BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,734
COMMITMENTS
42 245 8 2,142 2,247 2,192 2,500 542 234
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 9.0 0.3 78.3 82.2 80.2 91.4 19.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 12 9 14 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,735
COMMITMENTS
1,437 4,969 1,041 16,592 14,221 19,070 20,231 5,665 4,504
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 930)
-122 287 -44 1,024 471 858 714 72 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 20.1 4.2 67.1 57.5 77.1 81.8 22.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 18 15 29 21 48 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 168,412
COMMITMENTS
44,691 32,104 26,324 76,363 84,072 147,378 142,500 21,034 25,912
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -433)
1,628 -3,206 -164 2,140 8,443 3,604 5,073 -4,037 -5,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 19.1 15.6 45.3 49.9 87.5 84.6 12.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
68 54 64 38 58 154 150
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,079
COMMITMENTS
89,409 66,812 31,334 121,359 117,142 242,102 215,288 23,977 50,791
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -5,812)
3,458 3,782 -3,005 2,923 3,154 3,376 3,931 -9,188 -9,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 25.1 11.8 45.6 44.0 91.0 80.9 9.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
103 92 81 77 144 216 291
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,169
COMMITMENTS
4,781 2,563 1,592 3,021 5,383 9,394 9,538 1,775 1,631
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 573)
224 -216 303 175 769 702 856 -129 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 22.9 14.3 27.0 48.2 84.1 85.4 15.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 25 12 14 35 52 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,211
COMMITMENTS
12,079 12,185 801 7,350 4,866 20,230 17,852 5,981 8,359
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -117)
38 370 -14 548 283 572 639 -689 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.1 46.5 3.1 28.0 18.6 77.2 68.1 22.8 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
28 38 19 30 27 70 73
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 19,856
COMMITMENTS
5,769 124 216 9,923 19,487 15,908 19,827 3,948 29
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 58)
-885 5 -8 417 260 -476 257 534 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 0.6 1.1 50.0 98.1 80.1 99.9 19.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 1 1 8 12 15 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 89,131
COMMITMENTS
30,492 5,839 507 21,417 64,297 52,416 70,643 36,715 18,488
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -5,110)
-5,161 -6,208 297 40 979 -4,824 -4,932 -286 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 6.6 0.6 24.0 72.1 58.8 79.3 41.2 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
27 12 5 21 20 51 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,159
COMMITMENTS
26,136 4,019 0 8,688 41,395 34,824 45,414 19,335 8,745
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 141)
825 907 0 -1,037 -286 -212 621 353 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.3 7.4 0.0 16.0 76.4 64.3 83.9 35.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 5 0 5 14 20 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,667
COMMITMENTS
98,074 8,808 512 12,831 105,512 111,417 114,832 5,250 1,835
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 33,493)
32,953 -1,005 93 -112 34,340 32,934 33,428 559 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.1 7.5 0.4 11.0 90.4 95.5 98.4 4.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
38 19 4 15 19 55 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 88,875
COMMITMENTS
22,820 34,175 81 44,355 36,780 67,256 71,036 21,619 17,839
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -7,741)
-6,700 -1,930 73 1,123 -3,376 -5,504 -5,233 -2,237 -2,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 38.5 0.1 49.9 41.4 75.7 79.9 24.3 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
20 17 3 18 18 40 36
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 131,833
COMMITMENTS
65,224 13,514 266 38,073 97,133 103,563 110,913 28,270 20,920
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 5,925)
16,474 316 67 -9,791 4,264 6,750 4,647 -825 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.5 10.3 0.2 28.9 73.7 78.6 84.1 21.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
35 19 4 16 21 54 41
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 173,834
COMMITMENTS
70,841 52,374 502 53,323 89,903 124,666 142,779 49,168 31,055
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 1,509)
6,573 62 117 636 5,964 7,326 6,143 -5,817 -4,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 30.1 0.3 30.7 51.7 71.7 82.1 28.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
51 36 14 30 28 88 71
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,639
COMMITMENTS
15,130 3,546 0 3,604 16,942 18,734 20,488 2,905 1,151
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 0)
-546 544 0 785 -484 239 60 -239 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.9 16.4 0.0 16.7 78.3 86.6 94.7 13.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 6 0 8 12 21 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,511,687
COMMITMENTS
1337737 546,579 835,925 4412998 5221715 6586660 6604219 925,027 907,468
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 79,271)
-39,918 81,609 -1,284 106,101 14,008 64,899 94,333 14,372 -15,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 7.3 11.1 58.7 69.5 87.7 87.9 12.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
63 62 80 125 126 234 228
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 407,392
COMMITMENTS
27,672 35,885 1,265 258,196 324,219 287,133 361,369 120,259 46,023
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 8,759)
-2,273 -50 478 9,633 15,038 7,838 15,466 921 -6,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 8.8 0.3 63.4 79.6 70.5 88.7 29.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
16 21 7 69 55 89 80
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,639,563
COMMITMENTS
470,389 299,610 34,862 1965106 1922108 2470357 2256580 169,206 382,983
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 32,586)
2,583 -385 4,302 74,922 14,686 81,807 18,603 -49,221 13,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 11.4 1.3 74.4 72.8 93.6 85.5 6.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
99 82 33 157 163 271 263
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 109,884
COMMITMENTS
18,919 11,774 744 78,936 95,008 98,599 107,526 11,285 2,358
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -975)
425 -467 22 1,067 -245 1,514 -690 -2,489 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 10.7 0.7 71.8 86.5 89.7 97.9 10.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
15 10 1 50 33 65 44
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,768
COMMITMENTS
12,566 570 0 7,588 21,292 20,154 21,862 4,614 2,906
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 3,274)
2,800 300 0 -207 2,220 2,593 2,520 681 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 2.3 0.0 30.6 86.0 81.4 88.3 18.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 1 0 13 19 19 20
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 354,093
COMMITMENTS
110,668 96,292 3,036 211,900 240,448 325,604 339,776 28,489 14,317
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 24,645)
6,398 15,762 1,637 13,644 12,573 21,679 29,972 2,966 -5,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 27.2 0.9 59.8 67.9 92.0 96.0 8.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
67 42 11 58 75 130 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 118,766
COMMITMENTS
53,743 10,179 132 34,754 97,938 88,629 108,249 30,137 10,517
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -5,264)
-6,892 -3,568 25 4,724 -2,345 -2,143 -5,888 -3,121 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 8.6 0.1 29.3 82.5 74.6 91.1 25.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
27 11 4 13 14 44 25
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,784
COMMITMENTS
8,546 4,668 0 19,134 17,535 27,680 22,203 6,104 11,581
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 485)
174 -530 0 -375 255 -201 -275 686 760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 13.8 0.0 56.6 51.9 81.9 65.7 18.1 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 9 0 21 16 38 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,267
COMMITMENTS
9,861 11,566 3,165 39,626 24,621 52,652 39,352 6,615 19,915
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 7,342)
1,633 -1,115 1,523 4,710 2,974 7,866 3,382 -524 3,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 19.5 5.3 66.9 41.5 88.8 66.4 11.2 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 16 1 21 26 31 42
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 25,204
COMMITMENTS
4,647 0 92 17,328 23,835 22,067 23,927 3,137 1,277
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 324)
-499 0 13 689 844 203 857 121 -533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 0.0 0.4 68.8 94.6 87.6 94.9 12.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 0 2 15 15 26 17
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 19,479
COMMITMENTS
3,221 1,328 0 10,034 17,151 13,255 18,479 6,224 1,000
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: 512)
122 204 0 33 228 155 432 357 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 6.8 0.0 51.5 88.0 68.0 94.9 32.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 2 0 9 9 15 11
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 11/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,054
COMMITMENTS
5,407 237 0 11,952 18,387 17,359 18,624 1,695 430
CHANGES FROM 11/17/09 (CHANGE IN OPEN INTEREST: -8)
-172 -45 0 227 48 55 3 -63 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 1.2 0.0 62.7 96.5 91.1 97.7 8.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 2 0 7 3 20 5
Updated November 30, 2009