MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,124
COMMITMENTS
2,692 5,721 7,512 25,480 19,554 35,684 32,787 5,440 8,337
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 2,861)
218 102 1,054 1,928 1,041 3,200 2,196 -338 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 13.9 18.3 62.0 47.5 86.8 79.7 13.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 15 24 33 27 60 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 224,255
COMMITMENTS
55,199 12,745 52,656 91,107 124,194 198,963 189,594 25,292 34,661
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -2,490)
-3,000 -846 1,115 298 -2,649 -1,586 -2,380 -903 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 5.7 23.5 40.6 55.4 88.7 84.5 11.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
92 48 80 48 57 183 159
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 345,665
COMMITMENTS
119,080 30,583 69,493 131,181 179,020 319,753 279,096 25,912 66,569
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 1,314)
-1,440 -3,313 3,452 -265 989 1,747 1,127 -433 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 8.8 20.1 38.0 51.8 92.5 80.7 7.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
127 77 99 101 179 277 317
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,870
COMMITMENTS
4,067 1,147 1,870 2,956 6,235 8,893 9,253 1,977 1,618
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 421)
-22 -226 306 116 192 399 272 22 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 10.6 17.2 27.2 57.4 81.8 85.1 18.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
30 17 13 15 30 54 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,785
COMMITMENTS
13,331 5,059 7,560 11,307 10,778 32,199 23,396 5,586 14,388
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 3,092)
1,290 -1,304 2,014 -306 1,113 2,997 1,823 95 1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 13.4 20.0 29.9 28.5 85.2 61.9 14.8 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
36 38 40 40 52 106 106
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 17,936
COMMITMENTS
2,785 209 30 10,561 17,455 13,376 17,694 4,560 242
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 759)
-272 209 -30 836 541 534 720 225 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 1.2 0.2 58.9 97.3 74.6 98.7 25.4 1.3
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 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 106,724
COMMITMENTS
36,164 8,412 6,140 22,032 73,658 64,336 88,210 42,388 18,514
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -24,733)
-22,039 -2,249 2,090 689 -22,624 -19,259 -22,783 -5,474 -1,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 7.9 5.8 20.6 69.0 60.3 82.7 39.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 12 14 22 29 58 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 36,912
COMMITMENTS
12,164 6,715 1,625 11,134 15,401 24,923 23,741 11,989 13,171
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -3,260)
-4,852 3,405 19 4,810 -10,521 -22 -7,096 -3,238 3,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 18.2 4.4 30.2 41.7 67.5 64.3 32.5 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 7 5 8 9 23 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 97,411
COMMITMENTS
67,133 8,983 229 23,785 86,156 91,147 95,368 6,264 2,043
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -14,976)
-19,957 1,145 -4 6,780 -16,372 -13,181 -15,231 -1,795 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.9 9.2 0.2 24.4 88.4 93.6 97.9 6.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
48 14 2 17 19 66 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 93,414
COMMITMENTS
15,029 42,374 3,746 55,999 22,881 74,775 69,002 18,640 24,413
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 3,915)
-6,535 1,337 217 13,155 4,682 6,837 6,237 -2,922 -2,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 45.4 4.0 59.9 24.5 80.0 73.9 20.0 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
15 30 10 18 20 40 53
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 133,024
COMMITMENTS
28,308 31,110 9,640 70,350 61,635 108,298 102,384 24,726 30,639
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -644)
4,932 -8,422 1,525 -11,947 8,475 -5,490 1,578 4,846 -2,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 23.4 7.2 52.9 46.3 81.4 77.0 18.6 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 33 24 18 25 58 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 226,485
COMMITMENTS
32,402 68,799 31,095 113,551 75,708 177,047 175,601 49,438 50,884
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 31,476)
-3,724 9,545 9,385 29,001 9,874 34,662 28,804 -3,186 2,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 30.4 13.7 50.1 33.4 78.2 77.5 21.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
45 56 46 36 37 107 113
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,440
COMMITMENTS
16,005 7,534 0 2,762 12,630 18,767 20,164 2,673 1,276
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -5,477)
-6,392 1,493 0 1,544 -7,034 -4,848 -5,541 -629 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.7 35.1 0.0 12.9 58.9 87.5 94.0 12.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 9 0 6 9 18 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,736,578
COMMITMENTS
1581565 303,420 4235283 6006001 7199951 11822848 11738653 913,730 997,925
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 575,347)
154,644 3,433 140,953 258,762 432,532 554,358 576,917 20,989 -1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 2.4 33.3 47.2 56.5 92.8 92.2 7.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
76 62 116 136 136 272 262
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 440,054
COMMITMENTS
28,443 48,188 31,787 279,781 308,386 340,012 388,361 100,043 51,693
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 37,898)
1,665 17,695 7,603 27,689 7,335 36,957 32,633 941 5,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 11.0 7.2 63.6 70.1 77.3 88.3 22.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
33 18 30 87 70 130 108
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,801,131
COMMITMENTS
503,932 402,190 90,319 1976483 2023793 2570733 2516302 230,398 284,830
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 203,247)
106,646 60,462 31,987 34,805 111,942 173,439 204,390 29,808 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 14.4 3.2 70.6 72.2 91.8 89.8 8.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
105 95 72 170 170 309 304
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,574
COMMITMENTS
11,351 8,852 0 80,289 89,938 91,640 98,790 9,934 2,784
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 3,327)
2,180 -847 0 1,432 4,145 3,612 3,298 -284 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 8.7 0.0 79.0 88.5 90.2 97.3 9.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 3 0 45 31 56 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,501
COMMITMENTS
1,259 661 626 9,594 11,625 11,479 12,912 4,022 2,589
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -180)
-4,399 456 -1 4,402 -440 2 15 -182 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.3 4.0 61.9 75.0 74.1 83.3 25.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 1 14 11 17 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 368,168
COMMITMENTS
115,052 84,113 9,971 217,994 257,532 343,017 351,616 25,151 16,552
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 20,636)
-24,088 -6,072 3,279 45,570 22,482 24,761 19,689 -4,125 948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 22.8 2.7 59.2 69.9 93.2 95.5 6.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
70 44 13 66 68 142 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 118,067
COMMITMENTS
61,011 15,459 3,933 24,714 85,449 89,658 104,841 28,408 13,225
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -20,351)
-16,325 1,435 517 -383 -23,298 -16,191 -21,347 -4,159 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 13.1 3.3 20.9 72.4 75.9 88.8 24.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
25 15 10 13 17 43 37
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,755
COMMITMENTS
15,376 13,224 0 20,773 15,295 36,149 28,519 5,606 13,236
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 1,627)
691 -1,921 0 1,759 3,528 2,450 1,607 -823 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 31.7 0.0 49.7 36.6 86.6 68.3 13.4 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 10 0 21 18 39 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,850
COMMITMENTS
15,390 5,659 1,877 17,305 31,856 34,572 39,392 8,278 3,458
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 6,609)
2,156 -2,373 1,389 303 10,209 3,848 9,225 2,761 -2,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 13.2 4.4 40.4 74.3 80.7 91.9 19.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 9 2 18 29 35 39
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 28,336
COMMITMENTS
5,442 0 40 20,478 27,034 25,960 27,074 2,376 1,262
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 668)
-484 -347 0 883 1,215 399 868 269 -200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 0.0 0.1 72.3 95.4 91.6 95.5 8.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 0 1 16 18 27 19
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 19,859
COMMITMENTS
3,772 920 40 9,972 17,620 13,784 18,580 6,075 1,279
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -230)
-278 -237 0 380 -54 102 -291 -332 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 4.6 0.2 50.2 88.7 69.4 93.6 30.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 2 1 11 7 19 10
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,376
COMMITMENTS
4,123 318 21 11,025 16,551 15,169 16,890 2,207 486
CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -1,774)
-839 3 6 -405 -1,832 -1,238 -1,823 -536 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 1.8 0.1 63.4 95.3 87.3 97.2 12.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 3 2 7 1 18 5
Updated January 29, 2010