MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,073
COMMITMENTS
1,525 5,624 10,210 29,409 19,656 41,144 35,490 4,930 10,583
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 2,771)
-413 198 1,236 1,572 796 2,395 2,230 375 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 12.2 22.2 63.8 42.7 89.3 77.0 10.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
11 22 24 37 29 63 61
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 197,616
COMMITMENTS
48,398 15,762 42,430 85,393 108,074 176,222 166,266 21,394 31,350
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -3,655)
610 -1,450 -737 -2,363 -1,175 -2,491 -3,362 -1,164 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 8.0 21.5 43.2 54.7 89.2 84.1 10.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
77 60 83 45 49 169 157
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 367,021
COMMITMENTS
120,270 20,204 89,807 130,197 185,103 340,274 295,114 26,747 71,907
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 18,273)
-1,223 -4,470 16,338 2,382 5,508 17,496 17,375 776 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 5.5 24.5 35.5 50.4 92.7 80.4 7.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
133 75 119 94 177 295 318
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,329
COMMITMENTS
4,272 545 1,309 2,617 6,574 8,198 8,428 2,131 1,901
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -751)
78 -69 -476 -21 -118 -420 -663 -331 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 5.3 12.7 25.3 63.6 79.4 81.6 20.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
32 15 13 20 28 60 50
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,070
COMMITMENTS
14,914 3,638 7,361 11,561 12,814 33,836 23,813 6,234 16,257
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 3,606)
1,251 61 1,210 548 1,509 3,010 2,780 597 826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 9.1 18.4 28.9 32.0 84.4 59.4 15.6 40.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
46 26 34 39 53 105 98
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 18,781
COMMITMENTS
2,696 450 30 11,003 17,983 13,729 18,463 5,052 318
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,045)
314 -220 0 665 1,302 979 1,082 66 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 2.4 0.2 58.6 95.8 73.1 98.3 26.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 2 1 10 11 17 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 116,809
COMMITMENTS
42,133 10,279 6,846 23,489 80,490 72,468 97,615 44,341 19,194
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 8,550)
5,740 -467 268 350 8,462 6,358 8,263 2,192 287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 8.8 5.9 20.1 68.9 62.0 83.6 38.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
29 13 14 19 29 54 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,031
COMMITMENTS
11,821 20,803 2,328 24,566 11,064 38,715 34,195 10,316 14,836
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 4,983)
1,396 5,520 221 4,392 -1,881 6,009 3,860 -1,026 1,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 42.4 4.7 50.1 22.6 79.0 69.7 21.0 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 12 5 10 11 21 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 101,033
COMMITMENTS
67,846 10,499 417 26,853 88,461 95,116 99,377 5,917 1,656
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 11,858)
24,417 1,539 -299 -12,538 10,640 11,580 11,880 278 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 10.4 0.4 26.6 87.6 94.1 98.4 5.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
36 17 2 18 22 55 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 141,982
COMMITMENTS
14,812 80,078 7,868 100,352 18,162 123,032 106,108 18,950 35,874
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 10,791)
-33 7,887 2,289 8,185 -1,042 10,440 9,134 351 1,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 56.4 5.5 70.7 12.8 86.7 74.7 13.3 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
14 42 12 18 18 39 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 136,265
COMMITMENTS
30,243 27,164 8,673 72,756 68,242 111,672 104,078 24,593 32,187
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 5,717)
-5,252 6,197 1,842 10,342 -4,429 6,931 3,610 -1,214 2,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 19.9 6.4 53.4 50.1 82.0 76.4 18.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
25 37 25 18 24 62 67
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 273,086
COMMITMENTS
33,983 100,117 49,711 143,610 70,585 227,304 220,413 45,782 52,673
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 26,129)
1,117 11,067 9,676 17,216 4,842 28,010 25,586 -1,881 543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 36.7 18.2 52.6 25.8 83.2 80.7 16.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
48 63 52 36 38 110 127
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,201
COMMITMENTS
14,641 8,249 0 3,676 10,223 18,317 18,472 1,884 1,729
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 522)
118 1,161 0 296 -143 414 1,018 108 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.5 40.8 0.0 18.2 50.6 90.7 91.4 9.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 9 0 7 9 19 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,293,087
COMMITMENTS
1532657 386,020 4565818 6342196 7393790 12440671 12345629 852,416 947,458
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 109,886)
-52,015 -63,156 71,577 193,973 167,270 213,535 175,691 -103,649 -65,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 2.9 34.3 47.7 55.6 93.6 92.9 6.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
74 74 118 141 147 284 276
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 476,553
COMMITMENTS
25,722 95,106 29,632 310,304 297,369 365,657 422,107 110,895 54,446
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -8,811)
-692 4,250 -7,540 -7,448 -5,168 -15,681 -8,458 6,870 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 20.0 6.2 65.1 62.4 76.7 88.6 23.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
26 22 29 81 65 122 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,980,353
COMMITMENTS
701,579 464,121 77,834 2023056 2093241 2802469 2635195 177,884 345,158
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -35,493)
18,379 5,545 -14,553 -9,029 -43,484 -5,204 -52,492 -30,290 16,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 15.6 2.6 67.9 70.2 94.0 88.4 6.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
94 109 66 170 177 300 317
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,925
COMMITMENTS
12,476 8,688 0 80,169 89,320 92,645 98,008 8,280 2,917
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -887)
3,835 0 -393 -5,074 74 -1,632 -319 745 -568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 8.6 0.0 79.4 88.5 91.8 97.1 8.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 3 0 46 32 59 35
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 32,770
COMMITMENTS
756 12,430 696 27,089 17,429 28,541 30,555 4,229 2,215
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 2,035)
-369 1,991 -0 2,359 -156 1,990 1,835 45 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 37.9 2.1 82.7 53.2 87.1 93.2 12.9 6.8
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 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 417,873
COMMITMENTS
143,100 104,025 4,881 252,018 288,172 399,999 397,077 17,874 20,796
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 13,523)
23,387 2,387 -1,833 -7,746 17,122 13,807 17,675 -283 -4,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 24.9 1.2 60.3 69.0 95.7 95.0 4.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
62 54 21 67 70 141 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 116,927
COMMITMENTS
52,645 12,964 5,777 28,242 81,035 86,665 99,776 30,262 17,151
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 11,049)
9,261 -2,590 155 -3,009 14,439 6,408 12,004 4,641 -955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 11.1 4.9 24.2 69.3 74.1 85.3 25.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
30 16 14 11 16 50 37
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,651
COMMITMENTS
15,499 9,296 0 16,433 17,266 31,932 26,562 8,719 14,089
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,206)
-52 -1,484 0 169 2,477 117 993 1,089 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 22.9 0.0 40.4 42.5 78.6 65.3 21.4 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 13 0 19 17 35 30
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,955
COMMITMENTS
10,179 6,011 1,032 25,240 37,255 36,451 44,298 13,504 5,657
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -1,533)
-5,678 181 727 3,190 -2,737 -1,761 -1,829 228 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 12.0 2.1 50.5 74.6 73.0 88.7 27.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 8 2 17 24 33 33
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 28,359
COMMITMENTS
3,829 264 40 21,334 26,419 25,203 26,723 3,156 1,636
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 836)
157 264 0 -57 659 100 923 736 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.9 0.1 75.2 93.2 88.9 94.2 11.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 1 1 14 16 22 18
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 20,561
COMMITMENTS
3,513 1,663 98 10,610 17,175 14,221 18,936 6,340 1,625
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -440)
-183 -561 -50 -212 -83 -445 -694 5 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 8.1 0.5 51.6 83.5 69.2 92.1 30.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 4 1 9 6 16 11
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,244
COMMITMENTS
3,170 1,264 1 10,713 12,889 13,884 14,154 1,360 1,090
CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -3,379)
-782 412 -290 -2,181 -3,219 -3,253 -3,097 -126 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 8.3 0.0 70.3 84.6 91.1 92.8 8.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 4 1 7 3 16 7
Updated February 26, 2010