MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 40,328
COMMITMENTS
3,076 4,655 7,403 23,802 19,865 34,282 31,924 6,046 8,404
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 1,653)
173 352 -37 1,526 871 1,663 1,186 -9 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 11.5 18.4 59.0 49.3 85.0 79.2 15.0 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
14 18 24 36 31 63 61
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 199,052
COMMITMENTS
50,231 13,629 46,661 78,800 105,274 175,691 165,564 23,361 33,488
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 5,894)
1,593 683 2,262 967 1,457 4,821 4,401 1,072 1,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.8 23.4 39.6 52.9 88.3 83.2 11.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
80 43 75 53 54 176 150
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 323,347
COMMITMENTS
105,462 49,597 60,204 131,590 155,280 297,255 265,082 26,092 58,266
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 6,751)
5,751 -1,092 2,549 -1,551 2,973 6,750 4,430 1 2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 15.3 18.6 40.7 48.0 91.9 82.0 8.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
114 96 90 92 150 252 296
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 9,238
COMMITMENTS
4,292 1,586 676 2,524 5,193 7,492 7,456 1,746 1,782
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -39)
-31 339 -130 15 -508 -146 -299 107 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 17.2 7.3 27.3 56.2 81.1 80.7 18.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
29 16 11 18 32 53 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 32,245
COMMITMENTS
9,778 10,064 4,659 11,517 6,266 25,954 20,989 6,292 11,256
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -109)
-11 -938 110 46 362 145 -466 -253 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 31.2 14.4 35.7 19.4 80.5 65.1 19.5 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
33 31 32 45 36 97 87
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 111,754
COMMITMENTS
50,656 9,998 3,967 15,875 80,238 70,498 94,203 41,257 17,551
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 22,484)
19,017 1,712 385 -152 20,087 19,250 22,185 3,234 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 8.9 3.5 14.2 71.8 63.1 84.3 36.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
29 8 13 18 28 52 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 40,737
COMMITMENTS
10,382 17,206 1,702 18,242 9,006 30,326 27,913 10,411 12,823
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 3,741)
1,194 3,722 -48 4,076 -730 5,222 2,944 -1,481 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 42.2 4.2 44.8 22.1 74.4 68.5 25.6 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 10 6 10 8 23 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 96,729
COMMITMENTS
70,392 5,751 265 20,132 87,881 90,789 93,897 5,940 2,832
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -6,812)
-8,186 180 -856 2,316 -7,192 -6,726 -7,868 -86 1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.8 5.9 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
OPTION AND FUTURES COMBINED 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: 93,105
COMMITMENTS
17,773 47,839 4,769 50,003 15,796 72,545 68,404 20,559 24,700
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 11,199)
4,737 9,770 289 5,100 -1,313 10,125 8,746 1,073 2,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 51.4 5.1 53.7 17.0 77.9 73.5 22.1 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 27 12 17 16 41 51
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 110,410
COMMITMENTS
19,539 32,470 10,837 61,268 41,010 91,645 84,318 18,765 26,092
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 2,049)
-9,521 4,507 227 13,344 -3,922 4,050 811 -2,001 1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 29.4 9.8 55.5 37.1 83.0 76.4 17.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 34 20 18 19 53 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 183,762
COMMITMENTS
34,379 64,935 29,292 71,476 50,963 135,147 145,190 48,615 38,572
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 8,058)
-8,744 11,392 1,580 21,772 -6,543 14,607 6,429 -6,550 1,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 35.3 15.9 38.9 27.7 73.5 79.0 26.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
43 53 44 31 30 99 102
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 11,100,351
COMMITMENTS
906,157 340,416 3744503 5615947 6093812 10266607 10178732 833,744 921,619
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -140,205)
-154,571 23,240 -6,607 37,670 -181,685 -123,509 -165,052 -16,696 24,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 3.1 33.7 50.6 54.9 92.5 91.7 7.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
64 57 106 132 129 249 245
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 389,930
COMMITMENTS
32,324 22,700 22,694 240,380 300,830 295,398 346,225 94,532 43,705
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 4,768)
8,828 1,246 386 -757 6,079 8,458 7,710 -3,690 -2,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 5.8 5.8 61.6 77.1 75.8 88.8 24.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
22 27 30 82 70 125 106
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 2,516,765
COMMITMENTS
376,726 308,746 57,191 1890607 1903243 2324524 2269180 192,241 247,585
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 34,746)
-1,043 11,973 5,654 36,076 21,216 40,688 38,844 -5,942 -4,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 12.3 2.3 75.1 75.6 92.4 90.2 7.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
92 83 53 163 162 284 269
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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: 102,600
COMMITMENTS
10,795 10,425 0 79,481 86,287 90,276 96,712 12,324 5,888
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -433)
-3,989 -16 -63 3,751 -153 -301 -232 -132 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 44 32 57 38
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 10,402
COMMITMENTS
3,159 218 0 3,854 8,050 7,013 8,268 3,389 2,134
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 591)
641 -492 0 2 1,333 643 841 -52 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 2.1 0.0 37.0 77.4 67.4 79.5 32.6 20.5
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
OPTION AND FUTURES COMBINED 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: 303,863
COMMITMENTS
123,631 73,703 5,958 147,519 208,593 277,108 288,254 26,755 15,609
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 21,867)
12,108 2,197 400 8,574 20,636 21,082 23,233 785 -1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 24.3 2.0 48.5 68.6 91.2 94.9 8.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
63 44 15 56 72 126 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 104,017
COMMITMENTS
53,413 16,509 3,365 21,446 72,544 78,224 92,418 25,793 11,599
CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 3,902)
5,266 910 -283 -730 3,706 4,253 4,333 -352 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.4 15.9 3.2 20.6 69.7 75.2 88.8 24.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
27 13 14 14 17 46 39
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 24,802
COMMITMENTS
7,674 5,504 0 11,582 8,571 19,256 14,075 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 TRADER
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: 44)
12 13 0 13 11 25 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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