MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,675
COMMITMENTS
2,903 4,303 7,440 22,276 18,994 32,619 30,738 6,056 7,937
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 2,170)
784 -248 492 1,185 1,151 2,461 1,395 -291 774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 11.1 19.2 57.6 49.1 84.3 79.5 15.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
17 13 23 37 31 63 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 193,159
COMMITMENTS
48,638 12,946 44,399 77,833 103,818 170,870 161,163 22,289 31,996
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 671)
570 1,259 -698 2,066 1,614 1,938 2,175 -1,268 -1,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.7 23.0 40.3 53.7 88.5 83.4 11.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
84 49 72 52 58 180 152
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 316,597
COMMITMENTS
99,711 50,689 57,655 133,141 152,307 290,506 260,651 26,091 55,946
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -517)
-1,685 -8,355 2,108 654 5,150 1,077 -1,097 -1,594 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 16.0 18.2 42.1 48.1 91.8 82.3 8.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
111 93 86 96 155 249 299
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,277
COMMITMENTS
4,323 1,247 807 2,509 5,701 7,639 7,754 1,639 1,523
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -656)
-161 310 -448 72 -313 -538 -450 -118 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 13.4 8.7 27.0 61.4 82.3 83.6 17.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
30 18 12 19 34 57 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,354
COMMITMENTS
9,789 11,002 4,549 11,472 5,904 25,809 21,455 6,545 10,899
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -342)
-1,015 -1,112 442 682 453 108 -217 -450 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 34.0 14.1 35.5 18.2 79.8 66.3 20.2 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
38 29 34 45 36 98 90
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,028
COMMITMENTS
2,548 335 120 11,959 18,282 14,627 18,737 4,401 291
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -4,030)
59 -560 -111 -3,882 -3,259 -3,934 -3,930 -96 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 1.8 0.6 62.8 96.1 76.9 98.5 23.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 1 8 11 14 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 89,270
COMMITMENTS
31,638 8,286 3,582 16,027 60,150 51,247 72,019 38,023 17,252
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -30,010)
2,242 4,914 -5,500 -23,412 -23,946 -26,670 -24,532 -3,340 -5,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 9.3 4.0 18.0 67.4 57.4 80.7 42.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
22 11 12 17 25 44 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,996
COMMITMENTS
9,188 13,484 1,750 14,166 9,736 25,104 24,969 11,892 12,027
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 933)
-2,220 2,830 -217 5,774 -2,913 3,337 -300 -2,404 1,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 36.4 4.7 38.3 26.3 67.9 67.5 32.1 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 9 6 7 9 20 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 103,541
COMMITMENTS
78,578 5,571 1,121 17,816 95,073 97,515 101,765 6,026 1,776
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -11,461)
-19,156 -594 876 7,276 -11,946 -11,003 -11,664 -458 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.9 5.4 1.1 17.2 91.8 94.2 98.3 5.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
47 13 3 13 16 61 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 81,906
COMMITMENTS
13,037 38,069 4,480 44,903 17,108 62,420 59,658 19,486 22,248
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 3,924)
-755 934 1,508 2,599 1,644 3,352 4,086 573 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 46.5 5.5 54.8 20.9 76.2 72.8 23.8 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 25 12 15 17 37 50
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 108,361
COMMITMENTS
29,060 27,964 10,611 47,924 44,932 87,595 83,506 20,766 24,855
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 8,054)
-4,504 4,502 2,172 11,781 -1,344 9,449 5,329 -1,395 2,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 25.8 9.8 44.2 41.5 80.8 77.1 19.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
22 32 17 16 17 49 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 175,705
COMMITMENTS
43,123 53,542 27,713 49,704 57,506 120,540 138,761 55,165 36,944
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 15,986)
558 -3,329 7,773 7,259 10,366 15,590 14,810 397 1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 30.5 15.8 28.3 32.7 68.6 79.0 31.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
48 50 44 28 31 99 102
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,372
COMMITMENTS
15,164 5,418 0 1,705 12,386 16,869 17,804 2,503 1,568
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 725)
929 635 0 107 162 1,036 797 -311 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.3 28.0 0.0 8.8 63.9 87.1 91.9 12.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
9 7 0 5 7 14 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,240,556
COMMITMENTS
1060729 317,176 3751111 5578277 6275497 10390116 10343784 850,440 896,772
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 277,645)
7,688 48,598 190,915 163,343 93,840 361,947 333,353 -84,302 -55,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.8 33.4 49.6 55.8 92.4 92.0 7.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
71 51 105 135 131 254 246
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 385,162
COMMITMENTS
23,495 21,455 22,308 241,137 294,752 286,940 338,514 98,222 46,648
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -179,003)
-3,267 -24,200 -18,693 -84,021 -105,314 -105,980 -148,206 -73,023 -30,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 5.6 5.8 62.6 76.5 74.5 87.9 25.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
19 23 26 80 69 116 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,482,019
COMMITMENTS
377,768 296,773 51,537 1854531 1882026 2283836 2230336 198,183 251,683
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,072,528)
-144,228 -10,354 -105,077 -766,824 -670,157 -1016129 -785,588 -56,399 -286,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 12.0 2.1 74.7 75.8 92.0 89.9 8.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
90 82 47 158 163 273 267
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 103,033
COMMITMENTS
14,784 10,441 63 75,730 86,440 90,577 96,944 12,456 6,089
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -17,244)
-5,137 -574 -1 -14,247 -16,800 -19,385 -17,375 2,142 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 10.1 0.1 73.5 83.9 87.9 94.1 12.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 6 1 45 29 58 36
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 9,811
COMMITMENTS
2,518 710 0 3,852 6,717 6,370 7,427 3,441 2,384
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -18,022)
-7,882 140 -220 -6,599 -16,911 -14,701 -16,991 -3,321 -1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 7.2 0.0 39.3 68.5 64.9 75.7 35.1 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 0 9 11 13 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 281,996
COMMITMENTS
111,524 71,506 5,557 138,945 187,957 256,025 265,020 25,970 16,975
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -170,292)
4,060 -32,024 -14,219 -157,735 -112,945 -167,894 -159,188 -2,397 -11,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 25.4 2.0 49.3 66.7 90.8 94.0 9.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
64 43 15 52 69 122 121
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 100,116
COMMITMENTS
48,147 15,599 3,649 22,175 68,838 73,971 88,085 26,145 12,030
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -5,831)
-6,627 1,965 1,775 -995 -9,042 -5,847 -5,302 15 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 15.6 3.6 22.1 68.8 73.9 88.0 26.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
24 15 13 14 17 46 37
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 24,377
COMMITMENTS
7,646 5,023 0 11,175 8,417 18,821 13,440 5,556 10,937
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,473)
-1,917 -1,804 0 582 -279 -1,335 -2,083 -138 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 20.6 0.0 45.8 34.5 77.2 55.1 22.8 44.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 10 0 13 11 24 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 25,361
COMMITMENTS
4,351 5,945 725 11,719 13,083 16,795 19,753 8,566 5,608
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 614)
-2,666 -241 342 1,018 2,763 -1,306 2,864 1,920 -2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 23.4 2.9 46.2 51.6 66.2 77.9 33.8 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 10 2 14 18 22 28
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 26,072
COMMITMENTS
3,795 393 40 20,005 24,413 23,840 24,846 2,232 1,226
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,122)
-307 393 -35 493 -643 151 -285 -1,273 -837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 1.5 0.2 76.7 93.6 91.4 95.3 8.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 1 1 17 18 25 20
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 17,322
COMMITMENTS
1,918 718 0 8,922 15,000 10,840 15,718 6,482 1,604
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -4,547)
-1,247 -1,061 0 -2,712 -3,424 -3,959 -4,485 -588 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 4.1 0.0 51.5 86.6 62.6 90.7 37.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 2 0 9 6 14 8
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,721
COMMITMENTS
3,914 633 0 11,815 16,488 15,729 17,121 1,992 600
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -1,814)
-985 75 -79 -478 -1,752 -1,542 -1,756 -272 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 3.6 0.0 66.7 93.0 88.8 96.6 11.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 4 0 7 1 15 5
Updated December 28, 2009