MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,697
COMMITMENTS
4,766 2,531 7,901 26,430 26,957 39,096 37,389 5,601 7,308
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,740)
266 248 252 1,298 1,106 1,815 1,606 -76 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 5.7 17.7 59.1 60.3 87.5 83.6 12.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 12 25 40 35 71 64
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,552
COMMITMENTS
48,922 21,485 63,597 93,793 105,213 206,311 190,295 23,240 39,257
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 2,840)
3,867 177 -435 -2,220 505 1,212 247 1,628 2,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 9.4 27.7 40.9 45.8 89.9 82.9 10.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
76 87 114 55 65 206 202
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 447,790
COMMITMENTS
137,005 16,760 141,715 138,296 210,696 417,016 369,171 30,774 78,619
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 18,153)
2,208 57 14,862 -838 -822 16,231 14,097 1,922 4,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 3.7 31.6 30.9 47.1 93.1 82.4 6.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
165 56 133 122 200 348 346
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,656
COMMITMENTS
3,970 2,120 707 2,398 4,382 7,075 7,209 1,582 1,447
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -588)
-34 529 -531 -123 -571 -688 -574 99 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 24.5 8.2 27.7 50.6 81.7 83.3 18.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
32 19 12 16 27 54 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,972
COMMITMENTS
15,598 5,053 9,289 9,230 7,281 34,117 21,623 6,855 19,349
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 5,219)
3,258 -237 1,740 -552 841 4,446 2,344 773 2,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 12.3 22.7 22.5 17.8 83.3 52.8 16.7 47.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
54 27 41 33 42 111 93
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 43,487
COMMITMENTS
6,779 5 137 28,398 42,928 35,314 43,070 8,173 417
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,614)
-328 0 0 1,707 1,482 1,379 1,482 235 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 0.0 0.3 65.3 98.7 81.2 99.0 18.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 1 12 15 18 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 110,532
COMMITMENTS
31,779 10,648 4,639 32,228 76,909 68,647 92,196 41,885 18,336
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -4,691)
-5,773 -2,767 1,215 -640 -1,242 -5,198 -2,795 507 -1,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 9.6 4.2 29.2 69.6 62.1 83.4 37.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
33 14 14 27 25 66 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,808
COMMITMENTS
16,353 8,156 1,497 12,570 26,702 30,420 36,355 16,388 10,453
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 3,584)
1,513 2,209 152 2,035 2,228 3,699 4,588 -115 -1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 17.4 3.2 26.9 57.0 65.0 77.7 35.0 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
16 10 7 14 19 33 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 134,618
COMMITMENTS
97,199 18,293 624 30,705 113,789 128,528 132,706 6,090 1,912
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -16,164)
-13,917 -5,577 176 -681 -9,470 -14,422 -14,871 -1,742 -1,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.2 13.6 0.5 22.8 84.5 95.5 98.6 4.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
47 12 2 18 20 67 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 98,723
COMMITMENTS
26,489 27,454 7,264 44,398 41,449 78,151 76,168 20,572 22,555
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -5,675)
-10,793 2,617 1,909 7,265 -10,567 -1,620 -6,040 -4,056 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 27.8 7.4 45.0 42.0 79.2 77.2 20.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
23 27 17 29 25 61 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 148,921
COMMITMENTS
56,284 24,948 8,654 56,404 81,302 121,342 114,904 27,579 34,017
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 3,788)
4,397 1,636 606 361 995 5,365 3,237 -1,577 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 16.8 5.8 37.9 54.6 81.5 77.2 18.5 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
33 38 22 30 31 75 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 292,460
COMMITMENTS
50,453 55,706 56,947 116,933 118,593 224,333 231,246 68,127 61,214
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 38,458)
5,758 3,018 10,877 11,908 10,687 28,543 24,581 9,915 13,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 19.0 19.5 40.0 40.6 76.7 79.1 23.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
61 60 64 45 51 135 147
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,575
COMMITMENTS
22,982 4,537 0 1,301 21,802 24,283 26,339 3,292 1,236
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -3,394)
-3,113 -489 0 -343 -3,358 -3,456 -3,847 62 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.3 16.5 0.0 4.7 79.1 88.1 95.5 11.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 9 0 4 12 18 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,518,122
COMMITMENTS
744,367 372,961 4912967 6956046 7263034 12613380 12548962 904,741 969,159
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 57,415)
-168,398 83,576 148,986 131,065 -165,494 111,653 67,067 -54,238 -9,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.8 36.3 51.5 53.7 93.3 92.8 6.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
82 49 112 141 151 265 274
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,062,033
COMMITMENTS
77,710 85,476 96,718 740,109 764,804 914,537 946,998 147,496 115,035
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 5,578)
-2,610 -9,764 -452 12,006 14,075 8,944 3,859 -3,366 1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.0 9.1 69.7 72.0 86.1 89.2 13.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560)
117 112 96 245 231 402 399
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 446,185
COMMITMENTS
55,622 25,258 34,836 263,113 339,315 353,570 399,409 92,614 46,775
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -5,915)
-2,669 -3,340 502 696 1,609 -1,471 -1,229 -4,444 -4,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 5.7 7.8 59.0 76.0 79.2 89.5 20.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
21 29 34 76 76 118 118
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,079,242
COMMITMENTS
319,927 510,578 99,923 2384981 2127443 2804832 2737944 274,410 341,298
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 57,465)
-10,476 -42,892 6,002 56,549 62,329 52,075 25,439 5,390 32,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 16.6 3.2 77.5 69.1 91.1 88.9 8.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 504)
104 99 76 214 204 348 349
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,575
COMMITMENTS
16,341 7,460 1,066 79,115 96,079 96,522 104,605 11,054 2,971
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 436)
-1,041 -166 741 -446 616 -746 1,191 1,182 -755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 6.9 1.0 73.5 89.3 89.7 97.2 10.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
14 5 1 48 35 62 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 108,527
COMMITMENTS
22,340 10,412 8,800 66,650 82,460 97,790 101,671 10,737 6,856
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -3,572)
-994 -880 -990 -3,567 -4,448 -5,550 -6,318 1,979 2,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 9.6 8.1 61.4 76.0 90.1 93.7 9.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
74 37 20 88 78 169 130
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 26,672
COMMITMENTS
7,454 1,541 0 12,757 24,036 20,211 25,577 6,461 1,095
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -1,458)
-1,185 21 0 -3,150 -1,443 -4,335 -1,422 2,877 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 5.8 0.0 47.8 90.1 75.8 95.9 24.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 0 8 15 13 18
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 409,275
COMMITMENTS
108,283 78,204 10,147 269,463 292,121 387,893 380,472 21,382 28,803
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -10,569)
-5,783 -11,242 1,789 -2,084 -15,027 -6,077 -24,479 -4,492 13,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 19.1 2.5 65.8 71.4 94.8 93.0 5.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
71 39 16 83 71 159 121
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 129,669
COMMITMENTS
45,459 17,283 5,093 45,049 87,797 95,601 110,173 34,068 19,496
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 552)
-1,658 -781 765 1,176 -437 283 -453 269 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 13.3 3.9 34.7 67.7 73.7 85.0 26.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
29 14 13 19 21 54 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,596
COMMITMENTS
10,406 14,995 48 23,309 11,172 33,763 26,215 11,833 19,381
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 452)
-1,027 580 -31 909 637 -149 1,186 601 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 32.9 0.1 51.1 24.5 74.0 57.5 26.0 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 12 1 24 17 36 30
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,021
COMMITMENTS
14,075 4,438 1,114 23,604 35,120 38,793 40,672 14,228 12,349
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 2,703)
785 -2,711 27 -1,041 6,480 -229 3,796 2,932 -1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 8.4 2.1 44.5 66.2 73.2 76.7 26.8 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 8 3 17 24 29 34
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 29,013
COMMITMENTS
3,886 1,333 300 20,126 25,573 24,312 27,206 4,701 1,807
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -1,189)
181 -238 0 -1,255 -1,046 -1,074 -1,284 -115 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 4.6 1.0 69.4 88.1 83.8 93.8 16.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 3 1 17 24 22 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 37,512
COMMITMENTS
10,041 1,577 0 20,845 34,111 30,886 35,688 6,626 1,824
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 296)
42 -319 -8 1,081 68 1,115 -259 -819 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 4.2 0.0 55.6 90.9 82.3 95.1 17.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 2 0 24 18 38 20
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,556
COMMITMENTS
3,810 2,647 6 9,349 11,496 13,165 14,149 1,391 407
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -209)
-418 -105 6 -41 -75 -453 -174 244 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 18.2 0.0 64.2 79.0 90.4 97.2 9.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 2 1 6 2 19 4
Updated December 3, 2010