MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,303
COMMITMENTS
1,938 5,426 8,974 27,837 18,860 38,748 33,260 4,554 10,043
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 1,617)
-49 -427 709 846 510 1,507 792 111 825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 12.5 20.7 64.3 43.6 89.5 76.8 10.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
15 20 24 37 29 65 61
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 201,271
COMMITMENTS
47,789 17,212 43,167 87,756 109,249 178,712 169,629 22,559 31,642
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -9,145)
530 1,351 -5,034 -2,024 -2,990 -6,528 -6,673 -2,617 -2,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 8.6 21.4 43.6 54.3 88.8 84.3 11.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
75 59 77 53 56 170 162
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 348,749
COMMITMENTS
121,493 24,674 73,470 127,815 179,595 322,778 277,739 25,971 71,010
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 13,686)
3,895 -5,178 9,470 -129 6,644 13,236 10,937 449 2,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 7.1 21.1 36.6 51.5 92.6 79.6 7.4 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
132 74 107 98 180 289 313
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,080
COMMITMENTS
4,194 614 1,785 2,638 6,692 8,618 9,091 2,462 1,988
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 274)
304 -88 94 -109 262 289 268 -14 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 5.5 16.1 23.8 60.4 77.8 82.1 22.2 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
35 11 18 16 26 62 50
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,464
COMMITMENTS
13,663 3,577 6,151 11,013 11,305 30,827 21,033 5,637 15,431
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 3,260)
677 -223 1,264 1,142 1,276 3,083 2,317 177 943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 9.8 16.9 30.2 31.0 84.5 57.7 15.5 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
45 27 35 39 47 104 95
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 17,736
COMMITMENTS
2,382 670 30 10,338 16,681 12,750 17,381 4,986 355
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 447)
-190 239 0 277 299 87 538 360 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 3.8 0.2 58.3 94.1 71.9 98.0 28.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 2 1 9 10 15 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 108,259
COMMITMENTS
36,392 10,746 6,578 23,139 72,028 66,110 89,352 42,150 18,907
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 10,752)
10,439 -3,906 1,373 -3,920 14,611 7,892 12,078 2,860 -1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 9.9 6.1 21.4 66.5 61.1 82.5 38.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
26 17 16 18 30 54 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,048
COMMITMENTS
10,426 15,283 2,107 20,174 12,945 32,706 30,335 11,342 13,713
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -1,135)
1,553 -697 301 -2,508 2,527 -655 2,130 -480 -3,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 34.7 4.8 45.8 29.4 74.3 68.9 25.7 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 13 5 10 13 23 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 89,175
COMMITMENTS
43,429 8,960 716 39,391 77,821 83,536 87,497 5,639 1,678
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 3,254)
1,101 -1,094 482 1,271 4,729 2,854 4,117 400 -863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 10.0 0.8 44.2 87.3 93.7 98.1 6.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
36 11 4 16 20 53 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 131,191
COMMITMENTS
14,845 72,191 5,579 92,167 19,204 112,591 96,974 18,600 34,217
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 3,172)
134 3,374 -26 5,223 -1,825 5,331 1,522 -2,158 1,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 55.0 4.3 70.3 14.6 85.8 73.9 14.2 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 38 11 21 18 45 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 130,548
COMMITMENTS
35,495 20,967 6,831 62,414 72,670 104,741 100,468 25,807 30,079
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -909)
-5,680 2,808 -138 6,707 -2,955 890 -285 -1,799 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 16.1 5.2 47.8 55.7 80.2 77.0 19.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
31 27 20 18 23 62 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 246,958
COMMITMENTS
32,866 89,050 40,035 126,394 65,743 199,295 194,827 47,663 52,130
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 3,551)
-2,332 -544 5,937 359 395 3,964 5,788 -413 -2,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 36.1 16.2 51.2 26.6 80.7 78.9 19.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
43 63 45 31 35 98 119
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,679
COMMITMENTS
14,523 7,088 0 3,380 10,366 17,903 17,454 1,776 2,225
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -492)
164 -2,548 0 -608 1,632 -444 -916 -48 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.8 36.0 0.0 17.2 52.7 91.0 88.7 9.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 7 0 7 9 20 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,183,201
COMMITMENTS
1584672 449,176 4494242 6148222 7226520 12227136 12169938 956,065 1013264
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -85,238)
13,776 64,296 -53,984 -80,691 -92,117 -120,899 -81,805 35,661 -3,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 3.4 34.1 46.6 54.8 92.7 92.3 7.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
71 80 119 134 139 280 268
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 485,364
COMMITMENTS
26,414 90,856 37,172 317,752 302,537 381,338 430,565 104,026 54,799
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -5,763)
-654 4,327 -2,062 3,660 -5,797 945 -3,531 -6,707 -2,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 18.7 7.7 65.5 62.3 78.6 88.7 21.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
26 27 33 87 69 133 109
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,015,846
COMMITMENTS
683,200 458,576 92,387 2032085 2136724 2807672 2687687 208,174 328,159
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -20,944)
17,154 30,733 -3,293 23,456 8,304 37,316 35,744 -58,260 -56,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 15.2 3.1 67.4 70.8 93.1 89.1 6.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 475)
94 120 79 172 184 312 338
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,812
COMMITMENTS
8,641 8,688 393 85,244 89,246 94,278 98,327 7,534 3,485
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -3,234)
-254 0 -276 -2,657 -2,950 -3,187 -3,226 -48 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 8.5 0.4 83.7 87.7 92.6 96.6 7.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
12 3 1 46 29 58 33
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,735
COMMITMENTS
1,125 10,439 696 24,730 17,585 26,551 28,720 4,184 2,015
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 2,365)
-0 749 0 1,912 1,487 1,912 2,236 453 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 34.0 2.3 80.5 57.2 86.4 93.4 13.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 1 12 11 15 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 404,350
COMMITMENTS
119,713 101,638 6,714 259,764 271,050 386,192 379,402 18,158 24,947
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 10,192)
16,562 14,123 -6,774 1,187 -391 10,975 6,958 -783 3,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 25.1 1.7 64.2 67.0 95.5 93.8 4.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
64 52 20 72 68 149 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 105,878
COMMITMENTS
43,384 15,554 5,622 31,251 66,596 80,257 87,772 25,621 18,106
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -621)
-585 -556 713 -648 1,185 -519 1,342 -102 -1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 14.7 5.3 29.5 62.9 75.8 82.9 24.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
25 18 13 11 14 44 37
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,444
COMMITMENTS
15,551 10,780 0 16,263 14,789 31,814 25,569 7,630 13,875
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -17)
-180 -900 0 -85 1,288 -265 388 248 -405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 27.3 0.0 41.2 37.5 80.7 64.8 19.3 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 12 0 16 19 31 31
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,488
COMMITMENTS
15,857 5,830 305 22,050 39,992 38,212 46,127 13,276 5,361
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 127)
301 2,261 -1,559 1,012 653 -246 1,355 373 -1,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 11.3 0.6 42.8 77.7 74.2 89.6 25.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 9 2 18 27 36 37
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,523
COMMITMENTS
3,672 0 40 21,391 25,760 25,103 25,800 2,420 1,723
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -1,863)
-1,746 0 0 416 -2,326 -1,330 -2,326 -533 463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 0.1 77.7 93.6 91.2 93.7 8.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 0 1 16 16 24 17
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 21,001
COMMITMENTS
3,696 2,224 148 10,822 17,258 14,666 19,630 6,335 1,371
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 884)
-229 382 61 235 465 67 908 817 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 10.6 0.7 51.5 82.2 69.8 93.5 30.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 5 1 10 7 18 13
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 18,623
COMMITMENTS
3,952 852 291 12,894 16,108 17,137 17,251 1,486 1,372
CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -139)
-256 -386 68 24 77 -164 -241 25 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 4.6 1.6 69.2 86.5 92.0 92.6 8.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 4 2 8 2 17 8
Updated February 19, 2010