BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,942
COMMITMENTS
37 215 35 3,412 3,383 3,484 3,633 458 309
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 24)
0 -3 10 -12 -33 -2 -26 27 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.5 0.9 86.6 85.8 88.4 92.2 11.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 19 13 21 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,272
COMMITMENTS
641 5,225 8,390 22,705 17,110 31,736 30,725 6,536 7,547
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 381)
28 445 -30 244 -171 242 244 139 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 13.7 21.9 59.3 44.7 82.9 80.3 17.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
9 20 20 36 26 61 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,408
COMMITMENTS
30,954 38,492 50,834 77,627 58,471 159,414 147,798 18,994 30,610
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 275)
-1,241 -2,170 1,880 346 1,794 985 1,504 -710 -1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 21.6 28.5 43.5 32.8 89.4 82.8 10.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
69 73 75 53 54 174 160
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 309,703
COMMITMENTS
73,232 59,904 74,174 137,603 124,556 285,009 258,634 24,693 51,068
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -3,354)
-1,258 -6,033 30 1,608 5,759 381 -244 -3,735 -3,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 19.3 24.0 44.4 40.2 92.0 83.5 8.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
103 93 94 104 140 244 298
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,654
COMMITMENTS
3,909 3,834 1,519 2,968 3,108 8,396 8,461 2,258 2,193
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 959)
-7 54 483 179 22 654 558 305 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 36.0 14.3 27.9 29.2 78.8 79.4 21.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 31 18 18 23 54 64
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,708
COMMITMENTS
9,377 8,492 3,221 8,615 6,249 21,212 17,961 7,496 10,747
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -1,233)
-554 -94 -603 -19 -55 -1,177 -752 -56 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 29.6 11.2 30.0 21.8 73.9 62.6 26.1 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
31 32 24 41 34 83 81
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 15,774
COMMITMENTS
5,584 415 164 9,216 14,780 14,964 15,359 810 415
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 2.6 1.0 58.4 93.7 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 2 1 7 11 14 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 80,072
COMMITMENTS
24,883 6,081 4,224 16,153 53,330 45,260 63,635 34,813 16,437
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -16,969)
-19,756 -4,141 744 5,022 -13,822 -13,990 -17,219 -2,979 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 7.6 5.3 20.2 66.6 56.5 79.5 43.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
23 15 13 22 16 55 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,903
COMMITMENTS
22,825 5,037 1,265 3,614 34,635 27,704 40,937 20,198 6,965
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -6,825)
-6,110 -14 -77 1,164 -5,896 -5,023 -5,987 -1,802 -837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 10.5 2.6 7.5 72.3 57.8 85.5 42.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 8 5 6 14 28 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 58,508
COMMITMENTS
25,928 36,787 7 29,439 19,413 55,374 56,207 3,134 2,301
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 8,067)
-3,285 11,875 7 11,574 -3,576 8,296 8,306 -229 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 62.9 0.0 50.3 33.2 94.6 96.1 5.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
29 18 1 14 11 44 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 106,161
COMMITMENTS
15,262 63,387 4,616 67,724 11,819 87,602 79,821 18,559 26,340
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 21,912)
-2,517 14,223 1,930 24,673 539 24,086 16,693 -2,174 5,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 59.7 4.3 63.8 11.1 82.5 75.2 17.5 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 32 12 19 13 43 50
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 130,723
COMMITMENTS
63,521 17,523 6,882 28,676 84,284 99,079 108,689 31,644 22,034
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,973)
168 772 816 859 -3,428 1,843 -1,840 130 3,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 13.4 5.3 21.9 64.5 75.8 83.1 24.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
37 20 13 15 15 57 43
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 189,512
COMMITMENTS
78,050 34,067 16,464 35,789 101,730 130,303 152,261 59,209 37,252
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 3,237)
1,859 -587 -61 649 4,876 2,447 4,228 790 -991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 18.0 8.7 18.9 53.7 68.8 80.3 31.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
61 37 36 24 35 98 95
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,776
COMMITMENTS
19,045 1,542 0 1,342 21,187 20,387 22,729 3,389 1,047
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 173)
-829 313 0 900 180 71 493 102 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.1 6.5 0.0 5.6 89.1 85.7 95.6 14.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 5 0 4 12 19 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,710,208
COMMITMENTS
1106059 272,989 4179200 5502838 6384417 10788097 10836606 922,112 873,602
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 306,963)
-23,580 41,037 171,688 175,381 111,136 323,489 323,861 -16,526 -16,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.3 35.7 47.0 54.5 92.1 92.5 7.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
71 52 104 131 132 253 242
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 476,349
COMMITMENTS
26,439 37,876 39,621 312,553 346,139 378,613 423,636 97,736 52,713
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 7,207)
-2,204 1,533 -899 -1,921 3,101 -5,024 3,735 12,231 3,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.0 8.3 65.6 72.7 79.5 88.9 20.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
23 29 35 80 62 128 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,497,313
COMMITMENTS
435,298 285,853 96,537 1775761 1849809 2307595 2232198 189,718 265,115
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 66,373)
19,047 -18,783 -45 35,466 53,131 54,468 34,303 11,906 32,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 11.4 3.9 71.1 74.1 92.4 89.4 7.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
97 91 62 156 160 290 276
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 108,993
COMMITMENTS
21,005 10,274 211 74,131 94,651 95,347 105,136 13,646 3,857
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 6,423)
2,815 635 211 -492 3,491 2,534 4,337 3,888 2,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 9.4 0.2 68.0 86.8 87.5 96.5 12.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
17 8 1 45 30 63 38
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,639
COMMITMENTS
4,937 908 0 8,890 11,191 13,827 12,099 3,812 5,540
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -179)
276 -725 0 -995 803 -719 78 540 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 5.1 0.0 50.4 63.4 78.4 68.6 21.6 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 3 0 13 17 18 20
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 324,595
COMMITMENTS
109,778 86,395 7,143 164,710 210,483 281,631 304,021 42,964 20,574
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 26,623)
23,254 -5,695 2,486 -2,565 27,408 23,175 24,199 3,448 2,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 26.6 2.2 50.7 64.8 86.8 93.7 13.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
65 49 20 60 69 134 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 108,555
COMMITMENTS
55,772 7,835 2,123 21,523 89,068 79,417 99,026 29,138 9,530
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -5,302)
-5,272 -1,515 187 1,399 -4,617 -3,686 -5,946 -1,616 644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 7.2 2.0 19.8 82.0 73.2 91.2 26.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
25 9 7 9 12 39 23
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,499
COMMITMENTS
12,795 4,398 0 11,396 18,714 24,191 23,112 7,308 8,387
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -1,964)
1,921 -5,002 0 3,146 3,070 5,067 -1,932 -7,031 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 14.0 0.0 36.2 59.4 76.8 73.4 23.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 8 0 16 14 32 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,466
COMMITMENTS
9,492 8,380 649 27,672 13,774 37,813 22,803 5,653 20,663
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 2,457)
-1,634 2,991 519 3,398 554 2,283 4,064 174 -1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 19.3 1.5 63.7 31.7 87.0 52.5 13.0 47.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 9 1 24 19 33 29
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 24,604
COMMITMENTS
4,618 587 207 15,758 21,983 20,583 22,777 4,021 1,827
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 272)
314 0 16 -640 451 -310 467 582 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 2.4 0.8 64.0 89.3 83.7 92.6 16.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 2 3 11 14 21 18
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,498
COMMITMENTS
3,604 1,127 0 12,799 15,731 16,403 16,858 1,095 640
CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 948)
-363 476 0 1,513 234 1,150 710 -202 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 6.4 0.0 73.1 89.9 93.7 96.3 6.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 4 0 8 2 16 6
Updated October 2, 2009