MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,968
COMMITMENTS
1,649 1,278 4,866 20,660 20,163 27,175 26,307 5,793 6,661
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -4,622)
490 -487 -1,200 -3,701 -2,156 -4,411 -3,842 -211 -780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.9 14.8 62.7 61.2 82.4 79.8 17.6 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
12 10 14 32 30 53 45
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 250,076
COMMITMENTS
64,142 13,629 68,099 94,082 128,520 226,322 210,248 23,754 39,828
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 1,971)
-786 -1,220 10 3,300 2,511 2,524 1,301 -553 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 5.4 27.2 37.6 51.4 90.5 84.1 9.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
112 53 115 51 66 227 192
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 443,367
COMMITMENTS
157,483 13,896 118,423 138,871 236,431 414,776 368,750 28,590 74,617
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 4,063)
-372 -1,248 546 3,563 4,865 3,737 4,163 327 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 3.1 26.7 31.3 53.3 93.6 83.2 6.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
181 46 112 96 194 318 322
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,452
COMMITMENTS
3,552 4,188 362 2,769 2,283 6,682 6,833 1,769 1,618
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -305)
18 347 -391 12 -232 -361 -276 56 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 49.6 4.3 32.8 27.0 79.1 80.9 20.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 28 9 18 18 45 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,992
COMMITMENTS
14,938 5,938 7,174 11,034 8,065 33,146 21,177 6,846 18,816
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,826)
-1,185 329 -1,025 226 -925 -1,985 -1,621 159 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 14.8 17.9 27.6 20.2 82.9 53.0 17.1 47.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
44 19 33 40 42 104 80
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,181
COMMITMENTS
2,009 252 646 22,100 36,111 24,755 37,009 12,426 172
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 227)
0 75 41 175 81 216 197 11 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.7 1.7 59.4 97.1 66.6 99.5 33.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 2 12 12 17 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 118,500
COMMITMENTS
28,331 27,535 4,486 47,737 67,250 80,554 99,271 37,946 19,229
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -8,604)
-1,735 -3,318 -2,321 -226 -31 -4,282 -5,670 -4,322 -2,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 23.2 3.8 40.3 56.8 68.0 83.8 32.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
27 15 13 29 24 62 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 77,214
COMMITMENTS
25,284 9,199 644 30,389 57,372 56,316 67,215 20,898 9,999
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 10,309)
4,547 1,051 -1,816 6,228 12,081 8,959 11,315 1,350 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 11.9 0.8 39.4 74.3 72.9 87.0 27.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 9 5 12 19 30 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 102,861
COMMITMENTS
38,237 24,173 1,287 60,620 75,108 100,144 100,568 2,717 2,293
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 11,757)
-494 6,446 1,028 12,593 4,742 13,127 12,216 -1,370 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 23.5 1.3 58.9 73.0 97.4 97.8 2.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
24 27 4 25 20 53 49
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 154,848
COMMITMENTS
22,341 37,570 5,949 99,356 76,600 127,646 120,119 27,203 34,729
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -8,580)
-1,767 819 -4,391 -3,128 -8,748 -9,286 -12,320 706 3,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 24.3 3.8 64.2 49.5 82.4 77.6 17.6 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
23 29 18 24 30 54 71
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 161,314
COMMITMENTS
66,038 13,995 5,161 60,724 108,489 131,924 127,645 29,390 33,669
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 1,973)
4,856 2,299 -5,344 3,802 7,998 3,314 4,952 -1,341 -2,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 8.7 3.2 37.6 67.3 81.8 79.1 18.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
40 25 21 28 32 78 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 296,139
COMMITMENTS
54,305 75,989 25,401 157,820 130,260 237,526 231,650 58,613 64,489
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -10,356)
4,063 4,154 -18,660 -1,930 -3,135 -16,528 -17,641 6,171 7,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 25.7 8.6 53.3 44.0 80.2 78.2 19.8 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
49 62 57 42 49 122 137
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,922
COMMITMENTS
14,648 5,271 663 9,876 20,791 25,187 26,725 2,735 1,197
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 7,823)
2,455 35 663 4,920 8,113 8,038 8,811 -215 -988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 18.9 2.4 35.4 74.5 90.2 95.7 9.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 10 2 9 11 19 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,423,011
COMMITMENTS
1412455 321,662 5568761 6495775 7554458 13476991 13444881 946,020 978,130
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 178,763)
65,808 -64,193 57,040 55,938 160,418 178,787 153,265 -24 25,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 2.2 38.6 45.0 52.4 93.4 93.2 6.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
74 54 114 144 151 273 271
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,062,629
COMMITMENTS
60,300 109,029 91,847 774,297 747,347 926,444 948,223 136,185 114,406
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 2,518)
-7,193 2,920 -2,816 -2,413 -6,248 -12,422 -6,145 14,940 8,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 10.3 8.6 72.9 70.3 87.2 89.2 12.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552)
88 125 91 240 244 388 400
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 419,941
COMMITMENTS
20,817 67,060 31,617 269,584 259,610 322,017 358,287 97,924 61,654
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 5,209)
2,244 -8,208 2,010 -10,914 2,732 -6,660 -3,466 11,869 8,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 16.0 7.5 64.2 61.8 76.7 85.3 23.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
22 29 35 76 70 119 113
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,213,442
COMMITMENTS
410,744 423,172 87,826 2523564 2438682 3022134 2949680 191,307 263,762
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -13,456)
-69,684 33,139 -1,633 42,506 -44,897 -28,811 -13,391 15,355 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 13.2 2.7 78.5 75.9 94.0 91.8 6.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496)
77 107 67 214 224 335 354
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 87,322
COMMITMENTS
10,090 8,085 633 64,301 72,842 75,024 81,560 12,298 5,762
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -21)
548 62 526 -2,598 -1,945 -1,524 -1,357 1,503 1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 9.3 0.7 73.6 83.4 85.9 93.4 14.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
7 3 2 48 36 55 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 95,938
COMMITMENTS
8,200 20,907 2,190 75,905 65,307 86,295 88,404 9,643 7,534
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -1,882)
1,330 -1,128 -496 -2,818 -176 -1,984 -1,800 102 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 21.8 2.3 79.1 68.1 89.9 92.1 10.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
39 58 21 75 84 131 147
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,945
COMMITMENTS
0 3,235 0 18,735 20,457 18,735 23,692 6,210 1,253
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -343)
0 -738 0 -246 491 -246 -247 -97 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.0 0.0 75.1 82.0 75.1 95.0 24.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 0 8 13 8 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 354,963
COMMITMENTS
46,722 94,081 5,228 285,850 224,252 337,799 323,561 17,164 31,402
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -7,696)
2,528 -6,071 1,641 -12,861 -3,333 -8,692 -7,763 996 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 26.5 1.5 80.5 63.2 95.2 91.2 4.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
40 57 21 72 77 128 140
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 133,420
COMMITMENTS
69,723 12,808 4,981 31,651 101,321 106,354 119,110 27,065 14,310
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 23,123)
15,231 2,462 -172 6,707 23,936 21,767 26,227 1,356 -3,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 9.6 3.7 23.7 75.9 79.7 89.3 20.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
31 14 13 18 21 56 41
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,935
COMMITMENTS
6,937 5,893 4,836 17,710 11,816 29,483 22,545 15,452 22,390
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 12,904)
1,238 129 4,836 -414 1,434 5,660 6,399 7,244 6,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 13.1 10.8 39.4 26.3 65.6 50.2 34.4 49.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 10 6 24 16 41 31
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,931
COMMITMENTS
5,561 3,968 1,173 40,026 32,532 46,760 37,673 11,171 20,258
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 3,418)
-326 -543 554 1,369 -511 1,597 -500 1,821 3,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 6.8 2.0 69.1 56.2 80.7 65.0 19.3 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 9 5 24 30 37 42
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,973
COMMITMENTS
5,595 1,781 300 22,806 27,513 28,701 29,594 3,272 2,379
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -2,777)
-849 1,201 0 -1,928 -4,548 -2,777 -3,347 0 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 5.6 0.9 71.3 86.1 89.8 92.6 10.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 6 1 17 20 23 27
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 26,469
COMMITMENTS
5,836 204 0 15,234 24,358 21,070 24,562 5,399 1,907
CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -461)
-138 -277 0 -289 60 -427 -217 -34 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.8 0.0 57.6 92.0 79.6 92.8 20.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 1 0 19 17 30 18
Updated September 10, 2010