MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 42,957
COMMITMENTS
4,500 2,282 7,649 25,132 25,852 37,281 35,783 5,676 7,174
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 2,239)
-300 650 366 1,692 1,181 1,758 2,198 481 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 5.3 17.8 58.5 60.2 86.8 83.3 13.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 11 23 40 35 69 63
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 226,712
COMMITMENTS
45,054 21,308 64,032 96,013 104,708 205,100 190,047 21,612 36,664
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 3,555)
958 -3,186 2,105 -637 2,960 2,425 1,879 1,130 1,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 9.4 28.2 42.4 46.2 90.5 83.8 9.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
76 74 106 55 65 197 198
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 429,637
COMMITMENTS
134,797 16,702 126,854 139,134 211,518 400,785 355,073 28,852 74,564
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 29,942)
4,272 4,259 17,037 8,216 6,273 29,524 27,569 418 2,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 3.9 29.5 32.4 49.2 93.3 82.6 6.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
158 54 133 115 195 334 339
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 9,245
COMMITMENTS
4,004 1,592 1,238 2,521 4,953 7,763 7,783 1,482 1,462
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -448)
-95 23 -275 33 -299 -337 -550 -111 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.3 17.2 13.4 27.3 53.6 84.0 84.2 16.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
34 14 15 18 30 60 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 35,753
COMMITMENTS
12,340 5,290 7,549 9,782 6,440 29,672 19,279 6,082 16,474
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 3,137)
1,776 -462 926 -289 932 2,413 1,396 724 1,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 14.8 21.1 27.4 18.0 83.0 53.9 17.0 46.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
42 29 36 36 41 100 89
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 115,223
COMMITMENTS
37,552 13,416 3,424 32,868 78,151 73,844 94,991 41,378 20,232
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -19,408)
-21,372 -5,720 -307 4,678 -14,281 -17,001 -20,307 -2,407 899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 11.6 3.0 28.5 67.8 64.1 82.4 35.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
35 12 14 27 26 68 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 43,224
COMMITMENTS
14,840 5,947 1,345 10,534 24,474 26,720 31,767 16,504 11,457
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -4,505)
-3,492 -4,212 408 -591 -1,307 -3,675 -5,111 -830 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 13.8 3.1 24.4 56.6 61.8 73.5 38.2 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 8 4 11 15 26 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 104,398
COMMITMENTS
37,282 24,837 5,355 37,134 52,016 79,771 82,208 24,628 22,190
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -4,547)
-9,277 3,537 404 4,521 -9,153 -4,352 -5,213 -194 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 23.8 5.1 35.6 49.8 76.4 78.7 23.6 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
31 23 14 28 29 65 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 145,133
COMMITMENTS
51,886 23,312 8,049 56,042 80,307 115,977 111,668 29,156 33,466
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -1,900)
2,954 -1,279 1,350 -3,073 1,378 1,231 1,449 -3,131 -3,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 16.1 5.5 38.6 55.3 79.9 76.9 20.1 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
32 35 16 29 31 68 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 254,002
COMMITMENTS
44,696 52,689 46,069 105,025 107,906 195,791 206,665 58,212 47,338
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -2,365)
-11,290 7,270 3,214 10,183 -6,551 2,107 3,933 -4,471 -6,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 20.7 18.1 41.3 42.5 77.1 81.4 22.9 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
50 68 59 41 46 123 141
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 13,460,707
COMMITMENTS
912,765 289,385 4763982 6824981 7428529 12501727 12481895 958,980 978,812
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 330,889)
111,537 -47,428 140,673 34,222 212,041 286,432 305,286 44,457 25,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.1 35.4 50.7 55.2 92.9 92.7 7.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
81 44 109 137 144 259 263
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED 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: 1,056,455
COMMITMENTS
80,319 95,241 97,170 728,104 750,729 905,593 943,139 150,862 113,316
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -21,830)
-5,672 7,513 -8,540 -6,263 -21,170 -20,475 -22,197 -1,355 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.0 9.2 68.9 71.1 85.7 89.3 14.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564)
117 118 89 243 231 398 401
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 452,100
COMMITMENTS
58,290 28,598 34,334 262,417 337,706 355,041 400,638 97,058 51,462
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -2,414)
891 1,775 -2,556 -9,547 -6,060 -11,212 -6,841 8,798 4,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 6.3 7.6 58.0 74.7 78.5 88.6 21.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
24 25 30 74 71 113 111
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 3,021,777
COMMITMENTS
330,403 553,469 93,922 2328432 2065114 2752757 2712505 269,020 309,273
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -97,082)
-22,316 39,193 -40,420 16,417 -75,553 -46,319 -76,780 -50,763 -20,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 18.3 3.1 77.1 68.3 91.1 89.8 8.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 507)
102 107 71 214 205 346 353
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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: 107,140
COMMITMENTS
17,382 7,626 325 79,561 95,463 97,268 103,414 9,872 3,726
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: 1,251)
2,713 58 -232 -382 1,277 2,099 1,103 -848 148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 46 37 61 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED 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: 112,099
COMMITMENTS
23,334 11,291 9,790 70,216 86,909 103,340 107,989 8,759 4,110
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -13,266)
-8,582 510 -1,597 -1,414 -7,777 -11,594 -8,864 -1,672 -4,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 10.1 8.7 62.6 77.5 92.2 96.3 7.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
69 41 21 91 81 171 134
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 28,130
COMMITMENTS
8,639 1,520 0 15,907 25,479 24,546 26,999 3,584 1,131
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -2,355)
-2,553 1,198 0 -329 -3,142 -2,882 -1,944 527 -411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 5.4 0.0 56.5 90.6 87.3 96.0 12.7 4.0
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
OPTION AND FUTURES COMBINED 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: 419,844
COMMITMENTS
114,066 89,446 8,358 271,547 307,148 393,970 404,951 25,874 14,893
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -54,556)
-39,348 -12,641 1,216 -5,427 -23,177 -43,558 -34,602 -10,998 -19,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 21.3 2.0 64.7 73.2 93.8 96.5 6.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
68 41 17 85 76 160 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 129,117
COMMITMENTS
47,117 18,064 4,328 43,873 88,234 95,318 110,626 33,799 18,491
CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST: -3,006)
-5,844 1,742 -318 3,711 -3,029 -2,452 -1,606 -554 -1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 14.0 3.4 34.0 68.3 73.8 85.7 26.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
26 18 13 18 20 51 44
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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