MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,133
COMMITMENTS
1,452 4,937 1,058 16,841 14,507 19,351 20,502 5,782 4,631
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 398)
15 -32 17 249 286 281 271 117 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 19.6 4.2 67.0 57.7 77.0 81.6 23.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
11 17 14 28 21 46 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 175,852
COMMITMENTS
48,306 26,551 26,017 76,399 91,775 150,722 144,343 25,130 31,509
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 7,440)
3,615 -5,553 -307 36 7,703 3,344 1,843 4,096 5,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 15.1 14.8 43.4 52.2 85.7 82.1 14.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
77 62 71 43 58 171 159
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,788
COMMITMENTS
90,033 67,427 31,182 121,803 118,184 243,018 216,793 23,770 49,995
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 709)
624 615 -152 444 1,042 916 1,505 -207 -796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 25.3 11.7 45.7 44.3 91.1 81.3 8.9 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
108 98 78 79 140 222 289
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,433
COMMITMENTS
4,968 2,020 1,737 2,678 5,858 9,383 9,615 2,050 1,818
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 264)
187 -543 145 -343 475 -11 77 275 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 17.7 15.2 23.4 51.2 82.1 84.1 17.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
35 23 14 13 35 58 65
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,976
COMMITMENTS
12,389 12,929 1,580 8,107 4,598 22,076 19,107 5,900 8,869
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,765)
310 744 779 757 -268 1,846 1,255 -81 510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 46.2 5.6 29.0 16.4 78.9 68.3 21.1 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
30 39 25 30 27 75 80
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 21,469
COMMITMENTS
4,145 229 216 11,871 19,767 16,232 20,212 5,237 1,257
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,613)
-1,624 105 0 1,948 280 324 385 1,289 1,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 1.1 1.0 55.3 92.1 75.6 94.1 24.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 1 1 10 11 17 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 97,431
COMMITMENTS
35,964 5,155 141 20,713 74,286 56,818 79,582 40,613 17,849
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 8,300)
5,472 -684 -366 -704 9,989 4,402 8,939 3,898 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 5.3 0.1 21.3 76.2 58.3 81.7 41.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
28 11 3 20 23 49 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,659
COMMITMENTS
28,904 4,179 1 7,212 45,067 36,117 49,247 20,542 7,412
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 2,500)
2,768 160 1 -1,476 3,672 1,293 3,833 1,207 -1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.0 7.4 0.0 12.7 79.5 63.7 86.9 36.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 7 1 5 15 21 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 126,085
COMMITMENTS
107,391 7,006 459 12,526 117,186 120,376 124,651 5,709 1,434
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 9,418)
9,317 -1,802 -53 -305 11,674 8,959 9,819 459 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.2 5.6 0.4 9.9 92.9 95.5 98.9 4.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
52 14 4 13 20 66 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 89,615
COMMITMENTS
23,468 34,131 46 45,005 36,009 68,519 70,186 21,096 19,429
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 740)
648 -44 -35 650 -771 1,263 -850 -523 1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 38.1 0.1 50.2 40.2 76.5 78.3 23.5 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
19 18 6 18 18 42 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 144,123
COMMITMENTS
73,793 16,886 1,679 37,883 104,010 113,355 122,575 30,768 21,548
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 12,290)
8,569 3,372 1,413 -190 6,877 9,792 11,662 2,498 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.2 11.7 1.2 26.3 72.2 78.7 85.0 21.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
35 24 4 12 21 51 45
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 175,155
COMMITMENTS
71,123 48,972 635 49,443 94,717 121,201 144,324 53,954 30,831
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,321)
282 -3,402 133 -3,880 4,814 -3,465 1,545 4,786 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 28.0 0.4 28.2 54.1 69.2 82.4 30.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
45 37 13 32 34 84 77
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,778
COMMITMENTS
13,729 5,626 0 5,906 15,543 19,635 21,169 3,143 1,609
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,139)
-1,401 2,080 0 2,302 -1,399 901 681 238 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 24.7 0.0 25.9 68.2 86.2 92.9 13.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 5 0 11 12 23 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,540,131
COMMITMENTS
1342356 559,031 808,407 4491221 5271480 6641984 6638918 898,147 901,213
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 28,444)
4,619 12,452 -27,518 78,223 49,765 55,324 34,699 -26,880 -6,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 7.4 10.7 59.6 69.9 88.1 88.0 11.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
67 60 84 125 125 241 226
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 409,566
COMMITMENTS
29,299 36,814 1,215 253,920 326,957 284,434 364,986 125,132 44,580
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 2,174)
1,627 929 -50 -4,276 2,738 -2,699 3,617 4,873 -1,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 9.0 0.3 62.0 79.8 69.4 89.1 30.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
18 21 6 67 54 88 79
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,657,480
COMMITMENTS
473,537 312,050 38,245 1974148 1921550 2485930 2271845 171,550 385,635
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 17,917)
3,148 12,440 3,383 9,042 -558 15,573 15,265 2,344 2,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 11.7 1.4 74.3 72.3 93.5 85.5 6.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437)
102 86 30 159 164 272 269
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 111,931
COMMITMENTS
19,868 11,289 1 80,098 98,520 99,967 109,810 11,964 2,121
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 2,047)
949 -485 -743 1,162 3,512 1,368 2,284 679 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 10.1 0.0 71.6 88.0 89.3 98.1 10.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
14 9 1 52 34 66 44
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 25,895
COMMITMENTS
14,585 570 0 6,860 21,600 21,445 22,170 4,450 3,725
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,127)
2,019 0 0 -728 308 1,291 308 -164 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.3 2.2 0.0 26.5 83.4 82.8 85.6 17.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 0 11 19 17 20
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 364,089
COMMITMENTS
118,576 104,329 1,334 217,209 244,152 337,119 349,815 26,970 14,274
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 9,996)
7,908 8,037 -1,702 5,309 3,704 11,515 10,039 -1,519 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 28.7 0.4 59.7 67.1 92.6 96.1 7.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
70 45 9 58 76 135 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 118,047
COMMITMENTS
55,415 6,977 308 31,839 99,362 87,562 106,647 30,485 11,400
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -719)
1,672 -3,202 176 -2,915 1,424 -1,067 -1,602 348 883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 5.9 0.3 27.0 84.2 74.2 90.3 25.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
27 11 7 13 15 44 29
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,272
COMMITMENTS
8,909 4,983 55 20,462 17,244 29,426 22,282 5,846 12,990
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 1,488)
363 315 55 1,328 -291 1,746 79 -258 1,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 14.1 0.2 58.0 48.9 83.4 63.2 16.6 36.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 11 1 22 15 39 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,315
COMMITMENTS
8,815 8,626 4,271 38,212 26,841 51,298 39,738 8,017 19,577
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 48)
-1,046 -2,940 1,106 -1,414 2,220 -1,354 386 1,402 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 14.5 7.2 64.4 45.3 86.5 67.0 13.5 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 14 1 20 25 29 40
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 25,184
COMMITMENTS
5,080 0 143 16,961 23,864 22,184 24,007 3,000 1,177
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: -20)
433 0 51 -367 29 117 80 -137 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 0.0 0.6 67.3 94.8 88.1 95.3 11.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 0 2 16 15 28 17
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 19,500
COMMITMENTS
2,821 1,591 0 10,501 17,262 13,322 18,853 6,178 647
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 21)
-400 263 0 467 111 67 374 -46 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 8.2 0.0 53.9 88.5 68.3 96.7 31.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 2 0 9 9 14 11
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 12/01/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,413
COMMITMENTS
5,602 363 0 11,627 18,706 17,229 19,069 2,184 344
CHANGES FROM 11/24/09 (CHANGE IN OPEN INTEREST: 359)
195 126 0 -325 319 -130 445 489 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 1.9 0.0 59.9 96.4 88.7 98.2 11.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 3 0 7 4 20 7
Updated December 4, 2009