MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,249
COMMITMENTS
3,860 4,094 723 20,537 21,303 25,120 26,120 4,129 3,129
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,593)
-479 786 -92 1,717 1,107 1,146 1,801 447 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 14.0 2.5 70.2 72.8 85.9 89.3 14.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 17 14 30 27 52 52
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 197,468
COMMITMENTS
44,737 29,459 40,350 92,191 94,708 177,278 164,517 20,190 32,951
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 4,216)
465 -3,044 2,714 -414 2,939 2,765 2,609 1,451 1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 14.9 20.4 46.7 48.0 89.8 83.3 10.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
70 74 87 45 60 173 185
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 332,090
COMMITMENTS
127,952 43,285 50,048 127,335 174,895 305,335 268,228 26,755 63,862
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 17,791)
-1,285 4,596 10,567 7,477 1,315 16,759 16,478 1,032 1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 13.0 15.1 38.3 52.7 91.9 80.8 8.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
147 57 110 85 189 283 323
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,104
COMMITMENTS
4,005 1,625 1,157 2,492 4,914 7,654 7,696 1,450 1,408
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -474)
-91 19 -287 20 -299 -358 -567 -116 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 17.8 12.7 27.4 54.0 84.1 84.5 15.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
31 16 14 17 30 58 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,377
COMMITMENTS
12,281 6,853 4,718 9,666 5,733 26,665 17,304 5,712 15,073
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 3,188)
1,879 -74 701 -158 878 2,422 1,505 766 1,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 21.2 14.6 29.9 17.7 82.4 53.4 17.6 46.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
37 31 27 29 38 84 84
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,873
COMMITMENTS
7,107 5 137 26,691 41,446 33,935 41,588 7,938 285
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 402)
-322 0 0 805 563 483 563 -81 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 0.0 0.3 63.7 99.0 81.0 99.3 19.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 1 13 15 19 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 105,442
COMMITMENTS
36,797 14,298 151 30,250 72,936 67,198 87,385 38,244 18,057
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -19,145)
-21,593 -5,651 -29 4,926 -14,548 -16,696 -20,228 -2,449 1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 13.6 0.1 28.7 69.2 63.7 82.9 36.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
35 9 5 24 20 62 31
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,065
COMMITMENTS
14,709 6,198 0 9,602 23,003 24,311 29,201 15,754 10,864
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -4,514)
-3,296 -4,004 0 -536 -1,356 -3,832 -5,360 -682 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 15.5 0.0 24.0 57.4 60.7 72.9 39.3 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 8 0 10 12 21 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,782
COMMITMENTS
111,116 23,870 448 31,386 123,259 142,950 147,577 7,832 3,205
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 3,159)
-4,423 1,548 448 5,617 1,069 1,642 3,065 1,517 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.7 15.8 0.3 20.8 81.7 94.8 97.9 5.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
50 21 2 19 22 71 45
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 93,914
COMMITMENTS
35,839 25,642 665 34,087 46,798 70,591 73,105 23,323 20,809
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -5,083)
-9,838 3,736 346 4,684 -9,836 -4,808 -5,754 -275 671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 27.3 0.7 36.3 49.8 75.2 77.8 24.8 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
29 23 5 26 26 57 52
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 129,620
COMMITMENTS
51,161 23,969 872 51,366 74,625 103,399 99,466 26,221 30,154
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -2,081)
3,566 -768 435 -3,000 1,372 1,001 1,039 -3,082 -3,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 18.5 0.7 39.6 57.6 79.8 76.7 20.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
28 29 5 25 26 57 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 187,189
COMMITMENTS
43,670 51,963 5,108 90,172 91,128 138,950 148,199 48,239 38,990
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -8,409)
-11,038 5,861 340 8,116 -8,483 -2,582 -2,282 -5,827 -6,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 27.8 2.7 48.2 48.7 74.2 79.2 25.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
40 55 20 38 41 90 104
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,969
COMMITMENTS
26,095 5,026 0 1,644 25,160 27,739 30,186 3,230 783
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -2,454)
-2,820 -444 0 444 -1,917 -2,376 -2,361 -78 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.3 16.2 0.0 5.3 81.2 89.6 97.5 10.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 12 0 6 12 22 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,204,151
COMMITMENTS
954,826 545,759 1020709 5331878 5724816 7307413 7291284 896,738 912,867
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 131,463)
87,635 -11,188 -8,920 8,200 130,891 86,915 110,783 44,548 20,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 6.7 12.4 65.0 69.8 89.1 88.9 10.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
58 41 80 122 130 221 219
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 936,881
COMMITMENTS
79,605 92,002 51,970 665,560 689,956 797,135 833,928 139,746 102,953
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 15,643)
-6,611 6,901 3,255 19,449 3,795 16,093 13,951 -450 1,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 9.8 5.5 71.0 73.6 85.1 89.0 14.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536)
103 106 47 220 219 348 349
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 369,603
COMMITMENTS
56,436 26,822 1,904 221,549 296,375 279,889 325,101 89,714 44,502
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 20,227)
3,307 3,570 1,089 6,909 10,686 11,305 15,345 8,922 4,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 7.3 0.5 59.9 80.2 75.7 88.0 24.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
18 19 7 54 63 76 85
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,836,389
COMMITMENTS
340,245 550,299 25,930 2220056 1967906 2586231 2544135 250,158 292,254
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -22,921)
-25,191 41,052 -13,569 62,701 -34,455 23,941 -6,972 -46,862 -15,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 19.4 0.9 78.3 69.4 91.2 89.7 8.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492)
94 101 30 193 191 303 306
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,135
COMMITMENTS
17,382 7,626 325 79,560 95,459 97,267 103,410 9,868 3,725
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,262)
2,713 58 -232 -380 1,286 2,101 1,112 -839 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 7.1 0.3 74.3 89.1 90.8 96.5 9.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 5 1 45 37 60 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 110,771
COMMITMENTS
23,300 11,441 9,170 69,706 86,224 102,176 106,835 8,595 3,937
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -12,757)
-8,509 391 -1,465 -1,196 -7,365 -11,170 -8,439 -1,588 -4,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 10.3 8.3 62.9 77.8 92.2 96.4 7.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
67 41 16 91 78 167 128
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 28,106
COMMITMENTS
8,639 1,520 0 15,907 25,479 24,546 26,999 3,560 1,107
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -2,354)
-2,553 1,198 0 -329 -3,142 -2,882 -1,944 528 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 5.4 0.0 56.6 90.7 87.3 96.1 12.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 3 0 10 13 15 16
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 413,327
COMMITMENTS
113,894 90,193 5,262 268,994 303,723 388,150 399,178 25,177 14,149
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -52,017)
-38,980 -13,236 1,878 -4,336 -21,117 -41,438 -32,475 -10,579 -19,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 21.8 1.3 65.1 73.5 93.9 96.6 6.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
66 41 12 83 72 154 120
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,998
COMMITMENTS
46,935 18,464 169 40,091 83,467 87,195 102,100 30,803 15,898
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -3,112)
-5,527 2,204 -338 3,527 -3,227 -2,338 -1,361 -774 -1,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 15.6 0.1 34.0 70.7 73.9 86.5 26.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
27 16 4 14 18 43 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,144
COMMITMENTS
11,433 14,415 79 22,400 10,535 33,912 25,029 11,232 20,115
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 4,354)
1,746 2,401 79 711 421 2,536 2,901 1,818 1,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 31.9 0.2 49.6 23.3 75.1 55.4 24.9 44.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 13 1 25 18 40 32
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,318
COMMITMENTS
13,290 7,149 1,087 24,645 28,640 39,022 36,876 11,296 13,442
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 2,776)
2,312 -3,281 549 -580 5,333 2,281 2,601 495 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 14.2 2.2 49.0 56.9 77.6 73.3 22.4 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 9 2 19 22 34 32
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,202
COMMITMENTS
3,705 1,571 300 21,381 26,619 25,386 28,490 4,816 1,712
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -182)
-417 -85 0 -129 55 -546 -30 364 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 5.2 1.0 70.8 88.1 84.1 94.3 15.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 4 1 17 24 23 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 11/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 37,216
COMMITMENTS
9,999 1,896 8 19,764 34,043 29,771 35,947 7,445 1,269
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -485)
-89 -114 4 234 -90 149 -200 -634 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 5.1 0.0 53.1 91.5 80.0 96.6 20.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 3 1 22 18 37 22
Updated November 29, 2010