BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,219
COMMITMENTS
42 13 100 2,622 2,820 2,764 2,933 455 286
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -723)
5 -202 65 -790 -563 -720 -700 -3 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.4 3.1 81.5 87.6 85.9 91.1 14.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 15 10 18 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,031
COMMITMENTS
879 4,046 7,354 18,949 15,380 27,182 26,781 6,849 7,251
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -4,240)
238 -1,179 -1,036 -3,756 -1,729 -4,554 -3,944 314 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 11.9 21.6 55.7 45.2 79.9 78.7 20.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
12 15 16 32 24 53 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 182,134
COMMITMENTS
30,526 42,678 49,161 82,914 58,165 162,601 150,004 19,533 32,131
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 3,726)
-428 4,185 -1,673 5,287 -306 3,187 2,206 540 1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 23.4 27.0 45.5 31.9 89.3 82.4 10.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
66 74 70 52 53 167 159
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 308,144
COMMITMENTS
74,248 61,347 67,168 141,757 126,066 283,173 254,581 24,970 53,563
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -1,559)
1,016 1,443 -7,006 4,154 1,510 -1,836 -4,053 277 2,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 19.9 21.8 46.0 40.9 91.9 82.6 8.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
102 99 89 107 141 250 299
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,543
COMMITMENTS
3,858 3,797 1,548 2,833 3,113 8,239 8,459 2,304 2,084
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -112)
-51 -37 29 -135 5 -157 -3 45 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 36.0 14.7 26.9 29.5 78.1 80.2 21.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
29 24 15 17 23 50 60
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,893
COMMITMENTS
9,242 9,559 4,003 8,968 5,506 22,213 19,068 7,680 10,825
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 1,185)
-134 1,068 782 353 -743 1,000 1,107 185 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 32.0 13.4 30.0 18.4 74.3 63.8 25.7 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
31 35 27 42 29 89 80
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 17,171
COMMITMENTS
5,575 370 164 9,643 16,223 15,382 16,757 1,789 414
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 1,397)
-9 -45 0 427 1,443 418 1,398 979 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 2.2 1.0 56.2 94.5 89.6 97.6 10.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 1 8 10 15 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 98,674
COMMITMENTS
41,808 5,897 4,903 14,072 69,734 60,783 80,533 37,890 18,140
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 18,602)
16,926 -185 679 -2,081 16,404 15,524 16,898 3,078 1,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 6.0 5.0 14.3 70.7 61.6 81.6 38.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
31 14 14 19 20 61 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,625
COMMITMENTS
28,166 4,507 1,665 3,271 38,854 33,103 45,026 19,522 7,600
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 4,723)
5,342 -530 400 -343 4,218 5,398 4,088 -676 634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.5 8.6 3.2 6.2 73.8 62.9 85.6 37.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
20 9 6 5 13 29 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 66,272
COMMITMENTS
25,032 45,585 126 37,713 17,910 62,871 63,621 3,401 2,651
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 7,764)
-896 8,798 119 8,274 -1,503 7,497 7,414 267 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 68.8 0.2 56.9 27.0 94.9 96.0 5.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 27 1 14 10 38 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 120,124
COMMITMENTS
11,651 74,467 5,138 83,145 11,869 99,934 91,474 20,190 28,651
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 13,963)
-3,611 11,080 522 15,421 50 12,332 11,652 1,631 2,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 62.0 4.3 69.2 9.9 83.2 76.1 16.8 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 39 13 18 15 42 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 134,236
COMMITMENTS
62,475 16,279 8,947 28,502 87,009 99,924 112,234 34,312 22,002
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 3,513)
-1,047 -1,245 2,065 -173 2,725 845 3,545 2,668 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 12.1 6.7 21.2 64.8 74.4 83.6 25.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
38 26 17 14 17 62 50
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 194,508
COMMITMENTS
86,460 31,070 15,801 33,579 112,034 135,841 158,906 58,667 35,602
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 4,996)
8,410 -2,997 -663 -2,210 10,305 5,538 6,645 -542 -1,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 16.0 8.1 17.3 57.6 69.8 81.7 30.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
56 36 35 26 36 99 90
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,851
COMMITMENTS
19,606 1,513 0 2,190 22,212 21,796 23,725 3,055 1,126
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 1,075)
561 -29 0 848 1,025 1,409 996 -334 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.9 6.1 0.0 8.8 89.4 87.7 95.5 12.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
18 6 0 5 13 23 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,236,260
COMMITMENTS
1300958 328,801 4262929 5694695 6748884 11258581 11340613 977,679 895,647
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 526,052)
194,898 55,811 83,729 191,857 364,467 470,484 504,007 55,568 22,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 2.7 34.8 46.5 55.2 92.0 92.7 8.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
78 49 104 135 136 258 248
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 488,324
COMMITMENTS
24,599 43,355 39,740 304,201 348,555 368,540 431,650 119,784 56,674
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 11,975)
-1,840 5,479 119 -8,352 2,416 -10,073 8,014 22,048 3,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 8.9 8.1 62.3 71.4 75.5 88.4 24.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
20 35 36 80 60 128 103
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,509,778
COMMITMENTS
456,260 292,454 119,612 1753988 1765838 2329860 2177904 179,917 331,873
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 12,464)
20,962 6,601 23,075 -21,772 -83,971 22,265 -54,294 -9,801 66,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 11.7 4.8 69.9 70.4 92.8 86.8 7.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436)
95 97 75 163 172 301 301
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 111,843
COMMITMENTS
20,463 10,185 204 76,461 97,856 97,128 108,245 14,715 3,598
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 2,850)
-542 -89 -7 2,330 3,205 1,781 3,109 1,069 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 9.1 0.2 68.4 87.5 86.8 96.8 13.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 7 1 45 31 59 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,542
COMMITMENTS
6,443 503 0 8,216 12,281 14,659 12,784 3,883 5,758
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 902)
1,506 -405 0 -674 1,090 832 685 70 217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 2.7 0.0 44.3 66.2 79.1 68.9 20.9 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 2 0 14 19 20 21
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 343,319
COMMITMENTS
124,361 99,834 9,166 169,972 217,774 303,498 326,773 39,820 16,545
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 18,724)
14,583 13,439 2,023 5,262 7,291 21,868 22,752 -3,144 -4,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 29.1 2.7 49.5 63.4 88.4 95.2 11.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
65 48 19 66 72 140 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 115,893
COMMITMENTS
58,141 7,900 2,777 24,509 92,903 85,427 103,580 30,466 12,314
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 7,338)
2,370 65 654 2,986 3,835 6,010 4,554 1,328 2,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 6.8 2.4 21.1 80.2 73.7 89.4 26.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
29 10 10 10 13 44 28
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,267
COMMITMENTS
10,364 2,284 0 11,765 18,355 22,129 20,639 7,138 8,628
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -2,232)
-2,431 -2,114 0 369 -359 -2,062 -2,473 -170 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 7.8 0.0 40.2 62.7 75.6 70.5 24.4 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
18 6 0 16 14 34 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,264
COMMITMENTS
9,017 10,697 1,133 26,142 14,111 36,292 25,941 5,972 16,323
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -1,202)
-475 2,317 484 -1,530 337 -1,521 3,138 319 -4,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 25.3 2.7 61.9 33.4 85.9 61.4 14.1 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 15 1 25 18 33 33
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 24,918
COMMITMENTS
5,615 587 215 15,954 22,521 21,784 23,323 3,134 1,595
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 314)
997 0 8 196 538 1,201 546 -887 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 2.4 0.9 64.0 90.4 87.4 93.6 12.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 2 3 14 15 24 19
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 17,017
COMMITMENTS
2,920 480 0 10,188 15,419 13,108 15,899 3,909 1,118
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: -108)
384 -387 0 -811 170 -427 -217 319 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 2.8 0.0 59.9 90.6 77.0 93.4 23.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 1 0 7 6 14 7
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,835
COMMITMENTS
3,612 1,097 0 12,962 16,097 16,574 17,194 1,261 641
CHANGES FROM 09/29/09 (CHANGE IN OPEN INTEREST: 337)
8 -30 0 163 366 171 336 166 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 6.2 0.0 72.7 90.3 92.9 96.4 7.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 4 0 8 2 16 6
Updated October 9, 2008