MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,346
COMMITMENTS
4,255 6,579 703 22,967 21,072 27,925 28,354 4,421 3,992
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,646)
410 450 87 757 678 1,254 1,215 392 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 20.3 2.2 71.0 65.1 86.3 87.7 13.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 18 12 32 29 51 54
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 194,321
COMMITMENTS
47,229 33,107 34,274 93,173 92,686 174,676 160,067 19,645 34,254
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -8,419)
-2,946 2,460 -5,725 1,178 -3,316 -7,493 -6,581 -926 -1,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 17.0 17.6 47.9 47.7 89.9 82.4 10.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
58 79 77 51 63 163 176
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 325,371
COMMITMENTS
125,054 42,868 48,576 126,634 170,235 300,264 261,679 25,107 63,692
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -9,174)
-3,665 -2,195 -1,736 -1,727 -2,950 -7,128 -6,881 -2,046 -2,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 13.2 14.9 38.9 52.3 92.3 80.4 7.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
142 68 100 88 188 286 313
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,133
COMMITMENTS
4,388 1,612 1,182 2,590 5,860 8,160 8,654 1,973 1,479
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 855)
307 -851 332 -17 1,303 622 784 233 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.3 15.9 11.7 25.6 57.8 80.5 85.4 19.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
37 17 11 18 33 65 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,851
COMMITMENTS
18,764 7,151 6,978 10,983 8,636 36,725 22,765 7,126 21,086
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 3,785)
1,326 252 1,275 844 668 3,445 2,195 340 1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 16.3 15.9 25.0 19.7 83.7 51.9 16.3 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
52 34 35 31 51 106 105
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 91,294
COMMITMENTS
39,665 14,717 0 12,976 63,827 52,641 78,544 38,653 12,750
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -50,997)
-5,175 3,273 -9,726 -32,838 -43,670 -47,739 -50,123 -3,258 -874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 16.1 0.0 14.2 69.9 57.7 86.0 42.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
33 8 0 12 25 45 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,704
COMMITMENTS
25,365 12,838 77 2,529 22,437 27,971 35,352 16,733 9,352
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 4,900)
4,571 2,760 77 -277 3,280 4,371 6,117 529 -1,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.7 28.7 0.2 5.7 50.2 62.6 79.1 37.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 8 2 6 17 27 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,332
COMMITMENTS
89,066 11,064 0 20,862 103,930 109,928 114,994 6,404 1,338
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -462)
1,372 538 0 -1,512 -1,191 -140 -653 -322 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.6 9.5 0.0 17.9 89.3 94.5 98.8 5.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
50 13 0 15 19 65 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 69,207
COMMITMENTS
14,579 22,011 0 36,813 25,689 51,392 47,700 17,815 21,507
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,387)
2,374 1,620 0 -1,092 -2,697 1,282 -1,077 105 2,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 31.8 0.0 53.2 37.1 74.3 68.9 25.7 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 23 0 23 23 36 46
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 90,072
COMMITMENTS
34,243 21,714 268 36,574 38,943 71,085 60,925 18,987 29,147
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -6,038)
-753 -547 268 -4,445 -4,947 -4,930 -5,226 -1,108 -812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 24.1 0.3 40.6 43.2 78.9 67.6 21.1 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 30 3 18 24 44 54
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 156,136
COMMITMENTS
38,604 52,697 671 68,741 54,908 108,016 108,276 48,120 47,860
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 9,355)
2,915 6,704 425 5,646 4,521 8,986 11,650 369 -2,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 33.8 0.4 44.0 35.2 69.2 69.3 30.8 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
34 49 7 35 41 71 95
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,081
COMMITMENTS
17,780 10,414 0 5,150 13,326 22,930 23,740 2,151 1,341
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 571)
-3,534 1,621 0 4,165 -1,432 631 189 -60 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.9 41.5 0.0 20.5 53.1 91.4 94.7 8.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 13 0 9 6 21 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,063,589
COMMITMENTS
657,802 388,304 751,341 4906060 5054531 6315203 6194176 748,386 869,413
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -477)
4,679 -5,115 -10,681 7,178 -53,543 1,176 -69,339 -1,653 68,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 5.5 10.6 69.5 71.6 89.4 87.7 10.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
48 37 69 110 116 198 191
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 758,336
COMMITMENTS
71,031 70,957 9,970 555,976 591,710 636,977 672,636 121,359 85,699
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -351,138)
-12,256 -343 -73,825 -223,522 -234,906 -309,603 -309,074 -41,535 -42,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 9.4 1.3 73.3 78.0 84.0 88.7 16.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492)
93 97 32 188 203 300 313
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 271,164
COMMITMENTS
19,663 17,364 936 172,380 214,352 192,979 232,652 78,185 38,512
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -160,076)
-51,072 -3,100 -11,625 -79,198 -125,122 -141,895 -139,847 -18,181 -20,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 6.4 0.3 63.6 79.0 71.2 85.8 28.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
14 16 5 50 54 67 72
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,435,858
COMMITMENTS
282,613 293,737 19,395 1917982 1886790 2219990 2199922 215,868 235,936
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -955,308)
-77,370 -257,665 -39,550 -721,619 -548,921 -838,539 -846,136 -116,769 -109,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 12.1 0.8 78.7 77.5 91.1 90.3 8.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451)
87 91 26 161 183 262 286
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,509
COMMITMENTS
13,673 6,931 227 73,601 88,314 87,501 95,472 11,008 3,037
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -25,737)
-690 393 -212 -24,311 -25,522 -25,213 -25,341 -524 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 7.0 0.2 74.7 89.7 88.8 96.9 11.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
14 6 1 41 37 55 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 66,711
COMMITMENTS
24,902 7,439 244 36,408 56,100 61,553 63,783 5,158 2,928
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -67,780)
536 -2,762 -10,851 -48,654 -47,860 -58,969 -61,473 -8,811 -6,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 11.2 0.4 54.6 84.1 92.3 95.6 7.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
71 25 8 69 69 143 99
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 333,555
COMMITMENTS
124,509 37,197 1,220 182,038 280,500 307,767 318,917 25,788 14,638
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -187,192)
5,060 -51,595 -8,820 -170,951 -103,265 -174,711 -163,680 -12,481 -23,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 11.2 0.4 54.6 84.1 92.3 95.6 7.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
71 25 8 69 69 143 99
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 115,007
COMMITMENTS
69,875 9,325 117 14,331 93,481 84,323 102,923 30,684 12,084
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,423)
7,205 433 -33 -6,695 332 477 732 946 691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 8.1 0.1 12.5 81.3 73.3 89.5 26.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
30 11 1 10 19 41 30
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,299
COMMITMENTS
9,571 12,798 2 18,913 6,156 28,486 18,956 10,813 20,343
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,888)
1,222 637 0 536 -944 1,758 -307 130 2,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 32.6 0.0 48.1 15.7 72.5 48.2 27.5 51.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 12 1 20 8 34 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,453
COMMITMENTS
13,805 6,565 333 22,352 20,662 36,490 27,560 9,963 18,893
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -1,699)
132 449 249 -307 768 74 1,466 -1,773 -3,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 14.1 0.7 48.1 44.5 78.6 59.3 21.4 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 5 1 16 16 32 22
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,695
COMMITMENTS
4,848 737 365 18,701 24,786 23,914 25,888 3,781 1,807
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -5,546)
748 -69 -364 -5,842 -4,853 -5,458 -5,286 -88 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 2.7 1.3 67.5 89.5 86.3 93.5 13.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 3 1 19 24 25 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 38,318
COMMITMENTS
13,775 1,920 6 17,379 34,546 31,160 36,472 7,158 1,846
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -8,313)
-482 239 6 -3,134 -3,486 -3,610 -3,241 -4,703 -5,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 5.0 0.0 45.4 90.2 81.3 95.2 18.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 3 1 20 18 35 21
Updated December 27, 2010