MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,184
COMMITMENTS
2,876 4,797 6,377 21,134 17,132 30,387 28,305 5,798 7,879
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -4,144)
-200 141 -1,027 -2,668 -2,734 -3,895 -3,619 -249 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 13.3 17.6 58.4 47.3 84.0 78.2 16.0 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 18 23 31 26 56 56
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 209,264
COMMITMENTS
53,339 14,048 49,301 81,380 112,859 184,020 176,208 25,244 33,056
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 10,211)
3,109 419 2,640 2,580 7,585 8,328 10,643 1,883 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 6.7 23.6 38.9 53.9 87.9 84.2 12.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
88 52 82 53 58 194 159
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 320,947
COMMITMENTS
108,080 42,461 63,673 129,623 163,262 301,376 269,396 19,571 51,551
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -2,401)
2,619 -7,137 3,469 -1,967 7,982 4,121 4,314 -6,521 -6,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 13.2 19.8 40.4 50.9 93.9 83.9 6.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
123 83 95 98 162 269 301
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,830
COMMITMENTS
4,303 1,754 509 2,654 4,761 7,466 7,024 1,364 1,806
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -408)
11 167 -167 129 -432 -27 -432 -382 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 19.9 5.8 30.1 53.9 84.6 79.5 15.4 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 18 8 19 27 51 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,968
COMMITMENTS
10,570 8,379 5,190 11,183 7,135 26,943 20,704 5,024 11,264
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -278)
792 -1,685 531 -334 868 989 -286 -1,267 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 26.2 16.2 35.0 22.3 84.3 64.8 15.7 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
39 29 32 41 40 97 92
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 18,346
COMMITMENTS
2,546 383 120 11,289 17,473 13,955 17,976 4,391 370
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 81)
-2 24 0 0 -110 -2 -86 83 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 2.1 0.7 61.5 95.2 76.1 98.0 23.9 2.0
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 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 119,384
COMMITMENTS
51,968 11,150 4,341 17,211 85,038 73,520 100,529 45,864 18,855
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 7,630)
1,312 1,152 374 1,337 4,800 3,022 6,326 4,607 1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 9.3 3.6 14.4 71.2 61.6 84.2 38.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
28 11 14 20 26 54 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 37,994
COMMITMENTS
12,525 15,090 1,817 11,819 10,224 26,161 27,131 11,833 10,862
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -2,743)
2,143 -2,116 115 -6,423 1,219 -4,165 -782 1,422 -1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 39.7 4.8 31.1 26.9 68.9 71.4 31.1 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 9 6 9 10 24 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 96,770
COMMITMENTS
69,341 7,344 255 21,314 87,103 90,910 94,702 5,860 2,068
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 41)
-1,051 1,593 -10 1,182 -778 121 805 -80 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.7 7.6 0.3 22.0 90.0 93.9 97.9 6.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
44 15 2 14 13 59 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 101,524
COMMITMENTS
17,068 51,570 4,899 61,531 16,309 83,497 72,778 18,026 28,746
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 8,419)
-706 3,730 129 11,529 514 10,952 4,373 -2,533 4,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 50.8 4.8 60.6 16.1 82.2 71.7 17.8 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
15 33 11 18 15 39 53
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 120,331
COMMITMENTS
20,207 35,332 11,920 70,993 44,861 103,120 92,113 17,211 28,218
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 9,921)
668 2,862 1,082 9,725 3,851 11,475 7,796 -1,554 2,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 29.4 9.9 59.0 37.3 85.7 76.5 14.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
27 35 25 17 19 60 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 196,272
COMMITMENTS
37,341 69,865 30,332 80,486 55,516 148,158 155,713 48,114 40,559
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 12,510)
2,962 4,931 1,040 9,009 4,553 13,011 10,523 -501 1,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 35.6 15.5 41.0 28.3 75.5 79.3 24.5 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
47 57 49 33 30 107 109
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,053
COMMITMENTS
18,106 5,133 0 1,457 16,490 19,563 21,623 3,490 1,430
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 4,160)
4,234 66 0 -571 3,886 3,663 3,952 497 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.5 22.3 0.0 6.3 71.5 84.9 93.8 15.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 6 0 5 10 17 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,341,503
COMMITMENTS
965,341 355,818 3816396 5709327 6250103 10491065 10422317 850,438 919,186
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 241,152)
59,184 15,401 71,893 93,380 156,291 224,457 243,585 16,695 -2,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 3.1 33.6 50.3 55.1 92.5 91.9 7.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
65 57 107 137 135 256 252
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 397,034
COMMITMENTS
28,885 23,963 24,824 246,857 299,581 300,566 348,368 96,468 48,666
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 7,104)
-3,439 1,263 2,129 6,477 -1,249 5,168 2,143 1,936 4,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.0 6.3 62.2 75.5 75.7 87.7 24.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
21 27 29 84 67 126 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,537,496
COMMITMENTS
375,645 283,926 71,273 1887837 1930714 2334755 2285913 202,740 251,583
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 20,731)
-1,080 -24,820 14,082 -2,770 27,472 10,231 16,733 10,499 3,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 11.2 2.8 74.4 76.1 92.0 90.1 8.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
94 85 56 162 167 286 278
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 103,056
COMMITMENTS
10,730 9,916 0 78,638 87,003 89,368 96,919 13,688 6,137
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 456)
-65 -509 0 -843 716 -908 207 1,364 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 9.6 0.0 76.3 84.4 86.7 94.0 13.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 4 0 42 32 54 36
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 12,661
COMMITMENTS
5,171 0 0 3,852 9,834 9,023 9,834 3,638 2,827
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 2,258)
2,012 -218 0 -2 1,784 2,010 1,566 248 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 0.0 0.0 30.4 77.7 71.3 77.7 28.7 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 0 0 9 12 14 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 320,875
COMMITMENTS
128,436 74,465 5,515 158,016 226,188 291,968 306,168 28,907 14,707
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 17,012)
4,805 761 -442 10,497 17,595 14,860 17,914 2,152 -902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 23.2 1.7 49.2 70.5 91.0 95.4 9.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
73 40 19 58 76 139 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,953
COMMITMENTS
62,682 14,817 2,989 22,014 85,275 87,685 103,080 27,269 11,873
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 10,936)
9,269 -1,692 -377 568 12,731 9,460 10,663 1,476 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.5 12.9 2.6 19.2 74.2 76.3 89.7 23.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
28 14 13 12 19 47 39
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,094
COMMITMENTS
12,211 10,268 0 17,352 11,259 29,563 21,527 6,531 14,567
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 11,292)
4,537 4,764 0 5,770 2,688 10,307 7,452 985 3,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 28.4 0.0 48.1 31.2 81.9 59.6 18.1 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 13 0 13 16 26 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 29,857
COMMITMENTS
10,161 5,651 711 12,396 17,873 23,268 24,235 6,589 5,622
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 2,825)
6,485 -144 -96 708 2,836 7,097 2,596 -4,272 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 18.9 2.4 41.5 59.9 77.9 81.2 22.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 9 2 17 24 32 34
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 26,327
COMMITMENTS
4,246 0 40 19,392 24,787 23,678 24,827 2,649 1,500
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -696)
259 -278 0 -1,221 -675 -962 -953 266 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 0.0 0.2 73.7 94.2 89.9 94.3 10.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 0 1 15 18 24 19
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 19,751
COMMITMENTS
3,790 920 0 9,580 17,712 13,370 18,632 6,381 1,119
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 1,519)
1,646 -239 0 263 2,224 1,909 1,985 -390 -466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 4.7 0.0 48.5 89.7 67.7 94.3 32.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 2 0 9 8 16 10
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/05/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,102
COMMITMENTS
5,382 526 53 11,522 18,079 16,957 18,658 2,145 444
CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 772)
849 186 53 -286 554 616 793 156 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 2.8 0.3 60.3 94.6 88.8 97.7 11.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 4 2 8 2 20 7
Updated January 8, 2010