90 51 58 195 164
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 315,573
COMMITMENTS
97,519 61,850 55,582 133,808 142,414 286,908 259,846 28,665 55,727
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -17,553)
752 3,025 -10,868 -7,949 -6,797 -18,065 -14,640 512 -2,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 19.6 17.6 42.4 45.1 90.9 82.3 9.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
112 94 84 105 148 253 297
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,578
COMMITMENTS
4,728 1,142 1,675 2,503 6,090 8,906 8,906 1,673 1,672
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,445)
-250 -436 -590 -188 -136 -1,028 -1,162 -417 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 10.8 15.8 23.7 57.6 84.2 84.2 15.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 23 16 15 36 60 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,371
COMMITMENTS
11,693 12,074 3,336 9,220 5,151 24,250 20,561 7,122 10,810
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 1,644)
-730 -246 700 867 189 837 642 807 1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 38.5 10.6 29.4 16.4 77.3 65.5 22.7 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
32 39 29 34 35 81 89
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,812
COMMITMENTS
3,037 214 231 13,336 20,242 16,604 20,687 4,208 125
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -657)
-1,108 -15 15 1,465 475 372 475 -1,029 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 1.0 1.1 64.1 97.3 79.8 99.4 20.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 1 1 10 11 18 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 110,989
COMMITMENTS
33,395 3,476 3,869 36,565 84,964 73,828 92,308 37,161 18,681
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 360)
-1,687 -843 -2,748 12,305 6,694 7,871 3,103 -7,511 -2,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 3.1 3.5 32.9 76.6 66.5 83.2 33.5 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
25 10 12 24 23 55 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,469
COMMITMENTS
19,997 6,454 1,373 14,605 32,751 35,975 40,578 15,494 10,891
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -8,576)
-8,794 2,296 -466 6,218 -13,225 -3,041 -11,395 -5,534 2,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 12.5 2.7 28.4 63.6 69.9 78.8 30.1 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 5 6 14 15 31 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 172,517
COMMITMENTS
113,628 7,439 1,941 50,365 160,932 165,934 170,312 6,583 2,205
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 46,421)
6,237 444 1,471 37,839 43,746 45,547 45,661 874 760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.9 4.3 1.1 29.2 93.3 96.2 98.7 3.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
48 17 6 14 21 67 42
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 108,799
COMMITMENTS
17,032 33,863 10,596 60,299 42,400 87,928 86,860 20,871 21,939
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 11,696)
-7,582 -429 7,718 14,046 4,925 14,182 12,215 -2,486 -519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 31.1 9.7 55.4 39.0 80.8 79.8 19.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
15 19 10 19 19 41 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 133,978
COMMITMENTS
49,040 12,058 8,867 53,615 88,972 111,522 109,897 22,456 24,081
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -26,590)
-24,982 -4,331 -3,505 12,764 -16,919 -15,723 -24,755 -10,867 -1,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 9.0 6.6 40.0 66.4 83.2 82.0 16.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
26 21 19 22 24 60 53
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 200,131
COMMITMENTS
52,650 52,064 18,402 78,478 97,253 149,530 167,719 50,602 32,413
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -8,676)
-18,713 7,973 -4,875 24,088 -5,625 500 -2,528 -9,175 -6,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 26.0 9.2 39.2 48.6 74.7 83.8 25.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
47 39 38 35 37 99 98
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,110
COMMITMENTS
12,583 4,788 0 7,465 16,152 20,048 20,940 3,062 2,170
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 332)
-1,146 -838 0 1,559 609 413 -229 -81 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 20.7 0.0 32.3 69.9 86.8 90.6 13.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 6 0 11 12 22 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,850,712
COMMITMENTS
1265863 358,021 5009609 6635040 7524946 12910512 12892576 940,200 958,137
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -137,679)
-221,949 -41,565 16,183 106,790 -66,143 -98,976 -91,525 -38,703 -46,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.6 36.2 47.9 54.3 93.2 93.1 6.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
70 68 119 149 149 285 276
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 529,971
COMMITMENTS
24,567 46,555 39,845 305,934 379,874 370,346 466,274 159,625 63,697
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 14,401)
-3,001 5,130 -324 -6,603 3,580 -9,928 8,386 24,329 6,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 8.8 7.5 57.7 71.7 69.9 88.0 30.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
22 32 37 86 66 135 108
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,942,343
COMMITMENTS
440,537 289,531 136,980 2141018 2015117 2718535 2441628 223,808 500,715
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 112,180)
-26,666 -1,440 9,653 90,517 6,647 73,503 14,860 38,677 97,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 9.8 4.7 72.8 68.5 92.4 83.0 7.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
100 88 74 177 181 315 305
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 114,398
COMMITMENTS
18,262 11,103 0 81,161 99,859 99,423 110,962 14,974 3,436
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 2,295)
-1,606 -186 -1 1,015 1,266 -592 1,079 2,887 1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 9.7 0.0 70.9 87.3 86.9 97.0 13.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
12 9 0 48 35 60 44
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,246
COMMITMENTS
11,836 570 0 7,729 21,612 19,565 22,182 4,681 2,064
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -1,674)
-2,749 0 0 869 12 -1,880 12 206 -1,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.8 2.4 0.0 31.9 89.1 80.7 91.5 19.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 1 0 12 20 18 21
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 357,837
COMMITMENTS
93,692 100,777 6,487 235,142 230,323 335,321 337,588 22,515 20,249
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -14,419)
-23,884 -2,430 1,482 13,155 -18,828 -9,246 -19,776 -5,173 5,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 28.2 1.8 65.7 64.4 93.7 94.3 6.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
63 45 22 66 71 140 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,802
COMMITMENTS
50,561 3,979 6,029 43,078 105,953 99,669 115,961 29,133 12,841
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 3,136)
-5,259 -2,747 1,949 10,361 4,830 7,051 4,032 -3,915 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 3.1 4.7 33.4 82.3 77.4 90.0 22.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
27 6 11 16 15 48 28
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,995
COMMITMENTS
10,014 5,957 1,635 26,928 23,350 38,577 30,942 16,418 24,053
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 19,721)
1,105 972 1,580 6,464 6,106 9,149 8,658 10,572 11,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 10.8 3.0 49.0 42.5 70.1 56.3 29.9 43.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 14 4 24 20 41 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,285
COMMITMENTS
8,723 9,216 6,250 37,205 34,380 52,178 49,846 18,107 20,439
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 10,970)
-92 590 1,979 -1,007 7,539 880 10,108 10,090 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 13.1 8.9 52.9 48.9 74.2 70.9 25.8 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
13 12 7 21 31 36 48
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 25,029
COMMITMENTS
4,606 0 52 17,620 23,772 22,278 23,824 2,751 1,205
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: -155)
-474 0 -91 659 -92 94 -183 -249 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 0.0 0.2 70.4 95.0 89.0 95.2 11.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 0 2 17 16 27 18
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 20,397
COMMITMENTS
2,829 1,625 0 11,339 18,092 14,168 19,717 6,229 680
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 897)
8 34 0 838 830 846 864 51 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 8.0 0.0 55.6 88.7 69.5 96.7 30.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 2 0 9 8 15 10
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,694
COMMITMENTS
5,141 108 0 11,783 18,766 16,924 18,874 2,770 820
CHANGES FROM 12/01/09 (CHANGE IN OPEN INTEREST: 281)
-461 -255 0 156 60 -305 -195 586 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 0.5 0.0 59.8 95.3 85.9 95.8 14.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 1 0 7 3 19 4
Updated December 11, 2009