MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,082
COMMITMENTS
3,137 7,786 1,282 26,533 17,263 30,952 26,331 3,130 7,751
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 605)
270 628 -103 224 403 391 928 214 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 22.8 3.8 77.9 50.7 90.8 77.3 9.2 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
9 25 12 24 20 38 52
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 130,004
COMMITMENTS
23,967 31,004 22,669 59,752 48,837 106,388 102,510 23,616 27,494
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 7,294)
-1,074 955 2,652 2,729 1,052 4,307 4,659 2,987 2,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 23.8 17.4 46.0 37.6 81.8 78.9 18.2 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
54 63 64 41 40 134 140
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 206,327
COMMITMENTS
48,837 52,038 31,281 103,710 82,855 183,828 166,174 22,499 40,153
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -3,388)
-2,045 -2,290 -1,836 -457 971 -4,338 -3,155 950 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 25.2 15.2 50.3 40.2 89.1 80.5 10.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
58 84 69 73 120 172 244
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,454
COMMITMENTS
2,468 3,204 463 2,289 1,252 5,220 4,919 1,234 1,535
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -231)
139 14 -2 -259 -143 -122 -131 -109 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 49.6 7.2 35.5 19.4 80.9 76.2 19.1 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
21 22 9 13 16 37 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,045
COMMITMENTS
5,462 4,561 3,436 7,495 4,186 16,393 12,183 6,652 10,862
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -738)
-798 -474 -162 178 277 -782 -359 44 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 19.8 14.9 32.5 18.2 71.1 52.9 28.9 47.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
21 28 21 30 28 67 67
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 93,979
COMMITMENTS
8,715 32,665 4,295 53,140 32,585 66,150 69,545 27,829 24,434
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 6,192)
724 4,384 2,897 2,512 -1,283 6,133 5,998 59 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 34.8 4.6 56.5 34.7 70.4 74.0 29.6 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 20 7 17 15 34 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 31,126
COMMITMENTS
5,942 14,380 53 14,440 421 20,435 14,854 10,691 16,272
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -8,621)
1,158 -1,857 -863 -5,725 -7,361 -5,430 -10,081 -3,191 1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 46.2 0.2 46.4 1.4 65.7 47.7 34.3 52.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 11 2 11 2 21 15
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 47,497
COMMITMENTS
9,178 16,648 116 37,260 26,889 46,554 43,653 943 3,844
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -12,911)
3,955 -4,730 -153 -16,672 -6,036 -12,870 -10,919 -41 -1,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 35.1 0.2 78.4 56.6 98.0 91.9 2.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 29 2 5 15 19 46
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 76,198
COMMITMENTS
7,731 40,721 17 48,909 15,218 56,657 55,956 19,541 20,242
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -37,154)
-3,689 -1,379 -20 -25,924 -32,034 -29,633 -33,433 -7,521 -3,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 53.4 0.0 64.2 20.0 74.4 73.4 25.6 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
8 32 2 14 12 23 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 70,507
COMMITMENTS
27,170 31,866 231 33,063 19,259 60,464 51,356 10,043 19,151
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -43,513)
-16,156 7,446 -4,209 -19,355 -37,662 -39,720 -34,425 -3,793 -9,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 45.2 0.3 46.9 27.3 85.8 72.8 14.2 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
21 26 4 19 15 43 42
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 111,077
COMMITMENTS
33,657 42,696 548 37,055 34,864 71,260 78,108 39,817 32,969
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -69,201)
-273 -1,466 -1,371 -67,685 -64,551 -69,329 -67,388 128 -1,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 38.4 0.5 33.4 31.4 64.2 70.3 35.8 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
38 30 7 19 17 60 51
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 15,548
COMMITMENTS
2,872 8,952 0 8,978 4,857 11,850 13,809 3,698 1,739
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -2,443)
756 -1,143 -34 -4,253 -1,035 -3,531 -2,212 1,088 -231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 57.6 0.0 57.7 31.2 76.2 88.8 23.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 11 0 7 6 10 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 5,769,921
COMMITMENTS
601,089 358,714 462,343 3946708 4169408 5010140 4990465 759,781 779,456
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -1,134,023)
-199,304 -164,285 -9,006 -890,144 -941,453 -1098454 -1114744 -35,569 -19,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 6.2 8.0 68.4 72.3 86.8 86.5 13.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
56 23 61 101 99 181 165
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 689,508
COMMITMENTS
45,060 86,762 12,681 459,473 519,222 517,214 618,665 172,294 70,843
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 5,297)
-4,418 -5,479 9,400 26,118 3,696 31,100 7,617 -25,803 -2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 12.6 1.8 66.6 75.3 75.0 89.7 25.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
27 22 27 96 67 141 98
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,929,370
COMMITMENTS
769,235 502,897 96,235 2865311 2864422 3730781 3463554 198,589 465,816
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 346,391)
38,502 105,435 45,197 318,963 319,532 402,662 470,164 -56,271 -123,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 12.8 2.4 72.9 72.9 94.9 88.1 5.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
81 121 59 172 172 284 321
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 135,825
COMMITMENTS
14,945 10,804 557 114,027 118,681 129,529 130,042 6,296 5,783
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 11,425)
433 1,180 557 10,517 8,572 11,507 10,309 -82 1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 8.0 0.4 84.0 87.4 95.4 95.7 4.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
6 7 2 51 40 58 48
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 45,071
COMMITMENTS
1,348 4,463 522 29,173 32,050 31,043 37,035 14,028 8,036
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 10,796)
-391 -383 307 6,821 6,272 6,737 6,196 4,059 4,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 9.9 1.2 64.7 71.1 68.9 82.2 31.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 7 3 19 27 24 36
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 398,815
COMMITMENTS
51,919 87,636 11,292 305,828 241,998 369,039 340,926 29,776 57,889
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 68,631)
-1,826 5,439 6,397 61,035 55,807 65,606 67,643 3,025 988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 22.0 2.8 76.7 60.7 92.5 85.5 7.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
38 55 18 68 79 118 140
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 50,497
COMMITMENTS
14,926 15,345 0 19,033 25,625 33,959 40,970 16,538 9,527
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -18,401)
3,277 -249 -74 -21,242 -16,926 -18,039 -17,249 -362 -1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 30.4 0.0 37.7 50.7 67.2 81.1 32.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
18 16 0 8 9 26 25
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 27,943
COMMITMENTS
4,961 11,408 0 17,681 10,380 22,642 21,788 5,301 6,155
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -17,851)
-2,077 3,584 -3,678 -11,871 -19,403 -17,626 -19,497 -225 1,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 40.8 0.0 63.3 37.1 81.0 78.0 19.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 8 0 13 17 21 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,772
COMMITMENTS
16,482 8,147 0 12,724 24,248 29,206 32,395 7,566 4,377
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -45,889)
-1,571 -12,568 -4,839 -15,482 -20,073 -21,892 -37,480 -23,997 -8,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 22.2 0.0 34.6 65.9 79.4 88.1 20.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 8 0 19 14 27 22
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,456
COMMITMENTS
5,805 7,971 288 23,032 19,940 29,125 28,199 1,331 2,257
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -2,746)
203 703 288 -1,598 -2,585 -1,107 -1,594 -1,639 -1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 26.2 0.9 75.6 65.5 95.6 92.6 4.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 6 2 11 16 19 24
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/17/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,668
COMMITMENTS
4,168 1,067 0 9,835 12,941 14,003 14,008 665 660
CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -2,998)
-41 344 -56 367 -105 270 183 -3,268 -3,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 7.3 0.0 67.1 88.2 95.5 95.5 4.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 5 0 7 3 16 8
Updated March 20, 2009