MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,132
COMMITMENTS
1,287 3,602 1,281 14,415 13,629 16,983 18,512 5,149 3,620
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,894)
-339 -1,356 -208 -1,924 -219 -2,471 -1,783 -423 -1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 16.3 5.8 65.1 61.6 76.7 83.6 23.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
12 12 12 25 22 44 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 161,003
COMMITMENTS
42,009 38,662 30,122 69,695 67,009 141,826 135,793 19,177 25,210
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 3,206)
4,778 -5,764 1,426 -1,318 9,226 4,886 4,888 -1,680 -1,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 24.0 18.7 43.3 41.6 88.1 84.3 11.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
73 60 76 35 53 166 156
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,141
COMMITMENTS
79,199 56,273 47,523 119,448 120,576 246,170 224,372 21,971 43,769
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 4,575)
4,687 -1,961 1,583 -2,006 4,136 4,264 3,758 311 817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 21.0 17.7 44.5 45.0 91.8 83.7 8.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
96 90 82 78 137 218 275
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,376
COMMITMENTS
4,223 3,876 468 2,955 3,300 7,646 7,644 1,730 1,732
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 201)
427 -632 -46 26 767 407 89 -206 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 41.3 5.0 31.5 35.2 81.5 81.5 18.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
21 25 7 18 25 46 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,741
COMMITMENTS
11,294 10,322 2,108 7,211 4,720 20,613 17,150 5,128 8,591
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -797)
234 -214 -520 304 222 18 -512 -815 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 40.1 8.2 28.0 18.3 80.1 66.6 19.9 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
29 37 27 33 28 76 81
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,800
COMMITMENTS
7,217 449 216 10,468 19,361 17,901 20,026 2,899 774
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,385)
-390 0 0 2,140 1,468 1,750 1,468 -365 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 2.2 1.0 50.3 93.1 86.1 96.3 13.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 1 8 11 15 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 82,896
COMMITMENTS
27,862 4,493 580 19,644 60,511 48,086 65,584 34,810 17,312
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -16,739)
-13,399 -1,313 401 -736 -17,440 -13,734 -18,352 -3,005 1,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 5.4 0.7 23.7 73.0 58.0 79.1 42.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
25 15 3 19 19 46 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,414
COMMITMENTS
21,171 2,506 65 7,862 36,258 29,098 38,829 17,316 7,585
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -4,289)
-2,933 -3,753 55 1,441 344 -1,437 -3,354 -2,852 -935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 5.4 0.1 16.9 78.1 62.7 83.7 37.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 6 3 4 14 21 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 82,289
COMMITMENTS
66,828 6,901 64 11,690 73,266 78,582 80,231 3,707 2,058
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -8,584)
-6,826 42 -25 -723 -7,675 -7,574 -7,658 -1,010 -926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.2 8.4 0.1 14.2 89.0 95.5 97.5 4.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
40 11 1 12 17 52 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 97,336
COMMITMENTS
25,102 44,007 36 52,740 33,796 77,878 77,839 19,458 19,497
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,501)
3,366 -9,160 -1 -2,893 13,685 472 4,524 1,029 -3,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 45.2 0.0 54.2 34.7 80.0 80.0 20.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
21 20 4 19 17 43 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 110,032
COMMITMENTS
39,028 19,196 165 48,691 70,295 87,884 89,656 22,148 20,376
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -5,129)
2,952 650 68 -8,142 -6,066 -5,122 -5,348 -7 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 17.4 0.1 44.3 63.9 79.9 81.5 20.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
27 25 5 14 16 44 43
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 161,257
COMMITMENTS
64,023 41,832 874 44,743 86,446 109,640 129,152 51,617 32,105
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,541)
-3,820 6,858 60 4,122 -10,887 362 -3,969 -3,903 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 25.9 0.5 27.7 53.6 68.0 80.1 32.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
44 38 10 27 32 75 76
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,898
COMMITMENTS
15,802 2,486 0 3,208 18,307 19,010 20,793 2,888 1,105
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,332)
-1,811 -99 0 108 -1,745 -1,703 -1,844 -629 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.2 11.4 0.0 14.6 83.6 86.8 95.0 13.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 4 0 7 12 21 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,217,919
COMMITMENTS
1194259 555,727 924,522 4223609 4930810 6342390 6411059 875,529 806,860
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 207,423)
176,755 60,291 -21,089 11,635 150,936 167,301 190,138 40,122 17,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 7.7 12.8 58.5 68.3 87.9 88.8 12.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
61 60 80 120 125 228 226
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 394,923
COMMITMENTS
24,845 39,195 743 250,158 308,119 275,746 348,057 119,177 46,866
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 3,251)
-4,469 1,113 -401 1,231 2,722 -3,639 3,434 6,890 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 9.9 0.2 63.3 78.0 69.8 88.1 30.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
16 23 4 64 52 83 76
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,531,749
COMMITMENTS
487,310 278,862 33,942 1839694 1876744 2360946 2189548 170,803 342,201
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 59,164)
26,416 -57,796 802 40,746 84,306 67,964 27,312 -8,800 31,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 11.0 1.3 72.7 74.1 93.3 86.5 6.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
98 83 26 156 166 263 266
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 106,551
COMMITMENTS
17,447 11,077 0 77,535 92,691 94,982 103,768 11,569 2,783
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -129)
376 666 -1,013 4,118 1,224 3,481 877 -3,610 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 10.4 0.0 72.8 87.0 89.1 97.4 10.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
12 8 0 50 33 62 41
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,387
COMMITMENTS
5,606 270 0 8,820 12,840 14,426 13,110 3,961 5,277
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,089)
-100 -298 0 -737 223 -837 -75 -252 -1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 1.5 0.0 48.0 69.8 78.5 71.3 21.5 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 1 0 14 19 20 20
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 316,078
COMMITMENTS
95,601 95,095 4,772 179,471 205,205 279,844 305,072 36,234 11,006
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -10,875)
1,159 -5,844 1,102 -4,998 -1,628 -2,737 -6,370 -8,138 -4,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 30.1 1.5 56.8 64.9 88.5 96.5 11.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
60 40 9 64 77 128 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,518
COMMITMENTS
55,825 5,442 65 28,556 97,718 84,446 103,225 30,072 11,293
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -824)
-3,303 -799 -48 4,778 -90 1,427 -937 -2,251 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.7 4.8 0.1 24.9 85.3 73.7 90.1 26.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
28 8 3 12 14 43 22
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,202
COMMITMENTS
9,076 3,745 0 14,811 16,607 23,887 20,352 6,315 9,850
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,850)
-2,351 -1,026 0 638 -1,467 -1,713 -2,493 -137 643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 12.4 0.0 49.0 55.0 79.1 67.4 20.9 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 7 0 17 15 30 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,160
COMMITMENTS
7,735 12,156 2,043 24,378 22,219 34,156 36,418 8,004 5,742
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,173)
-886 968 -2,492 -380 3,547 -3,758 2,023 1,585 -4,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 28.8 4.8 57.8 52.7 81.0 86.4 19.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 13 1 20 22 26 35
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 25,491
COMMITMENTS
5,636 279 105 16,624 23,735 22,365 24,119 3,126 1,372
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 800)
385 -6 65 435 824 885 883 -85 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 1.1 0.4 65.2 93.1 87.7 94.6 12.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 1 2 17 16 27 19
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 17,262
COMMITMENTS
1,771 480 0 9,693 15,608 11,464 16,088 5,798 1,174
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -680)
-768 -284 0 61 -785 -707 -1,069 27 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 2.8 0.0 56.2 90.4 66.4 93.2 33.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 0 9 8 13 9
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,045
COMMITMENTS
6,204 666 0 12,176 19,117 18,380 19,783 1,665 262
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -699)
-514 -319 0 -6 -259 -520 -578 -179 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 3.3 0.0 60.7 95.4 91.7 98.7 8.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
15 4 0 8 2 23 6
Updated November 6, 2009