MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,263
COMMITMENTS
2,473 5,619 6,459 23,553 18,513 32,485 30,591 5,779 7,673
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -236)
-452 -326 -164 405 765 -211 276 -25 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 14.7 16.9 61.6 48.4 84.9 79.9 15.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 14 23 32 26 58 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 226,745
COMMITMENTS
58,199 13,590 51,541 90,809 126,843 200,549 191,974 26,195 34,770
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 10,575)
4,779 -29 1,538 3,970 7,827 10,287 9,336 288 1,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 6.0 22.7 40.0 55.9 88.4 84.7 11.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
99 45 83 51 58 197 156
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 344,351
COMMITMENTS
120,520 33,896 66,041 131,446 178,031 318,007 277,969 26,344 66,382
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 7,016)
9,140 -8,358 8 -2,053 11,818 7,095 3,468 -79 3,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 9.8 19.2 38.2 51.7 92.3 80.7 7.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
127 70 96 101 174 275 301
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,449
COMMITMENTS
4,090 1,373 1,564 2,840 6,044 8,494 8,981 1,955 1,468
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 763)
-134 -377 670 2 733 538 1,026 225 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 13.1 15.0 27.2 57.8 81.3 85.9 18.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
30 17 10 13 30 48 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,692
COMMITMENTS
12,042 6,363 5,546 11,613 9,665 29,201 21,574 5,491 13,119
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,658)
880 -31 598 646 1,479 2,124 2,046 -466 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 18.3 16.0 33.5 27.9 84.2 62.2 15.8 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
37 35 31 43 46 97 98
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 17,177
COMMITMENTS
3,057 0 60 9,725 16,914 12,842 16,974 4,335 203
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -1,169)
511 -383 -60 -1,564 -559 -1,113 -1,002 -56 -167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.0 0.3 56.6 98.5 74.8 98.8 25.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 1 8 11 15 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 131,457
COMMITMENTS
58,202 10,661 4,049 21,343 96,282 83,595 110,992 47,862 20,465
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 3,428)
-2,487 -937 587 3,340 2,963 1,441 2,613 1,987 815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 8.1 3.1 16.2 73.2 63.6 84.4 36.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
32 10 12 24 28 62 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,172
COMMITMENTS
17,016 3,310 1,606 6,324 25,921 24,945 30,837 15,227 9,335
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -233)
-44 49 291 -550 927 -303 1,267 70 -1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 8.2 4.0 15.7 64.5 62.1 76.8 37.9 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
19 4 6 7 11 26 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 112,388
COMMITMENTS
87,090 7,837 234 17,005 102,528 104,329 110,599 8,059 1,789
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 7,720)
5,485 2,135 -15 993 5,397 6,463 7,517 1,257 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.5 7.0 0.2 15.1 91.2 92.8 98.4 7.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
52 15 2 15 21 68 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 89,499
COMMITMENTS
21,564 41,037 3,530 42,843 18,199 67,937 62,765 21,562 26,734
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -4,972)
6,275 -9,630 845 -14,263 5,876 -7,143 -2,908 2,171 -2,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 45.9 3.9 47.9 20.3 75.9 70.1 24.1 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
18 26 10 18 18 41 49
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 133,668
COMMITMENTS
23,376 39,532 8,115 82,296 53,160 113,787 100,807 19,881 32,861
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,446)
1,663 2,230 -342 -1,607 1,328 -286 3,216 1,733 -1,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 29.6 6.1 61.6 39.8 85.1 75.4 14.9 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 36 19 18 23 52 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 195,009
COMMITMENTS
36,126 59,254 21,709 84,549 65,834 142,385 146,797 52,625 48,212
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 7,432)
-311 6,892 1,082 3,806 -3,822 4,576 4,152 2,856 3,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 30.4 11.1 43.4 33.8 73.0 75.3 27.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
47 48 44 38 35 109 103
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,917
COMMITMENTS
22,397 6,041 0 1,218 19,664 23,615 25,705 3,302 1,212
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,185)
980 307 0 22 854 1,002 1,161 183 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.2 22.4 0.0 4.5 73.1 87.7 95.5 12.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 8 0 4 11 21 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,161,231
COMMITMENTS
1426921 299,987 4094330 5747239 6767419 11268490 11161736 892,741 999,495
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 243,676)
168,711 3,859 41,324 -5,695 160,784 204,340 205,968 39,335 37,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.5 33.7 47.3 55.6 92.7 91.8 7.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
79 58 112 131 134 264 257
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 402,156
COMMITMENTS
26,778 30,492 24,184 252,093 301,051 303,054 355,727 99,102 46,429
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -53)
465 2,751 -3,462 -817 -83 -3,814 -794 3,761 741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 7.6 6.0 62.7 74.9 75.4 88.5 24.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
26 19 25 86 68 123 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,597,884
COMMITMENTS
397,285 341,728 58,332 1941677 1911851 2397294 2311911 200,590 285,973
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 5,912)
22,045 8,871 -16,310 9,502 9,476 15,238 2,038 -9,326 3,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 13.2 2.2 74.7 73.6 92.3 89.0 7.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436)
97 93 62 166 169 299 288
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,247
COMMITMENTS
9,171 9,699 0 78,857 85,793 88,028 95,492 10,219 2,755
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -22)
714 -2 -299 -1,808 765 -1,393 464 1,371 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 9.9 0.0 80.3 87.3 89.6 97.2 10.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 4 0 45 31 57 35
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,681
COMMITMENTS
5,658 205 627 5,192 12,065 11,477 12,897 4,204 2,783
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,116)
1,575 205 0 -458 840 1,117 1,045 -1 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 1.3 4.0 33.1 76.9 73.2 82.2 26.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 1 1 11 12 15 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 347,532
COMMITMENTS
139,140 90,186 6,692 172,424 235,050 318,256 331,927 29,276 15,605
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 30,249)
29,525 424 -1,510 1,302 31,368 29,318 30,282 932 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 26.0 1.9 49.6 67.6 91.6 95.5 8.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
75 43 15 56 77 137 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 138,417
COMMITMENTS
77,336 14,025 3,416 25,097 108,747 105,850 126,188 32,567 12,229
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 6,540)
4,127 254 1,139 432 6,889 5,698 8,282 842 -1,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.9 10.1 2.5 18.1 78.6 76.5 91.2 23.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
35 12 11 14 18 55 35
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,128
COMMITMENTS
14,685 15,145 0 19,014 11,767 33,699 26,912 6,429 13,216
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,874)
919 536 0 469 1,005 1,388 1,541 486 333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 37.7 0.0 47.4 29.3 84.0 67.1 16.0 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 11 0 16 18 35 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,241
COMMITMENTS
13,234 8,032 488 17,002 21,647 30,724 30,167 5,517 6,074
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -824)
-2,565 184 100 2,230 725 -235 1,009 -589 -1,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 22.2 1.3 46.9 59.7 84.8 83.2 15.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
12 13 2 18 26 31 40
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,668
COMMITMENTS
5,926 347 40 19,595 25,819 25,561 26,206 2,107 1,462
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -49)
324 33 0 109 -283 433 -250 -482 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 1.3 0.1 70.8 93.3 92.4 94.7 7.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 1 1 15 18 25 20
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 20,089
COMMITMENTS
4,050 1,157 40 9,592 17,674 13,682 18,871 6,407 1,218
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -486)
-85 -89 40 -650 -143 -695 -192 209 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 5.8 0.2 47.7 88.0 68.1 93.9 31.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 3 1 10 7 18 11
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,150
COMMITMENTS
4,962 315 15 11,430 18,383 16,407 18,713 2,743 437
CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -794)
-932 -616 -78 296 -239 -714 -933 -80 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 1.6 0.1 59.7 96.0 85.7 97.7 14.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 3 1 9 2 22 5
Updated January 22, 2010