BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,214
COMMITMENTS
0 214 84 2,653 2,638 2,737 2,936 477 278
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 31)
0 88 9 -17 -120 -8 -23 39 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.7 2.6 82.5 82.1 85.2 91.4 14.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 2 15 9 17 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,026
COMMITMENTS
1,626 4,958 1,489 16,339 13,848 19,454 20,295 5,572 4,731
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 692)
130 -247 133 569 610 832 496 -140 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 19.8 5.9 65.3 55.3 77.7 81.1 22.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 12 17 28 19 51 39
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 157,797
COMMITMENTS
37,231 44,426 28,696 71,013 57,783 136,940 130,905 20,857 26,892
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 5,745)
3,708 137 223 -357 4,227 3,574 4,587 2,171 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 28.2 18.2 45.0 36.6 86.8 83.0 13.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
66 68 68 33 53 148 156
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,566
COMMITMENTS
74,512 58,234 45,940 121,454 116,440 241,906 220,614 21,660 42,952
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,108)
3,629 -7,211 1,732 -2,734 6,893 2,627 1,414 -1,519 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 22.1 17.4 46.1 44.2 91.8 83.7 8.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
93 86 81 78 139 215 274
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,175
COMMITMENTS
3,796 4,508 514 2,929 2,533 7,239 7,555 1,936 1,620
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 51)
1 96 31 -7 -21 25 106 26 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 49.1 5.6 31.9 27.6 78.9 82.3 21.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 25 9 16 20 44 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,538
COMMITMENTS
11,060 10,536 2,628 6,907 4,498 20,595 17,662 5,943 8,876
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 113)
1,147 -93 560 -843 -107 864 360 -751 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 39.7 9.9 26.0 16.9 77.6 66.6 22.4 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
29 38 27 35 29 82 80
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,415
COMMITMENTS
7,607 449 216 8,328 17,893 16,151 18,558 3,264 857
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -652)
-222 110 0 -1,148 -1,306 -1,370 -1,196 718 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 2.3 1.1 42.9 92.2 83.2 95.6 16.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 1 7 11 14 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 99,635
COMMITMENTS
41,261 5,806 179 20,380 77,951 61,820 83,936 37,815 15,699
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -11,609)
-11,428 -3,346 -45 2,549 -7,851 -8,924 -11,242 -2,685 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 5.8 0.2 20.5 78.2 62.0 84.2 38.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 16 3 19 19 47 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,703
COMMITMENTS
24,104 6,259 10 6,421 35,914 30,535 42,183 20,168 8,520
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -4,045)
-5,913 95 -12 3,042 -5,181 -2,883 -5,098 -1,162 1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.5 12.3 0.0 12.7 70.8 60.2 83.2 39.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 8 1 3 12 20 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 90,873
COMMITMENTS
73,654 6,859 89 12,413 80,941 86,156 87,889 4,717 2,984
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 7,349)
9,741 -1,870 -87 -2,025 8,372 7,629 6,415 -280 934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.1 7.5 0.1 13.7 89.1 94.8 96.7 5.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
38 12 1 13 16 51 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 95,835
COMMITMENTS
21,736 53,167 37 55,633 20,111 77,406 73,315 18,429 22,520
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -7,303)
6,092 -5,795 13 -14,280 2,523 -8,175 -3,259 872 -4,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 55.5 0.0 58.1 21.0 80.8 76.5 19.2 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 23 4 18 16 38 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 115,161
COMMITMENTS
36,076 18,546 97 56,833 76,361 93,006 95,004 22,155 20,157
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -5,469)
-13,325 330 87 10,922 -6,428 -2,316 -6,011 -3,153 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 16.1 0.1 49.4 66.3 80.8 82.5 19.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
24 25 4 14 15 41 41
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 164,798
COMMITMENTS
67,843 34,974 814 40,621 97,333 109,278 133,121 55,520 31,677
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -5,493)
-9,986 -6,822 362 2,445 2,754 -7,179 -3,706 1,686 -1,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 21.2 0.5 24.6 59.1 66.3 80.8 33.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
48 34 9 25 29 76 69
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,230
COMMITMENTS
17,613 2,585 0 3,100 20,052 20,713 22,637 3,517 1,593
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -632)
-1,918 212 0 1,220 -1,548 -698 -1,336 66 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.7 10.7 0.0 12.8 82.8 85.5 93.4 14.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 6 0 7 11 24 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,010,496
COMMITMENTS
1017504 495,436 945,611 4211974 4779874 6175089 6220921 835,407 789,575
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 69,356)
-29,332 37,626 -17,537 142,133 64,232 95,264 84,321 -25,908 -14,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 7.1 13.5 60.1 68.2 88.1 88.7 11.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
62 56 80 120 124 227 224
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 391,672
COMMITMENTS
29,314 38,082 1,144 248,927 305,397 279,385 344,623 112,287 47,049
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 953)
-46 2,076 201 -6,994 -3,563 -6,839 -1,286 7,792 2,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 9.7 0.3 63.6 78.0 71.3 88.0 28.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
21 22 6 63 51 87 76
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,472,585
COMMITMENTS
460,894 336,658 33,140 1798948 1792438 2292982 2162236 179,603 310,349
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 80,166)
24,339 -22,684 13,437 39,932 73,826 77,708 64,579 2,458 15,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 13.6 1.3 72.8 72.5 92.7 87.4 7.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
96 96 31 154 162 263 276
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 106,680
COMMITMENTS
17,071 10,411 1,013 73,417 91,467 91,501 102,891 15,179 3,789
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,708)
94 -40 -1,017 888 3,605 -35 2,548 1,743 -840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 9.8 0.9 68.8 85.7 85.8 96.4 14.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
12 8 2 49 32 62 41
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,476
COMMITMENTS
5,706 568 0 9,557 12,617 15,263 13,185 4,213 6,291
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -830)
-1,080 -14 0 196 502 -884 488 54 -1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 2.9 0.0 49.1 64.8 78.4 67.7 21.6 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 2 0 15 20 22 22
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 326,953
COMMITMENTS
94,442 100,939 3,670 184,469 206,833 282,581 311,442 44,372 15,511
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 4,716)
12,174 -6,710 -1,809 -316 14,965 10,049 6,446 -5,333 -1,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 30.9 1.1 56.4 63.3 86.4 95.3 13.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
58 50 14 57 77 121 136
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 115,342
COMMITMENTS
59,128 6,241 113 23,778 97,808 83,019 104,162 32,323 11,180
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -5,248)
-3,301 -2,198 48 -3,261 139 -6,514 -2,011 1,266 -3,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.3 5.4 0.1 20.6 84.8 72.0 90.3 28.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
31 7 3 12 13 45 21
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,052
COMMITMENTS
11,427 4,771 0 14,173 18,074 25,600 22,845 6,452 9,207
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 932)
-487 696 0 733 -324 246 372 686 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 14.9 0.0 44.2 56.4 79.9 71.3 20.1 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 8 0 21 17 34 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,333
COMMITMENTS
8,621 11,188 4,535 24,758 18,672 37,914 34,395 6,419 9,938
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -653)
446 1,214 1,624 -2,732 -236 -662 2,602 9 -3,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 25.2 10.2 55.8 42.1 85.5 77.6 14.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 13 1 19 22 27 35
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 24,691
COMMITMENTS
5,251 285 40 16,189 22,911 21,480 23,236 3,211 1,455
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 212)
381 -107 0 -232 948 149 841 63 -629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 1.2 0.2 65.6 92.8 87.0 94.1 13.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 1 1 16 17 27 19
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 17,942
COMMITMENTS
2,539 764 0 9,632 16,393 12,171 17,157 5,771 785
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 278)
-45 284 0 4 259 -41 543 319 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 4.3 0.0 53.7 91.4 67.8 95.6 32.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 0 6 8 11 10
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 10/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,744
COMMITMENTS
6,718 985 0 12,182 19,376 18,900 20,361 1,844 383
CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 966)
706 100 0 24 712 730 812 236 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 4.7 0.0 58.7 93.4 91.1 98.2 8.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
16 3 0 7 2 23 5
Updated October 30, 2009