BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,883
COMMITMENTS
26 67 25 3,399 3,562 3,450 3,654 433 229
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 72)
-152 67 25 212 -10 85 82 -13 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.7 0.6 87.5 91.7 88.9 94.1 11.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 19 14 21 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,462
COMMITMENTS
686 4,945 8,044 22,417 17,400 31,148 30,388 6,315 7,074
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 406)
-109 470 71 792 414 754 955 -348 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 13.2 21.5 59.8 46.4 83.1 81.1 16.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
9 23 22 35 26 61 54
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 179,087
COMMITMENTS
30,543 40,426 49,902 77,108 55,519 157,552 145,847 21,535 33,239
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 781)
1,072 -7,356 1,339 -282 3,858 2,129 -2,159 -1,348 2,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 22.6 27.9 43.1 31.0 88.0 81.4 12.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
76 75 90 50 50 187 169
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 306,038
COMMITMENTS
82,571 56,317 69,734 126,859 124,310 279,164 250,361 26,874 55,677
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 15,169)
4,933 -1,200 8,845 -84 5,739 13,693 13,384 1,475 1,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 18.4 22.8 41.5 40.6 91.2 81.8 8.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
100 86 95 100 140 244 287
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| 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
3,766 3,780 832 2,704 2,786 7,302 7,398 1,873 1,776
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -426)
-133 140 37 -219 -310 -316 -132 -110 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 41.2 9.1 29.5 30.4 79.6 80.6 20.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
26 28 11 12 16 44 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,721
COMMITMENTS
9,392 6,636 4,317 7,968 6,519 21,676 17,471 7,044 11,250
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -128)
554 -987 64 -216 224 402 -699 -530 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 23.1 15.0 27.7 22.7 75.5 60.8 24.5 39.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
36 27 30 41 41 93 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 131,334
COMMITMENTS
45,658 7,446 8,603 38,866 98,028 93,127 114,076 38,206 17,258
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 19,879)
1,856 797 3,111 14,627 16,197 19,594 20,105 285 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 5.7 6.6 29.6 74.6 70.9 86.9 29.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
25 13 12 19 18 54 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,258
COMMITMENTS
24,075 5,630 1,040 1,293 33,251 26,408 39,921 20,850 7,337
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -6,718)
704 523 -420 -7,413 -6,153 -7,129 -6,050 411 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 11.9 2.2 2.7 70.4 55.9 84.5 44.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
18 7 4 3 11 23 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 51,103
COMMITMENTS
26,589 27,881 0 23,533 21,938 50,122 49,819 981 1,284
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -24,431)
-552 4,804 -503 -21,440 -27,048 -22,495 -22,747 -1,936 -1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 54.6 0.0 46.1 42.9 98.1 97.5 1.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
24 18 0 15 11 39 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 72,277
COMMITMENTS
24,536 36,754 2,208 24,793 13,974 51,537 52,936 20,741 19,341
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -37,978)
-4,843 1,784 -1,598 -34,125 -37,458 -40,565 -37,272 2,588 -706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 50.9 3.1 34.3 19.3 71.3 73.2 28.7 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
25 20 7 13 13 40 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 116,106
COMMITMENTS
54,141 16,322 4,907 25,512 75,966 84,561 97,196 31,545 18,910
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -5,331)
-2,597 1,042 601 -6,251 -6,976 -8,247 -5,333 2,916 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 14.1 4.2 22.0 65.4 72.8 83.7 27.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
31 21 14 15 16 54 43
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 176,512
COMMITMENTS
74,351 34,029 12,831 26,466 91,232 113,648 138,091 62,864 38,420
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 9,662)
17,820 -2,468 33 -15,650 7,390 2,202 4,954 7,459 4,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 19.3 7.3 15.0 51.7 64.4 78.2 35.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
52 34 26 26 33 93 78
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,371
COMMITMENTS
20,206 1,211 0 131 21,192 20,337 22,403 3,034 968
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -6,488)
1,218 346 0 -7,819 -7,166 -6,601 -6,820 113 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.5 5.2 0.0 0.6 90.7 87.0 95.9 13.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
16 4 0 2 13 18 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,134,842
COMMITMENTS
1158830 262,122 3745703 5281786 6256599 10186318 10264424 948,523 870,418
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -2,576,732)
7,102 -42,460 -1259272 -1204259 -1147009 -2456429 -2448742 -120,303 -127,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 2.4 33.6 47.4 56.2 91.5 92.2 8.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
75 45 99 125 126 242 234
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 596,755
COMMITMENTS
29,690 39,507 60,224 382,253 410,652 472,166 510,383 124,589 86,373
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 66,496)
3,198 564 17,262 36,531 35,273 56,991 53,099 9,505 13,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.6 10.1 64.1 68.8 79.1 85.5 20.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
27 31 43 86 72 142 118
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,302,868
COMMITMENTS
489,759 374,543 168,663 2392654 2434300 3051076 2977506 251,793 325,362
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 432,390)
31,443 7,262 43,636 314,139 312,360 389,217 363,257 43,173 69,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 11.3 5.1 72.4 73.7 92.4 90.1 7.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 464)
107 107 96 192 180 351 332
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 112,858
COMMITMENTS
15,680 11,351 214 87,816 96,365 103,710 107,930 9,148 4,928
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 13,387)
-1,416 -186 214 12,513 12,397 11,311 12,425 2,076 962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 10.1 0.2 77.8 85.4 91.9 95.6 8.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
10 9 2 50 33 61 43
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 33,667
COMMITMENTS
4,065 5,900 134 23,986 19,578 28,185 25,612 5,482 8,055
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 10,484)
556 -705 134 8,371 7,134 9,061 6,563 1,423 3,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 17.5 0.4 71.2 58.2 83.7 76.1 16.3 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 6 1 18 23 21 30
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 427,748
COMMITMENTS
101,108 80,431 18,523 265,423 308,381 385,055 407,336 42,694 20,412
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 50,578)
-14,652 -35,146 7,614 43,809 77,875 36,772 50,344 13,806 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 18.8 4.3 62.1 72.1 90.0 95.2 10.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
64 60 32 73 79 156 152
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 107,685
COMMITMENTS
58,139 9,196 1,756 18,052 89,436 77,947 100,388 29,737 7,297
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -9,047)
3,269 2,892 -180 -10,594 -6,993 -7,505 -4,281 -1,542 -4,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.0 8.5 1.6 16.8 83.1 72.4 93.2 27.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
24 9 6 7 13 35 24
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,139
COMMITMENTS
10,572 9,354 0 8,074 14,160 18,646 23,514 13,493 8,625
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -14,301)
-894 -4,257 -1,111 -7,273 -4,985 -9,278 -10,353 -5,023 -3,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 29.1 0.0 25.1 44.1 58.0 73.2 42.0 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 11 0 14 10 28 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 37,929
COMMITMENTS
9,232 4,276 1,815 21,005 12,240 32,052 18,331 5,877 19,598
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -32,782)
-7,826 -9,486 990 -19,523 -16,193 -26,359 -24,689 -6,423 -8,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 11.3 4.8 55.4 32.3 84.5 48.3 15.5 51.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 5 1 20 16 31 22
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 24,722
COMMITMENTS
2,968 587 145 16,698 20,956 19,811 21,688 4,911 3,034
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 580)
-618 -6,253 16 -402 5,699 -1,004 -538 1,584 1,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 2.4 0.6 67.5 84.8 80.1 87.7 19.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 2 2 13 14 20 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,175
COMMITMENTS
3,684 546 2 12,044 15,958 15,730 16,506 1,445 669
CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 584)
272 325 2 428 245 702 572 -118 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 3.2 0.0 70.1 92.9 91.6 96.1 8.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 1 10 2 19 6
Updated September 18, 2009