BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,835
COMMITMENTS
42 245 8 2,235 2,329 2,285 2,582 550 253
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 8.6 0.3 78.8 82.1 80.6 91.1 19.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 12 9 14 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,505
COMMITMENTS
1,728 4,391 7,551 20,895 18,201 30,174 30,142 7,331 7,363
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,509)
62 221 313 1,059 790 1,434 1,323 75 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 11.7 20.1 55.7 48.5 80.5 80.4 19.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
15 19 19 36 27 60 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 198,834
COMMITMENTS
47,819 22,621 50,171 78,468 95,311 176,458 168,104 22,376 30,730
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 803)
2,524 -3,467 547 1,705 9,031 4,777 6,111 -3,974 -5,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 11.4 25.2 39.5 47.9 88.7 84.5 11.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
83 48 78 51 60 180 158
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,100
COMMITMENTS
96,270 57,273 66,586 139,992 147,796 302,848 271,654 28,252 59,446
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -6,326)
3,133 4,119 -2,792 3,354 2,931 3,695 4,257 -10,021 -10,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 17.3 20.1 42.3 44.6 91.5 82.0 8.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
115 95 96 108 156 266 311
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,709
COMMITMENTS
4,790 2,175 2,059 3,043 5,720 9,892 9,955 1,816 1,754
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 598)
227 -231 327 191 764 745 859 -147 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 18.6 17.6 26.0 48.9 84.5 85.0 15.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
30 22 14 15 35 55 62
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,921
COMMITMENTS
12,121 11,610 1,811 7,607 5,230 21,539 18,652 6,382 9,270
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -371)
28 492 -188 619 347 459 651 -831 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 41.6 6.5 27.2 18.7 77.1 66.8 22.9 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
32 35 23 35 28 79 75
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,856
COMMITMENTS
5,769 124 216 9,923 19,487 15,908 19,827 3,948 29
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 58)
-885 5 -8 417 260 -476 257 534 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 0.6 1.1 50.0 98.1 80.1 99.9 19.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 1 1 8 12 15 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 101,291
COMMITMENTS
29,760 4,686 6,733 24,172 68,517 60,664 79,935 40,627 21,356
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -4,358)
-5,226 -6,445 932 213 1,578 -4,081 -3,936 -276 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 4.6 6.6 23.9 67.6 59.9 78.9 40.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
28 12 15 22 20 57 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,988
COMMITMENTS
25,841 3,926 1,707 9,721 42,135 37,269 47,769 19,719 9,220
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 454)
961 886 210 -883 -142 289 955 165 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 6.9 3.0 17.1 73.9 65.4 83.8 34.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 6 5 7 14 24 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,678
COMMITMENTS
98,074 8,797 523 12,831 105,512 111,428 114,832 5,250 1,846
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 33,494)
32,953 -1,006 94 -112 34,340 32,935 33,428 559 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.1 7.5 0.4 11.0 90.4 95.5 98.4 4.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
38 19 4 15 19 55 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 95,642
COMMITMENTS
23,547 34,160 2,960 45,344 38,178 71,852 75,297 23,790 20,344
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -7,820)
-6,983 -2,098 435 1,119 -3,239 -5,429 -4,902 -2,391 -2,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 35.7 3.1 47.4 39.9 75.1 78.7 24.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 17 9 18 18 45 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 142,781
COMMITMENTS
65,124 13,291 7,256 39,880 98,310 112,260 118,857 30,521 23,923
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 6,084)
15,804 -176 795 -9,444 4,222 7,155 4,840 -1,071 1,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 9.3 5.1 27.9 68.9 78.6 83.2 21.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
37 26 16 19 22 67 53
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 205,199
COMMITMENTS
71,042 48,014 21,604 57,709 98,089 150,356 167,708 54,843 37,491
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,963)
6,189 -816 2,551 1,384 5,944 10,125 7,679 -6,161 -3,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 23.4 10.5 28.1 47.8 73.3 81.7 26.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
57 41 38 31 33 105 95
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,639
COMMITMENTS
15,130 3,546 0 3,604 16,942 18,734 20,488 2,905 1,151
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 0)
-546 544 0 785 -484 239 60 -239 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.9 16.4 0.0 16.7 78.3 86.6 94.7 13.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 6 0 8 12 21 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,772,268
COMMITMENTS
1459733 404,128 4899326 6406870 7464629 12765928 12768084 1006339 1004184
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 336,314)
-29,379 34,029 208,872 145,661 98,336 325,154 341,237 11,160 -4,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 2.9 35.6 46.5 54.2 92.7 92.7 7.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
76 63 113 144 144 280 265
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 502,824
COMMITMENTS
27,126 41,267 34,537 311,973 369,854 373,636 445,658 129,188 57,166
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -14,155)
-1,660 960 -12,565 3 5,022 -14,222 -6,583 67 -7,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 8.2 6.9 62.0 73.6 74.3 88.6 25.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
20 35 38 84 64 134 107
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,800,171
COMMITMENTS
464,913 278,283 118,687 2035522 2004095 2619123 2401064 181,048 399,107
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -42,004)
13,953 -4,978 -31,001 26,439 -12,432 9,391 -48,410 -51,396 6,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 9.9 4.2 72.7 71.6 93.5 85.7 6.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
98 89 70 169 174 305 295
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,050
COMMITMENTS
18,919 11,774 744 78,979 95,081 98,642 107,599 11,408 2,451
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -999)
425 -467 22 1,060 -246 1,507 -691 -2,505 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 10.7 0.7 71.8 86.4 89.6 97.8 10.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
15 10 1 50 33 65 44
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,792
COMMITMENTS
12,566 570 0 7,588 21,292 20,154 21,862 4,638 2,930
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,263)
2,800 300 0 -207 2,220 2,593 2,520 670 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.7 2.3 0.0 30.6 85.9 81.3 88.2 18.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 1 0 13 19 19 20
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 362,121
COMMITMENTS
109,545 95,215 6,787 216,558 245,273 332,889 347,275 29,232 14,847
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 19,818)
7,570 16,131 -832 10,279 10,346 17,016 25,645 2,801 -5,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 26.3 1.9 59.8 67.7 91.9 95.9 8.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
67 43 20 61 76 136 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,926
COMMITMENTS
53,960 9,844 3,762 35,576 99,625 93,297 113,231 32,628 12,695
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -4,137)
-6,675 -3,819 1,042 4,853 -1,949 -780 -4,725 -3,357 588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 7.8 3.0 28.3 79.1 74.1 89.9 25.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
30 11 12 14 15 51 31
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,785
COMMITMENTS
8,546 4,669 0 19,135 17,535 27,681 22,204 6,104 11,581
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 486)
174 -529 0 -374 255 -200 -274 686 760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 13.8 0.0 56.6 51.9 81.9 65.7 18.1 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 10 0 21 16 38 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,267
COMMITMENTS
9,861 11,566 3,165 39,626 24,621 52,652 39,352 6,615 19,915
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 7,342)
1,633 -1,115 1,523 4,710 2,974 7,866 3,382 -524 3,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 19.5 5.3 66.9 41.5 88.8 66.4 11.2 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 16 1 21 26 31 42
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 25,204
COMMITMENTS
4,647 0 92 17,328 23,835 22,067 23,927 3,137 1,277
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 324)
-499 0 13 689 844 203 857 121 -533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 0.0 0.4 68.8 94.6 87.6 94.9 12.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 0 2 15 15 26 17
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 19,479
COMMITMENTS
3,221 1,328 0 10,034 17,151 13,255 18,479 6,224 1,000
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 512)
122 204 0 33 228 155 432 357 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 6.8 0.0 51.5 88.0 68.0 94.9 32.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 2 0 9 9 15 11
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,054
COMMITMENTS
5,407 237 0 11,952 18,387 17,359 18,624 1,695 430
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -8)
-172 -45 0 227 48 55 3 -63 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 1.2 0.0 62.7 96.5 91.1 97.7 8.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 2 0 7 3 20 5
Updated November 30, 2009