MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,505
COMMITMENTS
2,119 4,552 6,948 21,091 17,843 30,158 29,342 6,347 7,163
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,883)
676 579 225 1,093 761 1,994 1,565 -111 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 12.5 19.0 57.8 48.9 82.6 80.4 17.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
14 16 19 36 28 59 55
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 192,488
COMMITMENTS
48,068 11,687 45,097 75,767 102,204 168,932 158,988 23,556 33,500
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -19,809)
-755 1,395 -14,591 -1,524 -2,561 -16,870 -15,756 -2,939 -4,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 6.1 23.4 39.4 53.1 87.8 82.6 12.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
86 42 78 51 57 181 151
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 317,114
COMMITMENTS
101,395 59,044 55,546 132,487 147,157 289,429 261,748 27,685 55,365
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,540)
3,877 -2,806 -35 -1,321 4,744 2,520 1,902 -980 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 18.6 17.5 41.8 46.4 91.3 82.5 8.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
104 99 84 98 151 245 297
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,934
COMMITMENTS
4,484 937 1,255 2,438 6,013 8,176 8,205 1,757 1,729
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -645)
-244 -205 -420 -65 -76 -729 -701 84 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 9.4 12.6 24.5 60.5 82.3 82.6 17.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
29 17 16 18 34 58 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,696
COMMITMENTS
10,804 12,114 4,107 10,790 5,451 25,701 21,673 6,996 11,024
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,325)
-889 41 771 1,570 300 1,451 1,112 -126 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 37.1 12.6 33.0 16.7 78.6 66.3 21.4 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
35 36 34 42 34 94 94
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,058
COMMITMENTS
2,489 895 231 15,841 21,541 18,561 22,667 4,497 391
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,246)
-548 681 0 2,505 1,299 1,957 1,980 289 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 3.9 1.0 68.7 93.4 80.5 98.3 19.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 1 11 11 17 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 119,280
COMMITMENTS
29,396 3,372 9,083 39,439 84,097 77,917 96,551 41,363 22,730
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 8,292)
-3,999 -104 5,214 2,874 -867 4,089 4,243 4,202 4,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 2.8 7.6 33.1 70.5 65.3 80.9 34.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
22 10 10 24 26 51 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,063
COMMITMENTS
11,408 10,653 1,967 8,392 12,649 21,767 25,269 14,296 10,794
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -15,406)
-8,589 4,199 594 -6,213 -20,102 -14,208 -15,309 -1,198 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 29.5 5.5 23.3 35.1 60.4 70.1 39.6 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 8 6 7 11 23 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 115,003
COMMITMENTS
97,734 6,165 245 10,540 107,019 108,519 113,429 6,484 1,574
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -57,514)
-15,894 -1,274 -1,696 -39,825 -53,913 -57,415 -56,883 -99 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.0 5.4 0.2 9.2 93.1 94.4 98.6 5.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
46 13 2 13 15 60 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 77,981
COMMITMENTS
13,792 37,135 2,972 42,304 15,464 59,068 55,572 18,913 22,410
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -30,818)
-3,241 3,272 -7,624 -17,995 -26,936 -28,859 -31,288 -1,958 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 47.6 3.8 54.2 19.8 75.7 71.3 24.3 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 22 8 14 16 31 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 100,307
COMMITMENTS
33,564 23,462 8,439 36,143 46,276 78,146 78,177 22,161 22,130
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -33,671)
-15,476 11,404 -428 -17,471 -42,696 -33,376 -31,720 -295 -1,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 23.4 8.4 36.0 46.1 77.9 77.9 22.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
26 25 17 15 18 51 50
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 159,718
COMMITMENTS
42,565 56,872 19,940 42,445 47,140 104,950 123,951 54,768 35,767
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -40,413)
-10,085 4,807 1,538 -36,033 -50,113 -44,580 -43,768 4,166 3,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 35.6 12.5 26.6 29.5 65.7 77.6 34.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
46 41 39 31 30 90 97
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 18,647
COMMITMENTS
14,235 4,783 0 1,598 12,224 15,833 17,007 2,814 1,640
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -4,463)
1,652 -5 0 -5,867 -3,928 -4,215 -3,933 -248 -530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.3 25.7 0.0 8.6 65.6 84.9 91.2 15.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 6 0 4 7 14 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,962,912
COMMITMENTS
1053040 268,579 3560195 5414934 6181657 10028170 10010431 934,742 952,481
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -2,887,800)
-212,822 -89,442 -1449414 -1220106 -1343289 -2882343 -2882145 -5,458 -5,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 2.4 32.5 49.4 56.4 91.5 91.3 8.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
65 53 103 131 128 248 240
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 564,165
COMMITMENTS
26,762 45,654 41,001 325,157 400,066 392,920 486,721 171,245 77,444
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 34,194)
2,195 -901 1,156 19,223 20,192 22,574 20,447 11,620 13,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 8.1 7.3 57.6 70.9 69.6 86.3 30.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
20 36 43 87 74 139 122
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,554,547
COMMITMENTS
521,996 307,127 156,614 2621355 2552183 3299965 3015924 254,582 538,623
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 612,204)
81,459 17,596 19,633 480,337 537,066 581,430 574,296 30,774 37,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 8.6 4.4 73.7 71.8 92.8 84.8 7.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
108 101 90 194 191 354 331
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 120,276
COMMITMENTS
19,921 11,015 64 89,977 103,240 109,962 114,319 10,314 5,957
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 5,878)
1,659 -88 64 8,816 3,381 10,539 3,357 -4,661 2,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 9.2 0.1 74.8 85.8 91.4 95.0 8.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 6 1 52 35 66 41
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,833
COMMITMENTS
10,400 570 220 10,451 23,628 21,071 24,418 6,762 3,415
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 3,587)
-1,436 0 220 2,722 2,016 1,506 2,236 2,081 1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 2.0 0.8 37.5 84.9 75.7 87.7 24.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 2 14 21 21 23
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 452,287
COMMITMENTS
107,464 103,530 19,776 296,679 300,902 423,920 424,208 28,368 28,079
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 94,451)
13,772 2,753 13,289 61,537 70,578 88,598 86,620 5,852 7,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 22.9 4.4 65.6 66.5 93.7 93.8 6.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
62 38 22 83 85 155 136
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 105,947
COMMITMENTS
54,773 13,634 1,874 23,170 77,880 79,817 93,387 26,129 12,560
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -22,855)
4,212 9,655 -4,155 -19,908 -28,073 -19,851 -22,574 -3,004 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 12.9 1.8 21.9 73.5 75.3 88.1 24.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
27 12 10 11 17 44 33
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 25,850
COMMITMENTS
9,563 6,827 0 10,593 8,696 20,156 15,523 5,694 10,327
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -29,146)
-451 869 -1,635 -16,336 -14,654 -18,422 -15,420 -10,724 -13,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 26.4 0.0 41.0 33.6 78.0 60.0 22.0 40.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 12 0 13 12 30 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 24,747
COMMITMENTS
7,017 6,186 383 10,701 10,320 18,101 16,889 6,646 7,858
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -45,538)
-1,706 -3,030 -5,867 -26,504 -24,060 -34,077 -32,957 -11,461 -12,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 25.0 1.5 43.2 41.7 73.1 68.2 26.9 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 10 1 15 15 25 25
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,194
COMMITMENTS
4,102 0 75 19,512 25,056 23,689 25,131 3,505 2,063
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,165)
-504 0 23 1,892 1,284 1,411 1,307 754 858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.0 0.3 71.8 92.1 87.1 92.4 12.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 0 3 15 17 24 20
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 21,869
COMMITMENTS
3,165 1,779 0 11,634 18,424 14,799 20,203 7,070 1,666
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,472)
336 154 0 295 332 631 486 841 986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 8.1 0.0 53.2 84.2 67.7 92.4 32.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 0 10 9 16 12
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,535
COMMITMENTS
4,899 558 79 12,293 18,240 17,271 18,877 2,264 658
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -159)
-242 450 79 510 -526 347 3 -506 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 2.9 0.4 62.9 93.4 88.4 96.6 11.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 2 1 9 3 19 6
Updated December 18, 2009