MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 60,964
COMMITMENTS
1,309 8,458 12,600 42,197 25,225 56,107 46,283 4,857 14,681
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -175)
18 788 -77 -600 131 -659 842 484 -1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 13.9 20.7 69.2 41.4 92.0 75.9 8.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
6 32 21 30 24 55 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 158,987
COMMITMENTS
39,824 29,226 41,609 57,941 61,633 139,373 132,468 19,614 26,519
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 2,226)
-1,878 1,642 4,230 -120 -4,419 2,232 1,453 -6 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 18.4 26.2 36.4 38.8 87.7 83.3 12.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
67 54 67 49 50 144 155
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,927
COMMITMENTS
52,302 44,120 69,933 116,282 103,480 238,518 217,534 23,410 44,394
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 7,690)
2,115 4,024 -358 4,398 1,470 6,154 5,137 1,535 2,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 16.8 26.7 44.4 39.5 91.1 83.1 8.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
79 72 95 106 143 237 276
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,178
COMMITMENTS
2,167 3,850 1,725 3,642 1,455 7,534 7,030 1,644 2,148
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 484)
-17 23 370 -10 49 343 442 141 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 41.9 18.8 39.7 15.9 82.1 76.6 17.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
16 24 8 22 15 42 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,277
COMMITMENTS
5,852 6,005 3,674 8,775 4,080 18,301 13,758 4,976 9,519
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 171)
13 -327 -297 300 411 16 -213 155 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 25.8 15.8 37.7 17.5 78.6 59.1 21.4 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
27 24 26 31 29 75 68
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 74,422
COMMITMENTS
7,899 22,714 4,290 35,943 25,716 48,132 52,720 26,291 21,702
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -91)
-1,072 -770 450 558 485 -64 164 -27 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 30.5 5.8 48.3 34.6 64.7 70.8 35.3 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 20 15 10 17 30 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 35,888
COMMITMENTS
4,502 13,682 5,407 13,483 6,174 23,392 25,263 12,496 10,626
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,370)
-810 3,280 -401 5,650 22 4,439 2,901 -1,069 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 38.1 15.1 37.6 17.2 65.2 70.4 34.8 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 16 7 9 9 23 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 30,762
COMMITMENTS
5,491 16,393 1 23,531 9,183 29,023 25,577 1,739 5,185
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 6,137)
-180 1,869 1 6,118 4,662 5,939 6,532 198 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 53.3 0.0 76.5 29.9 94.3 83.1 5.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 31 1 8 9 18 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 107,945
COMMITMENTS
12,786 47,948 12,045 53,671 23,168 78,502 83,161 29,443 24,784
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 2,108)
2,651 816 1,437 1,007 -983 5,094 1,270 -2,986 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 44.4 11.2 49.7 21.5 72.7 77.0 27.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
15 32 13 15 13 37 51
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 131,345
COMMITMENTS
62,135 13,809 11,036 33,053 86,708 106,223 111,553 25,122 19,792
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,911)
608 -1,295 1,440 119 5,429 2,167 5,574 1,744 -1,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 10.5 8.4 25.2 66.0 80.9 84.9 19.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
30 23 15 20 19 61 46
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 169,040
COMMITMENTS
30,479 40,094 24,055 75,444 69,145 129,979 133,294 39,061 35,746
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 395)
3,674 3,412 -697 3,702 4,391 6,679 7,106 -6,284 -6,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 23.7 14.2 44.6 40.9 76.9 78.9 23.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
38 37 28 26 27 77 79
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 10,782
COMMITMENTS
1,802 6,099 0 6,268 2,810 8,070 8,909 2,712 1,873
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 1,068)
-257 2,103 0 1,296 -950 1,039 1,153 29 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 56.6 0.0 58.1 26.1 74.8 82.6 25.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 11 0 9 5 11 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,755,212
COMMITMENTS
628,288 396,445 4526645 6656705 7083302 11811638 12006392 943,574 748,820
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -240,280)
-81,553 56,535 -40,696 -61,874 -202,346 -184,123 -186,507 -56,157 -53,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.1 35.5 52.2 55.5 92.6 94.1 7.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
68 37 94 105 103 210 203
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 666,351
COMMITMENTS
43,758 55,732 37,968 457,398 513,954 539,124 607,654 127,227 58,697
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -8,037)
413 8,606 -361 -3,830 -5,406 -3,778 2,840 -4,260 -10,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 8.4 5.7 68.6 77.1 80.9 91.2 19.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
31 34 43 87 71 143 123
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,753,161
COMMITMENTS
580,893 275,017 81,919 1898135 2143037 2560948 2499973 192,213 253,188
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 60,744)
3,265 -33,641 13,154 57,078 76,099 73,497 55,612 -12,753 5,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 10.0 3.0 68.9 77.8 93.0 90.8 7.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
91 91 56 140 137 257 258
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 109,357
COMMITMENTS
15,588 12,532 0 86,662 92,889 102,250 105,421 7,107 3,936
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -3,906)
-2,524 -2,344 0 -741 -1,060 -3,265 -3,404 -641 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 11.5 0.0 79.2 84.9 93.5 96.4 6.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
6 7 0 43 34 49 41
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 25,817
COMMITMENTS
1,674 4,293 0 15,982 19,079 17,656 23,372 8,161 2,445
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 776)
-854 -1,121 0 2,903 1,448 2,049 327 -1,274 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 16.6 0.0 61.9 73.9 68.4 90.5 31.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 5 0 14 24 18 29
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 251,748
COMMITMENTS
35,971 44,780 2,943 195,474 161,059 234,388 208,782 17,360 42,966
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -19,645)
-669 -7,704 -219 -18,327 -1,521 -19,216 -9,444 -429 -10,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 17.8 1.2 77.6 64.0 93.1 82.9 6.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
35 44 13 51 66 94 115
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 51,257
COMMITMENTS
11,574 14,619 4,511 21,669 18,813 37,754 37,944 13,503 13,313
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -87)
1,429 -1,249 626 -1,616 994 439 372 -527 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 28.5 8.8 42.3 36.7 73.7 74.0 26.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 15 6 11 14 30 31
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,628
COMMITMENTS
6,026 9,101 10 24,171 21,061 30,207 30,172 5,421 5,456
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 1,176)
-286 2,774 10 1,799 -1,539 1,523 1,245 -347 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 25.5 0.0 67.8 59.1 84.8 84.7 15.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 19 1 15 20 24 39
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,651
COMMITMENTS
10,722 18,027 479 24,207 19,778 35,408 38,284 8,243 5,367
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 632)
775 -1,986 313 979 -339 2,067 -2,012 -1,435 2,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 41.3 1.1 55.5 45.3 81.1 87.7 18.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
14 11 2 20 18 35 30
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,532
COMMITMENTS
5,097 7,092 86 23,547 21,282 28,730 28,460 1,802 2,072
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 912)
-157 602 60 827 229 730 891 182 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 23.2 0.3 77.1 69.7 94.1 93.2 5.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 7 2 12 14 19 22
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,250
COMMITMENTS
3,768 780 0 9,706 12,807 13,474 13,587 776 663
CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 147)
-7 14 0 171 63 164 77 -17 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 5.5 0.0 68.1 89.9 94.6 95.3 5.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 4 0 6 3 15 7
Updated January 30, 2009