MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,171
COMMITMENTS
2,614 5,439 769 18,950 15,469 22,333 21,677 4,838 5,494
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 1,303)
-41 275 45 1,283 638 1,287 958 16 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 20.0 2.8 69.7 56.9 82.2 79.8 17.8 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 19 17 29 24 51 51
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 175,178
COMMITMENTS
50,450 25,109 26,426 76,322 93,961 153,198 145,496 21,980 29,682
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 4,687)
993 817 1,669 832 623 3,494 3,109 1,193 1,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 14.3 15.1 43.6 53.6 87.5 83.1 12.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
70 49 67 41 52 157 145
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,579
COMMITMENTS
94,203 56,334 31,985 115,310 126,009 241,498 214,328 23,081 50,251
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 4,954)
3,158 -2,192 3,106 -1,352 1,931 4,912 2,845 42 2,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 21.3 12.1 43.6 47.6 91.3 81.0 8.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
108 90 76 67 137 213 273
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,788
COMMITMENTS
4,285 1,808 336 2,479 4,955 7,100 7,099 1,688 1,689
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -5)
-29 274 -83 13 -465 -99 -274 94 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 20.6 3.8 28.2 56.4 80.8 80.8 19.2 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 18 8 15 32 47 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,124
COMMITMENTS
9,701 10,902 3,292 11,234 5,722 24,227 19,916 5,897 10,208
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -143)
-3 -847 32 68 322 97 -493 -240 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 36.2 10.9 37.3 19.0 80.4 66.1 19.6 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
28 35 28 36 35 84 85
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 18,265
COMMITMENTS
2,548 359 120 11,289 17,583 13,957 18,062 4,308 203
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -763)
0 24 0 -670 -699 -670 -675 -93 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 2.0 0.7 61.8 96.3 76.4 98.9 23.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 1 8 11 14 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 101,157
COMMITMENTS
50,457 10,468 114 13,066 76,076 63,637 86,658 37,520 14,499
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 21,734)
19,076 1,788 -22 -377 20,079 18,677 21,845 3,057 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 10.3 0.1 12.9 75.2 62.9 85.7 37.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
25 10 3 15 25 41 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 38,033
COMMITMENTS
10,334 17,385 0 17,760 8,196 28,094 25,581 9,939 12,452
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 3,835)
1,250 3,733 0 4,063 -692 5,313 3,041 -1,478 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 45.7 0.0 46.7 21.5 73.9 67.3 26.1 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 12 0 10 7 21 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 96,720
COMMITMENTS
70,392 5,759 257 20,132 87,881 90,781 93,897 5,939 2,823
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -6,811)
-8,186 179 -855 2,316 -7,192 -6,725 -7,868 -86 1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.8 6.0 0.3 20.8 90.9 93.9 97.1 6.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
46 12 2 14 13 61 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 84,792
COMMITMENTS
18,480 47,955 50 48,787 13,728 67,317 61,733 17,475 23,059
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 10,709)
4,929 9,827 0 4,930 -1,589 9,859 8,238 850 2,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 56.6 0.1 57.5 16.2 79.4 72.8 20.6 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
17 26 4 16 15 35 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 95,217
COMMITMENTS
19,943 34,846 0 59,501 37,716 79,444 72,562 15,773 22,655
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 1,993)
-9,534 4,358 0 13,383 -3,928 3,849 430 -1,856 1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 36.6 0.0 62.5 39.6 83.4 76.2 16.6 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
19 33 0 14 17 33 50
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 144,152
COMMITMENTS
34,132 67,929 899 66,911 41,361 101,942 110,189 42,210 33,963
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 9,552)
-6,793 12,677 437 21,619 -5,477 15,263 7,637 -5,711 1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 47.1 0.6 46.4 28.7 70.7 76.4 29.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
36 48 12 27 24 71 76
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 18,893
COMMITMENTS
13,872 5,067 0 2,028 12,604 15,900 17,671 2,993 1,222
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -479)
-1,292 -351 0 323 218 -969 -133 490 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.4 26.8 0.0 10.7 66.7 84.2 93.5 15.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 8 0 6 8 15 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 6,356,552
COMMITMENTS
731,330 468,557 716,731 4149496 4338564 5597557 5523852 758,995 832,700
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -162,871)
-145,823 22,261 -27,221 27,790 -175,660 -145,254 -180,620 -17,617 17,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 7.4 11.3 65.3 68.3 88.1 86.9 11.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
51 50 83 120 114 221 207
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 324,157
COMMITMENTS
31,592 23,728 123 204,537 263,789 236,252 287,640 87,905 36,517
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 4,627)
8,410 52 19 -2,525 5,320 5,904 5,391 -1,277 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 7.3 0.0 63.1 81.4 72.9 88.7 27.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
16 15 2 64 61 81 77
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,400,627
COMMITMENTS
376,329 315,818 8,940 1831543 1839230 2216812 2163988 183,815 236,639
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 25,158)
-1,111 10,921 1,900 29,612 16,326 30,401 29,147 -5,243 -3,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 13.2 0.4 76.3 76.6 92.3 90.1 7.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
88 77 27 144 157 244 249
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,581
COMMITMENTS
10,795 10,425 0 79,467 86,287 90,262 96,712 12,319 5,869
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -434)
-3,989 -16 -63 3,737 -153 -315 -232 -119 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 10.2 0.0 77.5 84.1 88.0 94.3 12.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 6 0 43 32 56 38
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 10,390
COMMITMENTS
3,159 218 0 3,854 8,050 7,013 8,268 3,377 2,122
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 590)
641 -492 0 2 1,333 643 841 -53 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 2.1 0.0 37.1 77.5 67.5 79.6 32.5 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 0 9 9 13 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 294,737
COMMITMENTS
123,562 73,886 3,650 141,236 202,168 268,448 279,704 26,289 15,033
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 19,783)
12,221 2,272 -50 6,839 19,040 19,010 21,262 773 -1,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 25.1 1.2 47.9 68.6 91.1 94.9 8.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
62 44 9 54 71 119 121
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 98,465
COMMITMENTS
53,603 17,072 187 20,461 71,294 74,251 88,553 24,214 9,912
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 4,277)
4,834 728 26 -736 3,664 4,124 4,418 153 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 17.3 0.2 20.8 72.4 75.4 89.9 24.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
24 14 5 12 15 39 31
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 24,800
COMMITMENTS
7,674 5,502 0 11,580 8,571 19,254 14,073 5,546 10,727
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 425)
28 481 0 407 154 435 635 -10 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 22.2 0.0 46.7 34.6 77.6 56.7 22.4 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 12 0 13 11 25 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 27,032
COMMITMENTS
3,676 5,795 807 11,688 15,037 16,171 21,639 10,861 5,393
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 1,671)
-675 -150 82 -31 1,954 -624 1,886 2,295 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 21.4 3.0 43.2 55.6 59.8 80.0 40.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 10 2 14 19 22 29
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,023
COMMITMENTS
3,987 278 40 20,613 25,462 24,640 25,780 2,383 1,243
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 951)
192 -115 0 608 1,049 800 934 151 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 1.0 0.1 76.3 94.2 91.2 95.4 8.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 1 1 16 18 24 20
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 18,232
COMMITMENTS
2,144 1,159 0 9,317 15,488 11,461 16,647 6,771 1,585
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 910)
226 441 0 395 488 621 929 289 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 6.4 0.0 51.1 84.9 62.9 91.3 37.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 3 0 8 6 14 9
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 12/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 18,330
COMMITMENTS
4,533 340 0 11,808 17,525 16,341 17,865 1,989 465
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 609)
619 -293 0 -7 1,037 612 744 -3 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 1.9 0.0 64.4 95.6 89.1 97.5 10.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 3 0 8 3 18 6
Updated January 7, 2010