MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,686
COMMITMENTS
1,987 5,853 8,264 26,991 18,351 37,242 32,468 4,444 9,217
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -5,076)
-1,009 -498 -924 -2,468 -2,857 -4,402 -4,280 -675 -796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 14.0 19.8 64.7 44.0 89.3 77.9 10.7 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
13 20 22 37 30 61 61
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 210,416
COMMITMENTS
47,259 15,861 48,201 89,781 112,239 185,240 176,302 25,176 34,115
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,577)
325 2,220 -906 -1,839 -3,306 -2,420 -1,992 843 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 7.5 22.9 42.7 53.3 88.0 83.8 12.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
73 59 80 52 58 170 166
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 335,063
COMMITMENTS
117,598 29,852 63,999 127,944 172,950 309,541 266,802 25,521 68,261
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -10,111)
-555 -4,025 -6,224 -2,825 -2,254 -9,604 -12,503 -507 2,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 8.9 19.1 38.2 51.6 92.4 79.6 7.6 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
128 80 103 97 172 283 310
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,805
COMMITMENTS
3,890 702 1,692 2,748 6,431 8,329 8,824 2,476 1,981
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -8)
-58 -242 31 -68 302 -95 90 87 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 6.5 15.7 25.4 59.5 77.1 81.7 22.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
31 11 19 17 27 60 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,204
COMMITMENTS
12,986 3,800 4,886 9,871 10,030 27,743 18,716 5,461 14,488
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,720)
288 -205 -1,229 -624 53 -1,565 -1,381 -155 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 11.4 14.7 29.7 30.2 83.6 56.4 16.4 43.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
43 28 32 37 46 99 93
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 17,289
COMMITMENTS
2,572 431 30 10,061 16,382 12,663 16,843 4,626 446
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -454)
-169 -117 0 -358 -501 -527 -618 73 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 2.5 0.2 58.2 94.8 73.2 97.4 26.8 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 1 8 10 14 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 97,508
COMMITMENTS
25,954 14,652 5,205 27,059 57,417 58,218 77,274 39,290 20,233
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,034)
282 6,190 -1,347 1,084 -5,005 19 -162 -1,053 -871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 15.0 5.3 27.8 58.9 59.7 79.2 40.3 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
25 21 16 21 28 56 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,184
COMMITMENTS
8,873 15,980 1,806 22,682 10,419 33,361 28,205 11,822 16,979
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 5,724)
-1,184 3,863 -38 6,412 -764 5,190 3,061 533 2,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 35.4 4.0 50.2 23.1 73.8 62.4 26.2 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 12 5 11 10 23 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 85,921
COMMITMENTS
42,328 10,054 234 38,120 73,092 80,682 83,380 5,239 2,541
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -7,264)
-10,669 -290 0 4,743 -7,119 -5,926 -7,409 -1,338 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 11.7 0.3 44.4 85.1 93.9 97.0 6.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
30 16 1 16 19 46 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 128,019
COMMITMENTS
14,711 68,817 5,605 86,944 21,029 107,260 95,451 20,758 32,567
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 22,469)
211 19,425 369 21,206 -741 21,786 19,053 683 3,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 53.8 4.4 67.9 16.4 83.8 74.6 16.2 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 40 11 20 18 42 62
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 131,457
COMMITMENTS
41,175 18,159 6,969 55,707 75,625 103,851 100,753 27,606 30,704
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,726)
11,091 -3,551 -2,566 -10,728 7,555 -2,203 1,438 3,929 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 13.8 5.3 42.4 57.5 79.0 76.6 21.0 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
31 25 19 18 25 61 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 243,407
COMMITMENTS
35,198 89,594 34,098 126,035 65,348 195,331 189,039 48,076 54,367
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 4,876)
2,827 18,784 -4,106 9,318 -10,831 8,039 3,846 -3,163 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 36.8 14.0 51.8 26.8 80.2 77.7 19.8 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
41 62 43 30 36 96 116
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,171
COMMITMENTS
14,359 9,636 0 3,988 8,734 18,347 18,370 1,824 1,801
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,141)
-892 -232 0 329 -1,104 -563 -1,336 -578 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.2 47.8 0.0 19.8 43.3 91.0 91.1 9.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 11 0 8 9 18 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,268,439
COMMITMENTS
1570897 384,880 4548225 6228913 7318638 12348035 12251743 920,404 1016696
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 207,421)
-36,932 6,494 172,475 63,578 -3,955 199,121 175,013 8,300 32,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.9 34.3 46.9 55.2 93.1 92.3 6.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
72 75 120 138 141 281 272
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 491,127
COMMITMENTS
27,068 86,529 39,233 314,092 308,334 380,393 434,096 110,733 57,030
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 44,596)
-4,359 22,783 7,614 26,990 11,106 30,245 41,503 14,351 3,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 17.6 8.0 64.0 62.8 77.5 88.4 22.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
31 22 32 85 70 130 110
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,036,790
COMMITMENTS
666,046 427,842 95,680 2008630 2128420 2770356 2651943 266,434 384,847
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 158,950)
114,199 -24,330 9,620 49,313 113,567 173,132 98,857 -14,182 60,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 14.1 3.2 66.1 70.1 91.2 87.3 8.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 464)
99 106 74 177 185 312 330
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,046
COMMITMENTS
8,895 8,688 669 87,900 92,196 97,464 101,553 7,582 3,493
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 3,232)
-1,637 -2 669 4,992 2,529 4,024 3,196 -793 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 8.3 0.6 83.7 87.8 92.8 96.7 7.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 3 1 48 29 60 33
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 28,370
COMMITMENTS
1,125 9,690 696 22,818 16,098 24,639 26,484 3,731 1,886
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 5,533)
0 2,022 70 5,567 3,502 5,637 5,594 -104 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 34.2 2.5 80.4 56.7 86.9 93.4 13.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 1 13 11 16 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 394,157
COMMITMENTS
103,151 87,515 13,488 258,578 271,442 375,216 372,445 18,941 21,713
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -23,838)
-16,578 -11,051 4,536 517 -14,822 -11,525 -21,338 -12,313 -2,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 22.2 3.4 65.6 68.9 95.2 94.5 4.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
61 43 20 70 64 140 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 106,498
COMMITMENTS
43,969 16,111 4,908 31,899 65,411 80,776 86,430 25,722 20,069
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 936)
-2,426 3,239 251 6,883 -6,346 4,709 -2,855 -3,772 3,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 15.1 4.6 30.0 61.4 75.8 81.2 24.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 19 12 11 14 40 39
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,461
COMMITMENTS
15,731 11,680 0 16,348 13,501 32,079 25,181 7,382 14,280
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -2,635)
572 -475 0 -1,187 -554 -615 -1,029 -2,020 -1,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 29.6 0.0 41.4 34.2 81.3 63.8 18.7 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 12 0 17 16 33 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,361
COMMITMENTS
15,556 3,569 1,864 21,038 39,339 38,458 44,772 12,903 6,589
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 4,881)
-894 -1,782 473 1,705 4,567 1,284 3,258 3,597 1,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 6.9 3.6 41.0 76.6 74.9 87.2 25.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 6 3 17 27 34 34
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 29,386
COMMITMENTS
5,418 0 40 20,975 28,086 26,433 28,126 2,953 1,260
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 1,473)
683 0 0 461 1,439 1,144 1,439 329 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 0.0 0.1 71.4 95.6 90.0 95.7 10.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 0 1 16 15 27 16
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 20,117
COMMITMENTS
3,925 1,842 87 10,587 16,793 14,599 18,722 5,518 1,395
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 266)
-3 657 5 646 -491 648 171 -382 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 9.2 0.4 52.6 83.5 72.6 93.1 27.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 5 1 11 7 20 13
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 18,762
COMMITMENTS
4,208 1,238 223 12,870 16,031 17,301 17,492 1,461 1,270
CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 206)
180 -413 138 -226 43 92 -232 114 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 6.6 1.2 68.6 85.4 92.2 93.2 7.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 5 3 8 3 18 11
Updated February 7, 2010