MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,506
COMMITMENTS
3,644 1,608 5,511 19,370 21,674 28,526 28,793 5,980 5,713
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 2,268)
1,424 441 242 306 1,266 1,972 1,949 296 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 4.7 16.0 56.1 62.8 82.7 83.4 17.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
22 6 18 32 31 60 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 245,553
COMMITMENTS
65,750 18,013 65,952 89,996 121,780 221,699 205,746 23,854 39,807
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -7,482)
-3,510 -529 78 -3,139 -5,925 -6,571 -6,376 -911 -1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 7.3 26.9 36.7 49.6 90.3 83.8 9.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
89 79 109 52 65 208 197
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 394,863
COMMITMENTS
140,103 11,193 95,031 131,146 219,517 366,280 325,741 28,582 69,122
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,981)
-3,100 601 5,567 -2,033 -1,242 433 4,926 1,547 -2,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 2.8 24.1 33.2 55.6 92.8 82.5 7.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
164 43 112 104 195 307 324
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,389
COMMITMENTS
3,953 3,248 1,003 3,062 4,237 8,018 8,488 2,371 1,902
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 674)
162 345 -203 337 375 296 517 378 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 31.3 9.6 29.5 40.8 77.2 81.7 22.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
32 24 15 18 27 61 59
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,160
COMMITMENTS
9,483 7,314 7,434 10,883 4,909 27,800 19,657 6,360 14,503
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -489)
-1,600 1,868 364 252 -1,162 -984 1,071 494 -1,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 21.4 21.8 31.9 14.4 81.4 57.5 18.6 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
29 42 35 41 37 88 97
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,446
COMMITMENTS
6,446 16 606 23,923 38,730 30,975 39,352 8,471 94
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,918)
1,472 -4 4 -244 1,968 1,232 1,968 686 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.0 1.5 60.6 98.2 78.5 99.8 21.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 11 13 16 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,955
COMMITMENTS
62,513 20,003 5,171 24,851 93,116 92,535 118,290 43,420 17,664
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -2,221)
521 -2,521 -2,028 -1,350 1,907 -2,857 -2,642 636 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 14.7 3.8 18.3 68.5 68.1 87.0 31.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
43 12 19 24 29 77 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 61,990
COMMITMENTS
31,179 11,896 1,487 8,515 37,658 41,181 51,041 20,809 10,949
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -1,667)
250 1,856 -1,027 -1,024 -2,811 -1,801 -1,982 134 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 19.2 2.4 13.7 60.7 66.4 82.3 33.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
23 7 5 13 18 37 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 141,728
COMMITMENTS
108,857 22,639 0 26,074 117,689 134,931 140,328 6,797 1,400
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 2,153)
2,688 2,234 0 -819 219 1,869 2,453 284 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.8 16.0 0.0 18.4 83.0 95.2 99.0 4.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
58 16 0 15 26 73 42
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 100,637
COMMITMENTS
39,594 31,243 4,125 29,698 43,638 73,417 79,007 27,220 21,630
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,957)
2,542 3,093 -1,416 342 -706 1,469 971 488 986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 31.0 4.1 29.5 43.4 73.0 78.5 27.0 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
29 26 18 22 27 61 61
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 161,837
COMMITMENTS
65,923 19,996 6,626 55,884 101,760 128,433 128,382 33,404 33,455
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,300)
-925 -52 -1,372 2,776 1,371 480 -52 820 1,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 12.4 4.1 34.5 62.9 79.4 79.3 20.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
43 33 20 27 32 80 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 261,803
COMMITMENTS
65,885 26,930 45,689 91,830 135,136 203,404 207,755 58,399 54,048
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -33,523)
614 -900 -18,709 -9,892 -5,544 -27,987 -25,153 -5,536 -8,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 10.3 17.5 35.1 51.6 77.7 79.4 22.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
61 54 55 36 46 125 127
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,437
COMMITMENTS
21,276 4,703 0 1,213 20,607 22,489 25,310 3,948 1,127
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 395)
-63 -302 0 332 1,156 269 854 126 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.5 17.8 0.0 4.6 77.9 85.1 95.7 14.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 7 0 5 13 18 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,969,803
COMMITMENTS
1549574 288,687 4778611 5630676 6922540 11958861 11989838 1010942 979,965
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 156,885)
-45,087 62,482 80,229 104,147 31,235 139,289 173,947 17,596 -17,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 2.2 36.8 43.4 53.4 92.2 92.4 7.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
78 50 106 135 141 260 255
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 981,231
COMMITMENTS
71,030 80,140 82,859 680,814 701,123 834,703 864,122 146,528 117,109
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 18,946)
-3,796 2,245 1,785 21,311 15,812 19,300 19,842 -354 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 8.2 8.4 69.4 71.5 85.1 88.1 14.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561)
114 128 99 229 223 396 397
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 399,310
COMMITMENTS
48,385 22,487 32,644 240,378 277,899 321,407 333,031 77,903 66,279
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 7,472)
2,617 465 -165 4,807 8,780 7,258 9,080 213 -1,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 5.6 8.2 60.2 69.6 80.5 83.4 19.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
26 32 40 73 76 124 123
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,909,604
COMMITMENTS
264,934 439,973 99,365 2202178 2116119 2566477 2655458 343,127 254,146
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 57,373)
-21,287 19,674 -1,025 82,521 35,159 60,210 53,809 -2,837 3,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 15.1 3.4 75.7 72.7 88.2 91.3 11.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495)
100 109 74 200 196 336 343
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 106,532
COMMITMENTS
18,181 7,101 141 77,303 95,032 95,625 102,274 10,907 4,258
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -2,393)
-1,776 176 32 -794 -3,103 -2,538 -2,895 145 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 6.7 0.1 72.6 89.2 89.8 96.0 10.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 3 2 43 34 58 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 110,505
COMMITMENTS
28,885 9,574 9,037 62,054 85,332 99,977 103,943 10,529 6,562
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -2,313)
-7,221 -903 458 5,521 -1,976 -1,242 -2,421 -1,071 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 8.7 8.2 56.2 77.2 90.5 94.1 9.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
68 41 22 86 81 166 132
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,257
COMMITMENTS
6,974 0 0 10,083 16,737 17,057 16,737 3,200 3,520
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 776)
-272 0 0 1,023 891 751 891 25 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 0.0 0.0 49.8 82.6 84.2 82.6 15.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 7 15 10 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 451,243
COMMITMENTS
144,426 82,740 10,317 259,855 342,973 414,598 436,030 36,646 15,213
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -15,445)
-35,797 -5,570 3,342 22,490 -14,333 -9,965 -16,561 -5,480 1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 18.3 2.3 57.6 76.0 91.9 96.6 8.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
68 41 20 81 75 159 126
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 148,736
COMMITMENTS
80,067 12,356 4,269 30,401 115,966 114,737 132,591 33,999 16,145
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -6,440)
-846 178 -2,876 -1,589 -2,235 -5,312 -4,933 -1,128 -1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 8.3 2.9 20.4 78.0 77.1 89.1 22.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
37 13 11 15 23 57 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,118
COMMITMENTS
7,569 6,150 4 16,150 7,139 23,723 13,293 10,395 20,825
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,729)
1,381 2,061 0 -374 486 1,007 2,547 722 -818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 18.0 0.0 47.3 20.9 69.5 39.0 30.5 61.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
15 10 1 19 10 34 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,800
COMMITMENTS
6,201 8,738 405 21,604 19,791 28,210 28,934 8,590 7,866
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -3,995)
455 7 37 -2,635 -906 -2,143 -862 -1,852 -3,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 23.7 1.1 58.7 53.8 76.7 78.6 23.3 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 8 1 17 18 27 26
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,704
COMMITMENTS
3,919 1,815 300 23,823 27,329 28,042 29,444 3,662 2,260
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,187)
4 253 0 925 1,038 929 1,291 258 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 5.7 0.9 75.1 86.2 88.4 92.9 11.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 4 1 17 26 23 31
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 30,773
COMMITMENTS
7,906 1,485 0 16,409 27,327 24,315 28,812 6,458 1,961
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 246)
53 204 0 227 136 280 340 -34 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 4.8 0.0 53.3 88.8 79.0 93.6 21.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 2 0 18 15 31 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,742
COMMITMENTS
4,136 6,283 0 10,027 8,455 14,163 14,738 1,579 1,004
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,743)
691 275 -71 554 1,174 1,174 1,378 569 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 39.9 0.0 63.7 53.7 90.0 93.6 10.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 4 0 6 4 19 8
Updated October 15, 2010