MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,691
COMMITMENTS
501 6,662 10,073 31,959 21,243 42,532 37,977 5,159 9,714
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 1,668)
-377 496 417 814 243 854 1,156 814 511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 14.0 21.1 67.0 44.5 89.2 79.6 10.8 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
7 32 22 31 28 56 64
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 176,339
COMMITMENTS
29,237 41,611 57,490 66,989 51,364 153,716 150,465 22,623 25,875
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 5,411)
2,961 4,297 616 1,727 749 5,305 5,662 106 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 23.6 32.6 38.0 29.1 87.2 85.3 12.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
61 75 77 42 41 149 159
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 248,168
COMMITMENTS
58,503 43,121 54,567 107,799 107,606 220,869 205,294 27,299 42,874
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 1,102)
4,583 -1,184 -371 -1,855 2,332 2,357 777 -1,255 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 17.4 22.0 43.4 43.4 89.0 82.7 11.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
71 72 83 96 129 218 246
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,347
COMMITMENTS
3,117 3,668 831 2,739 1,846 6,687 6,345 1,660 2,002
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 309)
54 206 50 207 -194 312 62 -3 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 43.9 10.0 32.8 22.1 80.1 76.0 19.9 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 27 10 18 20 45 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,076
COMMITMENTS
7,405 1,725 4,495 7,010 8,263 18,911 14,483 5,165 9,593
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -258)
765 -474 -61 -660 82 44 -453 -302 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 7.2 18.7 29.1 34.3 78.5 60.2 21.5 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
39 17 20 38 47 87 74
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 12,733
COMMITMENTS
3,349 1,260 0 9,105 11,065 12,454 12,325 279 408
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 977)
0 -433 0 954 1,295 954 862 23 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 9.9 0.0 71.5 86.9 97.8 96.8 2.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 4 0 13 10 17 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 105,146
COMMITMENTS
31,615 21,120 7,817 27,710 58,033 67,141 86,970 38,005 18,176
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 7,896)
3,201 -2,288 2,817 1,028 6,355 7,046 6,884 850 1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 20.1 7.4 26.4 55.2 63.9 82.7 36.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
21 16 13 13 22 40 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,505
COMMITMENTS
14,062 7,319 3,021 13,649 25,299 30,732 35,639 15,773 10,866
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 4,372)
2,780 729 -139 475 3,723 3,116 4,313 1,256 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 15.7 6.5 29.3 54.4 66.1 76.6 33.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 10 4 10 11 26 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 50,269
COMMITMENTS
31,352 7,548 395 15,264 40,627 47,011 48,570 3,258 1,699
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,919)
2,812 137 -2 266 2,859 3,076 2,994 -157 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 15.0 0.8 30.4 80.8 93.5 96.6 6.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
25 16 2 11 14 36 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 107,618
COMMITMENTS
18,345 42,470 8,214 59,628 30,980 86,187 81,664 21,430 25,954
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 4,343)
1,015 -458 2,534 461 1,257 4,010 3,333 333 1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 39.5 7.6 55.4 28.8 80.1 75.9 19.9 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
18 21 7 15 18 36 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 109,657
COMMITMENTS
33,500 25,727 8,878 40,994 52,480 83,372 87,086 26,285 22,571
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 7,338)
5,486 3,319 386 423 2,827 6,296 6,532 1,042 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 23.5 8.1 37.4 47.9 76.0 79.4 24.0 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
23 31 15 22 20 56 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 169,623
COMMITMENTS
45,439 32,456 18,079 54,358 82,158 117,876 132,693 51,748 36,931
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 22,249)
4,488 2,558 4,744 5,216 11,563 14,448 18,864 7,801 3,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 19.1 10.7 32.0 48.4 69.5 78.2 30.5 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
39 40 27 28 31 83 82
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,755
COMMITMENTS
13,351 819 0 8,991 23,076 22,342 23,895 2,413 860
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 5,516)
5,510 -203 0 -181 5,722 5,329 5,519 187 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 3.3 0.0 36.3 93.2 90.3 96.5 9.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 4 0 8 10 16 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,595,454
COMMITMENTS
931,166 200,217 4302629 6325249 7211424 11559044 11714270 1036411 881,185
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 124,330)
114,555 -60,605 -8,468 -21,172 212,943 84,916 143,870 39,414 -19,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 1.6 34.2 50.2 57.3 91.8 93.0 8.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
82 31 97 119 116 230 219
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 602,353
COMMITMENTS
52,857 29,132 35,712 388,523 467,933 477,092 532,777 125,261 69,576
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 13,174)
-1,834 -2,239 2,407 7,626 10,471 8,199 10,639 4,975 2,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.8 5.9 64.5 77.7 79.2 88.4 20.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
29 26 34 85 73 133 114
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,882,266
COMMITMENTS
563,839 424,099 105,399 2007086 2028730 2676324 2558228 205,942 324,038
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 55,682)
18,914 -28,760 22,070 3,508 35,429 44,492 28,739 11,189 26,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 14.7 3.7 69.6 70.4 92.9 88.8 7.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
109 111 73 152 161 299 307
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,535
COMMITMENTS
15,804 12,264 460 82,798 91,723 99,061 104,447 8,474 3,089
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -2,700)
-527 278 323 -2,060 -2,388 -2,264 -1,787 -436 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 11.4 0.4 77.0 85.3 92.1 97.1 7.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
10 9 2 47 32 57 43
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,990
COMMITMENTS
2,514 7,312 0 16,998 16,816 19,512 24,128 8,479 3,862
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 3,821)
50 2,113 0 2,459 134 2,509 2,247 1,313 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 26.1 0.0 60.7 60.1 69.7 86.2 30.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 6 0 14 19 19 25
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 307,255
COMMITMENTS
117,635 57,956 5,244 165,557 201,467 288,436 264,667 18,819 42,588
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 12,409)
835 7,770 -294 12,931 -4,471 13,472 3,005 -1,063 9,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 18.9 1.7 53.9 65.6 93.9 86.1 6.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
68 41 14 55 63 130 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 100,537
COMMITMENTS
42,009 9,233 5,612 26,600 75,921 74,221 90,766 26,316 9,771
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 5,428)
3,074 4 543 75 5,937 3,692 6,483 1,736 -1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 9.2 5.6 26.5 75.5 73.8 90.3 26.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
30 7 9 15 17 48 30
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 25,479
COMMITMENTS
8,416 4,799 3 11,006 15,175 19,425 19,976 6,054 5,503
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -1,908)
1,352 -230 2 -1,315 345 39 116 -1,947 -2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 18.8 0.0 43.2 59.6 76.2 78.4 23.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
17 10 2 13 16 30 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,114
COMMITMENTS
10,461 17,273 2,203 22,853 31,074 35,517 50,550 23,597 8,564
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,023)
-2,643 -2,131 746 1,133 -828 -764 -2,213 2,787 4,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 29.2 3.7 38.7 52.6 60.1 85.5 39.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
16 20 2 20 20 38 40
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| 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
2,856 8,992 108 19,799 13,960 22,763 23,060 2,155 1,858
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -920)
-220 -60 68 -541 -806 -693 -798 -227 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 36.1 0.4 79.5 56.0 91.4 92.5 8.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 5 3 11 11 21 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,672
COMMITMENTS
4,484 719 0 10,590 15,387 15,074 16,106 1,598 566
CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 736)
405 267 -203 295 475 497 539 239 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 4.3 0.0 63.5 92.3 90.4 96.6 9.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
14 2 0 7 3 21 5
Updated May 29, 2009