MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,256
COMMITMENTS
1,117 3,245 6,686 18,772 17,027 26,576 26,958 6,679 6,297
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -4,636)
-330 -887 -1,378 -2,351 -771 -4,059 -3,037 -577 -1,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 9.8 20.1 56.4 51.2 79.9 81.1 20.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 13 16 34 28 57 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 189,291
COMMITMENTS
44,122 28,575 53,117 72,004 77,792 169,243 159,484 20,048 29,806
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 4,045)
5,637 -6,566 2,546 -1,801 10,121 6,381 6,100 -2,336 -2,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 15.1 28.1 38.0 41.1 89.4 84.3 10.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
82 56 87 48 55 187 161
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 332,985
COMMITMENTS
84,286 42,903 86,041 136,381 151,833 306,708 280,776 26,277 52,209
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 6,305)
4,200 -3,619 3,353 -1,620 5,423 5,932 5,156 372 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 12.9 25.8 41.0 45.6 92.1 84.3 7.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
105 94 96 109 151 268 295
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,755
COMMITMENTS
4,225 3,704 736 2,990 3,476 7,950 7,916 1,805 1,839
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 145)
468 -724 -72 -35 850 361 54 -216 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.3 38.0 7.5 30.6 35.6 81.5 81.1 18.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
22 25 10 20 25 51 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,494
COMMITMENTS
11,391 9,632 3,224 7,326 5,079 21,941 17,935 5,553 9,559
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,632)
308 -252 -1,123 151 122 -663 -1,254 -969 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 35.0 11.7 26.6 18.5 79.8 65.2 20.2 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
32 34 30 36 30 82 83
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 20,800
COMMITMENTS
7,217 449 216 10,468 19,361 17,901 20,026 2,899 774
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 1,385)
-390 0 0 2,140 1,468 1,750 1,468 -365 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 2.2 1.0 50.3 93.1 86.1 96.3 13.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 1 1 8 11 15 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 97,620
COMMITMENTS
27,913 3,524 8,500 22,991 66,022 59,403 78,046 38,217 19,575
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -15,355)
-13,790 -1,645 1,513 -365 -16,861 -12,642 -16,994 -2,713 1,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 3.6 8.7 23.6 67.6 60.9 79.9 39.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
28 13 17 23 20 60 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,149
COMMITMENTS
21,095 2,482 2,053 9,230 37,400 32,378 41,934 17,771 8,215
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -3,683)
-2,937 -3,637 413 1,647 376 -877 -2,848 -2,806 -834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 4.9 4.1 18.4 74.6 64.6 83.6 35.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 7 8 7 14 27 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 82,302
COMMITMENTS
66,828 6,901 64 11,690 73,266 78,582 80,231 3,720 2,071
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -8,594)
-6,826 42 -25 -723 -7,675 -7,574 -7,658 -1,020 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.2 8.4 0.1 14.2 89.0 95.5 97.5 4.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
40 11 1 12 17 52 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 106,239
COMMITMENTS
25,853 43,438 3,965 54,016 35,387 83,835 82,790 22,404 23,449
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 2,297)
3,247 -9,658 692 -2,806 13,971 1,133 5,005 1,164 -2,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 40.9 3.7 50.8 33.3 78.9 77.9 21.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
23 21 11 20 17 49 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 121,339
COMMITMENTS
39,748 19,038 6,581 50,425 72,016 96,754 97,636 24,584 23,703
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -5,536)
3,327 1,191 -562 -8,033 -6,654 -5,267 -6,025 -268 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 15.7 5.4 41.6 59.4 79.7 80.5 20.3 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
30 34 21 16 19 59 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 196,144
COMMITMENTS
64,201 36,165 25,579 48,399 96,751 138,179 158,495 57,965 37,649
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 3,068)
-3,979 5,586 5,212 4,603 -8,422 5,836 2,376 -2,768 692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 18.4 13.0 24.7 49.3 70.4 80.8 29.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
53 37 33 30 37 98 92
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,898
COMMITMENTS
15,802 2,486 0 3,208 18,307 19,010 20,793 2,888 1,105
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,332)
-1,811 -99 0 108 -1,745 -1,703 -1,844 -629 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.2 11.4 0.0 14.6 83.6 86.8 95.0 13.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 4 0 7 12 21 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,978,721
COMMITMENTS
1331328 448,425 4540691 6129448 7061563 12001466 12050679 977,254 928,042
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 457,340)
196,806 65,261 144,378 70,202 223,410 411,386 433,050 45,954 24,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 3.5 35.0 47.2 54.4 92.5 92.8 7.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
77 64 114 141 142 278 265
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 502,518
COMMITMENTS
25,181 43,759 40,289 306,096 359,647 371,566 443,695 130,952 58,823
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 9,337)
-4,150 2,465 711 4,005 5,638 565 8,815 8,772 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 8.7 8.0 60.9 71.6 73.9 88.3 26.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
24 30 37 80 63 129 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,731,385
COMMITMENTS
483,906 267,741 131,937 1928090 1971430 2543932 2371108 187,452 360,277
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 91,931)
27,534 -56,130 14,444 57,182 100,884 99,161 59,199 -7,230 32,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 9.8 4.8 70.6 72.2 93.1 86.8 6.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
103 88 71 170 176 310 298
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 106,732
COMMITMENTS
17,447 11,077 0 77,571 92,771 95,018 103,848 11,714 2,884
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -109)
376 666 -1,013 4,122 1,229 3,485 882 -3,594 -991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 10.4 0.0 72.7 86.9 89.0 97.3 11.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
12 8 0 50 33 62 41
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,404
COMMITMENTS
5,606 270 0 8,820 12,840 14,426 13,110 3,978 5,294
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,091)
-100 -298 0 -737 223 -837 -75 -254 -1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 1.5 0.0 47.9 69.8 78.4 71.2 21.6 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 1 0 14 19 20 20
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 325,400
COMMITMENTS
95,002 94,221 9,084 184,097 210,575 288,182 313,879 37,217 11,520
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -10,320)
1,166 -5,351 1,460 -4,903 -1,923 -2,277 -5,813 -8,043 -4,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 29.0 2.8 56.6 64.7 88.6 96.5 11.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
62 40 19 68 78 136 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,289
COMMITMENTS
55,752 5,488 3,384 29,428 99,136 88,564 108,008 32,724 13,280
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 49)
-3,350 -922 752 4,830 94 2,232 -75 -2,183 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 4.5 2.8 24.3 81.7 73.0 89.1 27.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
29 12 11 12 15 49 30
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,203
COMMITMENTS
9,076 3,746 0 14,812 16,607 23,888 20,353 6,315 9,850
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -1,850)
-2,351 -1,026 0 638 -1,467 -1,713 -2,493 -137 643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 12.4 0.0 49.0 55.0 79.1 67.4 20.9 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 8 0 17 15 30 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,160
COMMITMENTS
7,735 12,156 2,043 24,378 22,219 34,156 36,418 8,004 5,742
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -2,173)
-886 968 -2,492 -380 3,547 -3,758 2,023 1,585 -4,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 28.8 4.8 57.8 52.7 81.0 86.4 19.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 13 1 20 22 26 35
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 25,491
COMMITMENTS
5,636 279 105 16,624 23,735 22,365 24,119 3,126 1,372
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: 800)
385 -6 65 435 824 885 883 -85 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 1.1 0.4 65.2 93.1 87.7 94.6 12.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 1 2 17 16 27 19
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 17,262
COMMITMENTS
1,771 480 0 9,693 15,608 11,464 16,088 5,798 1,174
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -680)
-768 -284 0 61 -785 -707 -1,069 27 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.8 0.0 56.2 90.4 66.4 93.2 33.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 0 9 8 13 9
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,045
COMMITMENTS
6,204 666 0 12,176 19,117 18,380 19,783 1,665 262
CHANGES FROM 10/27/09 (CHANGE IN OPEN INTEREST: -699)
-514 -319 0 -6 -259 -520 -578 -179 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 3.3 0.0 60.7 95.4 91.7 98.7 8.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
15 4 0 8 2 23 6
Updated November 6, 2009