MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,587
COMMITMENTS
4,388 2,310 947 17,475 20,640 22,810 23,897 4,777 3,690
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,083)
63 -146 4 452 1,090 519 948 564 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 8.4 3.4 63.3 74.8 82.7 86.6 17.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 11 13 29 23 53 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 199,243
COMMITMENTS
51,852 28,350 43,184 86,758 95,353 181,794 166,887 17,449 32,356
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -3,194)
-7,495 -1,929 3,892 1,506 -3,680 -2,097 -1,717 -1,097 -1,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 14.2 21.7 43.5 47.9 91.2 83.8 8.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
74 85 83 39 55 166 180
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 315,404
COMMITMENTS
142,761 44,619 31,962 116,084 179,629 290,807 256,210 24,597 59,194
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 222)
2,010 4,136 -1,878 -35 -1,576 97 682 125 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 14.1 10.1 36.8 57.0 92.2 81.2 7.8 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
139 71 84 75 179 256 298
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,353
COMMITMENTS
4,000 2,505 832 2,582 4,572 7,414 7,909 1,939 1,444
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -538)
-115 -208 -42 -303 -122 -460 -372 -78 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 26.8 8.9 27.6 48.9 79.3 84.6 20.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 27 12 19 30 59 59
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,401
COMMITMENTS
9,823 9,648 3,125 11,549 4,449 24,497 17,222 4,904 12,179
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -638)
-151 -12 -629 202 105 -578 -536 -60 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 32.8 10.6 39.3 15.1 83.3 58.6 16.7 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
23 38 33 38 35 85 87
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,577
COMMITMENTS
6,010 16 606 24,607 38,883 31,223 39,505 8,354 72
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -1,605)
-1,546 0 0 87 -1,610 -1,459 -1,610 -146 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 0.0 1.5 62.2 98.2 78.9 99.8 21.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 1 11 13 17 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 102,269
COMMITMENTS
37,802 17,927 100 23,710 69,433 61,612 87,460 40,657 14,809
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -10,522)
-10,050 815 -45 725 -10,678 -9,370 -9,908 -1,152 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 17.5 0.1 23.2 67.9 60.2 85.5 39.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
33 11 3 22 22 58 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,068
COMMITMENTS
24,600 12,081 1 6,871 28,422 31,472 40,504 18,596 9,564
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -3,954)
-308 -1,592 -2 -2,616 -2,298 -2,926 -3,892 -1,028 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 24.1 0.0 13.7 56.8 62.9 80.9 37.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 8 1 10 18 27 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 136,899
COMMITMENTS
103,670 23,527 1 25,370 111,551 129,041 135,079 7,858 1,820
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -959)
-887 1,095 -45 -1,314 -1,957 -2,246 -907 1,287 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.7 17.2 0.0 18.5 81.5 94.3 98.7 5.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
58 17 1 20 21 78 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 86,611
COMMITMENTS
33,001 27,912 374 28,511 38,142 61,886 66,428 24,725 20,183
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -3,457)
-1,707 -1,000 228 -3,451 -2,733 -4,930 -3,505 1,473 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 32.2 0.4 32.9 44.0 71.5 76.7 28.5 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
27 18 7 21 24 49 48
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 139,850
COMMITMENTS
61,305 18,176 544 48,456 91,135 110,305 109,855 29,545 29,995
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 354)
-1,249 1,478 455 971 -821 177 1,112 177 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 13.0 0.4 34.6 65.2 78.9 78.6 21.1 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
42 26 6 19 31 64 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 209,103
COMMITMENTS
70,109 29,604 2,855 79,733 130,949 152,697 163,408 56,406 45,695
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -10,658)
-4,746 1,497 551 -550 -12,169 -4,745 -10,121 -5,913 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 14.2 1.4 38.1 62.6 73.0 78.1 27.0 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
56 34 16 36 41 98 85
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,754
COMMITMENTS
21,577 5,706 0 1,573 19,978 23,150 25,684 3,604 1,070
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -277)
100 -440 0 -283 223 -183 -217 -94 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.6 21.3 0.0 5.9 74.7 86.5 96.0 13.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 8 0 4 12 18 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,167,894
COMMITMENTS
1497343 601,223 1057666 4642797 5562037 7197806 7220926 970,088 946,968
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 187,533)
-101,215 -17,667 33,679 206,637 155,360 139,101 171,372 48,432 16,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 7.4 12.9 56.8 68.1 88.1 88.4 11.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
58 45 79 123 129 225 221
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 869,680
COMMITMENTS
78,107 73,923 43,715 620,460 649,461 742,283 767,099 127,397 102,581
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 15,604)
6,363 -4,057 6,956 5,859 13,735 19,179 16,634 -3,574 -1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 8.5 5.0 71.3 74.7 85.4 88.2 14.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532)
104 99 46 212 222 334 349
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 330,479
COMMITMENTS
53,838 19,126 483 205,157 253,633 259,478 273,242 71,001 57,237
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 14,332)
8,464 1,490 -85 8,114 12,104 16,493 13,509 -2,161 823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 5.8 0.1 62.1 76.7 78.5 82.7 21.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
15 20 6 53 62 71 85
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,696,003
COMMITMENTS
307,859 460,496 29,650 2076515 1979139 2414024 2469285 281,979 226,718
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 6,362)
34,717 17,485 -10,016 -11,273 8,155 13,428 15,624 -7,066 -9,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 17.1 1.1 77.0 73.4 89.5 91.6 10.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 487)
96 94 31 184 194 294 305
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 108,705
COMMITMENTS
17,503 8,056 78 80,140 97,854 97,721 105,988 10,984 2,717
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,065)
287 440 -512 674 1,735 449 1,663 616 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 7.4 0.1 73.7 90.0 89.9 97.5 10.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
13 5 1 47 34 60 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 115,614
COMMITMENTS
31,065 8,932 8,116 64,520 90,617 103,701 107,664 11,914 7,950
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 6,431)
5,086 667 -472 1,748 5,420 6,362 5,615 69 816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 7.7 7.0 55.8 78.4 89.7 93.1 10.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
78 36 13 79 78 161 123
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,835
COMMITMENTS
7,709 0 0 13,378 20,266 21,087 20,266 3,748 4,569
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 2,068)
368 0 0 1,444 1,825 1,812 1,825 256 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 0.0 0.0 53.9 81.6 84.9 81.6 15.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 7 14 10 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 453,896
COMMITMENTS
155,314 83,196 2,043 255,711 351,753 413,068 436,992 40,828 16,904
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 21,816)
25,419 5,164 -4,191 1,521 17,976 22,749 18,949 -933 2,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 18.3 0.5 56.3 77.5 91.0 96.3 9.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
77 37 10 74 73 153 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,470
COMMITMENTS
67,433 12,318 150 27,672 100,417 95,255 112,885 33,215 15,585
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -4,787)
-4,228 -162 -22 1,084 -5,117 -3,166 -5,301 -1,621 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.5 9.6 0.1 21.5 78.2 74.1 87.9 25.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
32 11 1 12 20 45 31
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,411
COMMITMENTS
7,115 6,885 4 17,625 8,346 24,744 15,235 9,667 19,176
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,500)
23 20 0 887 418 910 438 590 1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 20.0 0.0 51.2 24.3 71.9 44.3 28.1 55.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 8 1 26 12 35 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,971
COMMITMENTS
7,630 11,566 696 26,546 22,272 34,872 34,534 9,099 9,437
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 4,873)
269 1,171 193 3,426 2,003 3,888 3,367 985 1,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 26.3 1.6 60.4 50.7 79.3 78.5 20.7 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 10 1 18 19 31 29
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,603
COMMITMENTS
4,863 1,556 300 23,035 27,624 28,198 29,480 3,405 2,123
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 197)
162 177 0 378 -67 540 110 -343 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 4.9 0.9 72.9 87.4 89.2 93.3 10.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 4 1 18 25 25 30
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 34,261
COMMITMENTS
6,502 1,281 0 20,237 30,797 26,739 32,078 7,522 2,183
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,174)
-635 0 0 1,141 198 506 198 668 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 3.7 0.0 59.1 89.9 78.0 93.6 22.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 1 0 20 17 31 18
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,147
COMMITMENTS
4,451 4,978 0 9,418 9,437 13,869 14,415 1,278 732
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 273)
226 242 0 -12 127 214 369 59 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 32.9 0.0 62.2 62.3 91.6 95.2 8.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 4 0 6 3 18 7
Updated October 29, 2010