MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,762
COMMITMENTS
2,996 6,351 9,189 29,459 21,208 41,644 36,748 5,118 10,014
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 5,638)
305 630 1,676 3,978 1,655 5,959 3,961 -322 1,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 13.6 19.6 63.0 45.4 89.1 78.6 10.9 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 18 27 36 30 65 65
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 211,994
COMMITMENTS
46,934 13,642 49,107 91,620 115,545 187,661 178,294 24,333 33,700
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -12,261)
-8,266 897 -3,549 512 -8,648 -11,302 -11,300 -959 -961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 6.4 23.2 43.2 54.5 88.5 84.1 11.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
77 47 80 52 60 169 162
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 345,174
COMMITMENTS
118,154 33,877 70,223 130,769 175,205 319,145 279,305 26,028 65,869
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -491)
-926 3,294 730 -412 -3,815 -608 209 117 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 9.8 20.3 37.9 50.8 92.5 80.9 7.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
121 89 113 102 180 283 337
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,814
COMMITMENTS
3,949 944 1,660 2,815 6,129 8,424 8,733 2,389 2,080
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -57)
-119 -203 -210 -140 -106 -469 -519 412 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 8.7 15.4 26.0 56.7 77.9 80.8 22.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
32 16 15 17 31 58 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,924
COMMITMENTS
12,698 4,005 6,115 10,495 9,977 29,308 20,097 5,616 14,828
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -2,860)
-634 -1,054 -1,445 -812 -801 -2,891 -3,300 30 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 11.5 17.5 30.1 28.6 83.9 57.5 16.1 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
42 24 34 34 48 95 95
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 17,743
COMMITMENTS
2,741 548 30 10,419 16,883 13,190 17,461 4,553 282
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -193)
-44 339 0 -142 -572 -186 -233 -7 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.1 0.2 58.7 95.2 74.3 98.4 25.7 1.6
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 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 98,541
COMMITMENTS
25,672 8,463 6,552 25,975 62,422 58,198 77,437 40,343 21,105
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -8,183)
-10,492 50 412 3,942 -11,235 -6,137 -10,773 -2,045 2,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 8.6 6.6 26.4 63.3 59.1 78.6 40.9 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
28 17 13 23 27 58 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 39,460
COMMITMENTS
10,057 12,117 1,845 16,269 11,183 28,171 25,144 11,289 14,316
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 2,548)
-2,107 5,401 220 5,136 -4,218 3,248 1,403 -700 1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 30.7 4.7 41.2 28.3 71.4 63.7 28.6 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 11 5 9 8 23 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 93,185
COMMITMENTS
52,997 10,344 234 33,377 80,211 86,608 90,789 6,577 2,396
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -4,226)
-14,136 1,361 5 9,592 -5,945 -4,539 -4,579 313 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 11.1 0.3 35.8 86.1 92.9 97.4 7.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
42 11 1 16 18 58 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 105,549
COMMITMENTS
14,499 49,392 5,237 65,739 21,770 85,474 76,399 20,075 29,151
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 12,135)
-530 7,018 1,490 9,740 -1,111 10,700 7,397 1,435 4,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 46.8 5.0 62.3 20.6 81.0 72.4 19.0 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 33 11 21 17 44 54
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 129,731
COMMITMENTS
30,084 21,710 9,535 66,435 68,070 106,054 99,315 23,677 30,416
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -3,292)
1,777 -9,400 -105 -3,915 6,435 -2,243 -3,070 -1,049 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 16.7 7.4 51.2 52.5 81.7 76.6 18.3 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 36 28 17 24 64 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 238,531
COMMITMENTS
32,371 70,810 38,204 116,717 76,179 187,292 185,193 51,239 53,338
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 12,046)
-30 2,011 7,109 3,166 471 10,245 9,592 1,801 2,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 29.7 16.0 48.9 31.9 78.5 77.6 21.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
40 66 48 33 38 105 120
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,312
COMMITMENTS
15,251 9,868 0 3,659 9,838 18,910 19,706 2,402 1,606
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -128)
-754 2,334 0 897 -2,792 143 -458 -271 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.6 46.3 0.0 17.2 46.2 88.7 92.5 11.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 12 0 9 10 18 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,061,018
COMMITMENTS
1607828 378,387 4375751 6165335 7322593 12148914 12076730 912,104 984,288
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 324,440)
26,264 74,967 140,468 159,335 122,642 326,066 338,077 -1,626 -13,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.9 33.5 47.2 56.1 93.0 92.5 7.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
70 72 118 136 138 275 267
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 446,531
COMMITMENTS
31,427 63,746 31,620 287,102 297,227 350,148 392,593 96,382 53,937
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 6,476)
2,984 15,559 -168 7,321 -11,158 10,137 4,233 -3,660 2,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 14.3 7.1 64.3 66.6 78.4 87.9 21.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
30 23 28 87 70 131 107
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,877,841
COMMITMENTS
551,847 452,172 86,060 1959317 2014854 2597224 2553086 280,617 324,755
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 76,709)
47,916 49,983 -4,259 -17,166 -8,939 26,491 36,784 50,219 39,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 15.7 3.0 68.1 70.0 90.2 88.7 9.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
96 106 76 170 173 309 313
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,814
COMMITMENTS
10,532 8,690 0 82,908 89,666 93,440 98,356 8,374 3,458
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 240)
-819 -162 0 2,619 -271 1,800 -433 -1,560 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 8.5 0.0 81.4 88.1 91.8 96.6 8.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 3 0 46 31 59 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,836
COMMITMENTS
1,125 7,668 626 17,251 12,596 19,002 20,890 3,834 1,947
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 7,335)
-134 7,007 -0 7,657 971 7,523 7,978 -188 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 33.6 2.7 75.5 55.2 83.2 91.5 16.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 1 11 12 14 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 417,995
COMMITMENTS
119,729 98,566 8,953 258,060 286,264 386,741 393,782 31,253 24,212
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 49,826)
4,677 14,453 -1,018 40,066 28,732 43,724 42,166 6,102 7,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 23.6 2.1 61.7 68.5 92.5 94.2 7.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
67 41 20 74 65 152 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 105,562
COMMITMENTS
46,395 12,871 4,657 25,016 71,757 76,067 89,284 29,495 16,278
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -12,504)
-14,617 -2,588 723 303 -13,692 -13,591 -15,557 1,087 3,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 12.2 4.4 23.7 68.0 72.1 84.6 27.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 15 10 12 15 41 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,096
COMMITMENTS
15,159 12,155 0 17,535 14,055 32,694 26,210 9,402 15,886
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 342)
-217 -1,068 0 -3,237 -1,240 -3,454 -2,308 3,796 2,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 28.9 0.0 41.7 33.4 77.7 62.3 22.3 37.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 13 0 18 16 37 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,480
COMMITMENTS
16,450 5,351 1,391 19,333 34,772 37,174 41,514 9,306 4,966
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 3,630)
1,060 -308 -486 2,028 2,916 2,602 2,122 1,028 1,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 11.5 3.0 41.6 74.8 80.0 89.3 20.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
15 8 2 17 28 33 37
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,913
COMMITMENTS
4,735 0 40 20,514 26,647 25,289 26,687 2,624 1,226
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -423)
-707 0 0 36 -387 -671 -387 248 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 0.0 0.1 73.5 95.5 90.6 95.6 9.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 0 1 16 18 26 19
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 19,851
COMMITMENTS
3,928 1,185 82 9,941 17,284 13,951 18,551 5,900 1,300
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: -8)
156 265 42 -31 -336 167 -29 -175 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 6.0 0.4 50.1 87.1 70.3 93.5 29.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 3 1 10 8 19 12
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 18,556
COMMITMENTS
4,028 1,651 85 13,096 15,988 17,209 17,724 1,347 832
CHANGES FROM 01/26/10 (CHANGE IN OPEN INTEREST: 1,180)
-95 1,333 64 2,071 -563 2,040 834 -860 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 8.9 0.5 70.6 86.2 92.7 95.5 7.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 6 1 8 2 18 8
Updated February 5, 2010