MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,594
COMMITMENTS
4,733 2,041 6,122 21,023 22,932 31,878 31,095 5,716 6,499
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 3,088)
1,089 433 611 1,652 1,258 3,352 2,302 -264 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 5.4 16.3 55.9 61.0 84.8 82.7 15.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 5 20 36 34 65 55
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,202
COMMITMENTS
60,046 21,082 60,478 88,496 109,731 209,020 191,290 20,182 37,912
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -16,351)
-5,704 3,068 -5,475 -1,499 -12,050 -12,679 -14,456 -3,672 -1,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 9.2 26.4 38.6 47.9 91.2 83.5 8.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
88 70 91 52 61 192 182
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 397,975
COMMITMENTS
142,132 11,352 101,536 127,195 215,640 370,863 328,528 27,112 69,447
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 3,112)
2,028 159 6,505 -3,951 -3,877 4,583 2,787 -1,471 325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 2.9 25.5 32.0 54.2 93.2 82.5 6.8 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
162 45 112 104 192 306 318
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,223
COMMITMENTS
4,077 2,586 1,138 2,942 4,829 8,157 8,553 2,066 1,670
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -167)
124 -662 135 -120 593 139 65 -306 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 25.3 11.1 28.8 47.2 79.8 83.7 20.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 24 13 20 29 60 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,916
COMMITMENTS
9,113 7,769 8,293 12,020 5,274 29,427 21,335 5,489 13,581
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 756)
-370 455 859 1,138 365 1,627 1,679 -871 -923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 22.2 23.8 34.4 15.1 84.3 61.1 15.7 38.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
30 35 35 45 39 92 96
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,182
COMMITMENTS
7,556 16 606 24,520 40,493 32,682 41,115 8,500 67
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,736)
1,110 0 0 597 1,763 1,707 1,763 29 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.0 1.5 59.5 98.3 79.4 99.8 20.6 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 126,630
COMMITMENTS
48,846 16,556 5,897 26,621 86,268 81,364 108,720 45,266 17,909
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -9,325)
-13,667 -3,448 726 1,770 -6,849 -11,171 -9,570 1,846 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 13.1 4.7 21.0 68.1 64.3 85.9 35.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
37 14 22 24 27 72 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,889
COMMITMENTS
24,740 14,000 1,371 11,466 32,123 37,577 47,494 20,312 10,394
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -4,101)
-6,439 2,105 -116 2,952 -5,534 -3,604 -3,546 -497 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 24.2 2.4 19.8 55.5 64.9 82.0 35.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
17 8 5 16 19 34 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 137,858
COMMITMENTS
104,557 22,432 46 26,684 113,508 131,287 135,986 6,571 1,872
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -3,870)
-4,300 -207 46 610 -4,181 -3,644 -4,342 -226 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.8 16.3 0.0 19.4 82.3 95.2 98.6 4.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
57 17 1 19 22 77 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 99,532
COMMITMENTS
35,723 28,940 4,106 35,450 45,090 75,279 78,135 24,254 21,397
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -1,104)
-3,871 -2,304 -19 5,752 1,451 1,862 -872 -2,966 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 29.1 4.1 35.6 45.3 75.6 78.5 24.4 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
34 21 21 24 25 66 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 155,502
COMMITMENTS
62,092 18,366 7,090 55,155 95,880 124,337 121,337 31,166 34,166
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -6,335)
-3,832 -1,630 464 -729 -5,879 -4,096 -7,045 -2,239 710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 11.8 4.6 35.5 61.7 80.0 78.0 20.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
39 41 21 27 31 80 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 288,068
COMMITMENTS
71,949 26,905 47,996 99,194 158,652 219,139 233,553 68,929 54,514
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 26,265)
6,064 -25 2,307 7,364 23,516 15,735 25,798 10,530 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 9.3 16.7 34.4 55.1 76.1 81.1 23.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
63 54 62 41 45 133 132
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,031
COMMITMENTS
21,477 6,146 0 1,856 19,755 23,333 25,901 3,698 1,130
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 594)
201 1,443 0 643 -852 844 591 -250 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.5 22.7 0.0 6.9 73.1 86.3 95.8 13.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 9 0 6 12 20 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,079,825
COMMITMENTS
1512230 392,992 4682381 5897661 7010709 12092273 12086082 987,553 993,743
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 110,022)
-37,344 104,305 -96,229 266,985 88,168 133,412 96,244 -23,390 13,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 3.0 35.8 45.1 53.6 92.4 92.4 7.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
77 56 110 136 141 265 262
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 964,115
COMMITMENTS
72,711 79,661 74,196 676,237 696,192 823,144 850,049 140,971 114,066
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -17,116)
1,681 -480 -8,662 -4,577 -4,931 -11,559 -14,073 -5,557 -3,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 8.3 7.7 70.1 72.2 85.4 88.2 14.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552)
113 115 83 227 229 376 391
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 393,986
COMMITMENTS
47,871 19,108 26,264 239,868 285,606 314,002 330,978 79,984 63,008
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -5,324)
-514 -3,379 -6,380 -511 7,707 -7,405 -2,052 2,081 -3,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 4.9 6.7 60.9 72.5 79.7 84.0 20.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
21 27 31 71 73 112 111
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,850,643
COMMITMENTS
269,051 447,614 94,810 2181848 2052930 2545709 2595354 304,934 255,289
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -58,961)
4,117 7,641 -4,555 -20,330 -63,190 -20,768 -60,104 -38,192 1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 15.7 3.3 76.5 72.0 89.3 91.0 10.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 494)
100 102 64 198 204 323 345
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,648
COMMITMENTS
17,216 7,616 590 79,467 96,126 97,273 104,332 10,375 3,316
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,116)
-965 515 449 2,163 1,095 1,647 2,059 -532 -943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 7.1 0.5 73.8 89.3 90.4 96.9 9.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 4 1 45 36 59 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 110,365
COMMITMENTS
26,138 8,280 9,041 63,217 85,726 98,397 103,046 11,969 7,319
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -140)
-2,747 -1,294 4 1,163 394 -1,580 -897 1,440 757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 7.5 8.2 57.3 77.7 89.2 93.4 10.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
74 42 21 81 79 163 134
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,780
COMMITMENTS
7,341 0 0 11,934 18,441 19,275 18,441 3,505 4,339
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,523)
367 0 0 1,851 1,704 2,218 1,704 305 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 0.0 0.0 52.4 81.0 84.6 81.0 15.4 19.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 437,927
COMMITMENTS
130,692 78,103 8,502 256,416 336,423 395,610 423,027 42,317 14,900
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -13,316)
-13,733 -4,637 -1,816 -3,439 -6,551 -18,988 -13,003 5,671 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 17.8 1.9 58.6 76.8 90.3 96.6 9.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
74 42 19 77 74 157 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 144,800
COMMITMENTS
72,741 13,229 4,743 30,491 109,429 107,975 127,401 36,825 17,399
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -3,936)
-7,326 873 474 91 -6,537 -6,762 -5,190 2,826 1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 9.1 3.3 21.1 75.6 74.6 88.0 25.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
38 13 14 18 22 62 43
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,911
COMMITMENTS
7,092 6,865 4 16,738 7,928 23,834 14,797 9,077 18,114
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -1,207)
-477 715 0 588 789 111 1,504 -1,318 -2,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 20.9 0.0 50.9 24.1 72.4 45.0 27.6 55.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 8 1 24 13 37 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,098
COMMITMENTS
7,361 10,395 503 23,120 20,269 30,984 31,167 8,114 7,931
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,298)
1,160 1,657 98 1,516 478 2,774 2,233 -476 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 26.6 1.3 59.1 51.8 79.2 79.7 20.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 8 1 17 19 28 28
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,406
COMMITMENTS
4,701 1,379 300 22,657 27,691 27,658 29,370 3,748 2,036
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -298)
782 -436 0 -1,166 362 -384 -74 86 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 4.4 1.0 72.1 88.2 88.1 93.5 11.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 3 1 18 25 25 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 33,087
COMMITMENTS
7,137 1,281 0 19,096 30,599 26,233 31,880 6,854 1,207
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,314)
-769 -204 0 2,687 3,272 1,918 3,068 396 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 3.9 0.0 57.7 92.5 79.3 96.4 20.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 1 0 19 16 32 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,874
COMMITMENTS
4,225 4,736 0 9,430 9,310 13,655 14,046 1,219 828
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -868)
89 -1,547 0 -597 855 -508 -692 -360 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 31.8 0.0 63.4 62.6 91.8 94.4 8.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 4 0 5 2 18 6
Updated October 22, 2010