MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,808
COMMITMENTS
1,851 5,582 687 17,189 14,086 19,727 20,355 5,081 4,453
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,476)
728 449 69 595 612 1,392 1,130 84 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 22.5 2.8 69.3 56.8 79.5 82.1 20.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
10 19 13 28 22 47 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 171,155
COMMITMENTS
48,445 23,731 25,849 74,766 92,113 149,060 141,693 22,095 29,462
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -8,209)
-867 -1,894 -3,242 -1,397 -229 -5,506 -5,365 -2,703 -2,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 13.9 15.1 43.7 53.8 87.1 82.8 12.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
72 51 66 40 55 160 144
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,608
COMMITMENTS
91,788 65,421 28,139 116,335 119,441 236,262 213,001 24,346 47,607
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -3,042)
1,692 -1,912 -2,444 -1,249 2,201 -2,001 -2,155 -1,041 -887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 25.1 10.8 44.6 45.8 90.7 81.7 9.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
103 91 74 74 136 208 277
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,415
COMMITMENTS
4,494 1,291 799 2,410 5,723 7,703 7,813 1,712 1,602
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -635)
-234 -221 -410 -72 -55 -716 -686 81 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 13.7 8.5 25.6 60.8 81.8 83.0 18.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
28 17 11 15 34 51 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,639
COMMITMENTS
10,756 12,738 2,906 10,444 5,018 24,106 20,662 6,533 9,977
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,202)
-929 25 714 1,523 260 1,308 999 -106 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 41.6 9.5 34.1 16.4 78.7 67.4 21.3 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
33 38 29 33 33 82 91
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 23,058
COMMITMENTS
2,489 895 231 15,841 21,541 18,561 22,667 4,497 391
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,246)
-548 681 0 2,505 1,299 1,957 1,980 289 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 3.9 1.0 68.7 93.4 80.5 98.3 19.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 1 11 11 17 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 109,895
COMMITMENTS
29,365 3,740 5,848 36,993 80,282 72,206 89,870 37,689 20,025
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 6,677)
-3,830 4 4,809 2,209 -1,569 3,188 3,244 3,489 3,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 3.4 5.3 33.7 73.1 65.7 81.8 34.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
20 10 3 22 24 44 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 33,591
COMMITMENTS
11,305 10,844 430 7,917 11,808 19,652 23,082 13,939 10,509
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -16,004)
-8,872 4,015 402 -6,293 -20,329 -14,763 -15,912 -1,241 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 32.3 1.3 23.6 35.2 58.5 68.7 41.5 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 9 1 6 10 20 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 114,996
COMMITMENTS
97,731 6,169 241 10,540 107,019 108,512 113,429 6,484 1,567
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -57,515)
-15,897 -1,276 -1,694 -39,825 -53,913 -57,416 -56,883 -99 -632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.0 5.4 0.2 9.2 93.1 94.4 98.6 5.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
45 14 2 13 15 60 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 72,177
COMMITMENTS
13,810 37,254 14 41,416 14,117 55,240 51,385 16,937 20,792
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -31,319)
-3,249 3,319 -7,892 -18,035 -27,146 -29,176 -31,719 -2,143 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 51.6 0.0 57.4 19.6 76.5 71.2 23.5 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 21 1 13 13 26 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 88,438
COMMITMENTS
33,810 25,438 0 34,665 43,990 68,475 69,428 19,963 19,010
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -35,063)
-14,944 11,866 -1,908 -17,520 -43,043 -34,372 -33,085 -691 -1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 28.8 0.0 39.2 49.7 77.4 78.5 22.6 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
22 22 0 12 17 34 39
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 132,017
COMMITMENTS
42,987 59,435 671 39,669 40,728 83,327 100,834 48,690 31,183
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -47,277)
-9,048 6,889 -5,357 -36,348 -51,587 -50,753 -50,055 3,476 2,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 45.0 0.5 30.0 30.9 63.1 76.4 36.9 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
32 49 10 28 23 65 77
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 18,647
COMMITMENTS
14,235 4,783 0 1,598 12,224 15,833 17,007 2,814 1,640
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -4,463)
1,652 -5 0 -5,867 -3,928 -4,215 -3,933 -248 -530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.3 25.7 0.0 8.6 65.6 84.9 91.2 15.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 6 0 4 7 14 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 6,489,822
COMMITMENTS
836,002 377,019 790,017 4004208 4458240 5630227 5625276 859,595 864,546
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -905,984)
-291,882 -174,625 -23,347 -591,300 -713,327 -906,529 -911,299 545 5,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 5.8 12.2 61.7 68.7 86.8 86.7 13.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
53 45 78 121 112 219 201
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 458,269
COMMITMENTS
27,297 39,010 3,987 264,024 347,851 295,308 390,848 162,961 67,421
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 36,761)
2,882 555 2,508 15,997 18,668 21,387 21,731 15,374 15,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 8.5 0.9 57.6 75.9 64.4 85.3 35.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
15 23 15 73 65 98 94
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,378,983
COMMITMENTS
532,436 331,721 61,307 2541970 2461235 3135713 2854263 243,270 524,720
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 608,548)
78,436 20,119 16,705 479,916 532,609 575,057 569,433 33,491 39,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 9.8 1.8 75.2 72.8 92.8 84.5 7.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
108 89 50 180 186 311 303
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 120,023
COMMITMENTS
19,921 11,015 64 89,917 103,104 109,902 114,183 10,121 5,840
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 5,797)
1,659 -88 64 8,808 3,319 10,531 3,295 -4,734 2,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 9.2 0.1 74.9 85.9 91.6 95.1 8.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 6 1 52 35 66 41
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,808
COMMITMENTS
10,400 570 220 10,451 23,628 21,071 24,418 6,737 3,390
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 3,583)
-1,436 0 220 2,722 2,016 1,506 2,236 2,077 1,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 2.0 0.8 37.6 85.0 75.8 87.8 24.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 1 2 14 21 21 23
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 443,515
COMMITMENTS
108,470 104,836 15,959 291,420 295,342 415,849 416,137 27,666 27,378
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 93,876)
13,634 2,986 13,238 61,101 69,934 87,973 86,158 5,903 7,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 23.6 3.6 65.7 66.6 93.8 93.8 6.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
61 38 14 80 82 148 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 101,906
COMMITMENTS
54,757 13,774 150 22,600 77,031 77,507 90,955 24,399 10,951
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -23,356)
4,038 9,737 -4,471 -20,146 -28,167 -20,579 -22,901 -2,777 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.7 13.5 0.1 22.2 75.6 76.1 89.3 23.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
27 11 4 11 14 40 27
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 25,848
COMMITMENTS
9,563 6,825 0 10,591 8,696 20,154 15,521 5,694 10,327
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -29,147)
-451 868 -1,635 -16,337 -14,654 -18,423 -15,421 -10,724 -13,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 26.4 0.0 41.0 33.6 78.0 60.0 22.0 40.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 11 0 13 12 30 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 24,747
COMMITMENTS
7,017 6,186 383 10,701 10,320 18,101 16,889 6,646 7,858
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -45,538)
-1,706 -3,030 -5,867 -26,504 -24,060 -34,077 -32,957 -11,461 -12,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 25.0 1.5 43.2 41.7 73.1 68.2 26.9 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 10 1 15 15 25 25
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,194
COMMITMENTS
4,102 0 75 19,512 25,056 23,689 25,131 3,505 2,063
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,165)
-504 0 23 1,892 1,284 1,411 1,307 754 858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 0.0 0.3 71.8 92.1 87.1 92.4 12.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 0 3 15 17 24 20
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 21,869
COMMITMENTS
3,165 1,779 0 11,634 18,424 14,799 20,203 7,070 1,666
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,472)
336 154 0 295 332 631 486 841 986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 8.1 0.0 53.2 84.2 67.7 92.4 32.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 3 0 10 9 16 12
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 12/15/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,535
COMMITMENTS
4,899 558 79 12,293 18,240 17,271 18,877 2,264 658
CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: -159)
-242 450 79 510 -526 347 3 -506 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 2.9 0.4 62.9 93.4 88.4 96.6 11.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 2 1 9 3 19 6
Updated December 18, 2009