MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,093
COMMITMENTS
4,376 3,287 8,287 26,674 25,411 39,336 36,984 5,757 8,109
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 3,811)
579 783 720 2,279 1,763 3,578 3,266 232 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 7.3 18.4 59.2 56.4 87.2 82.0 12.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 13 22 40 35 68 63
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 233,298
COMMITMENTS
49,590 22,574 64,871 97,038 106,308 211,499 193,753 21,799 39,546
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -1,604)
-1,368 -255 153 1,147 -631 -68 -733 -1,536 -871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 9.7 27.8 41.6 45.6 90.7 83.0 9.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
77 85 112 62 67 211 203
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 402,764
COMMITMENTS
130,489 16,723 108,388 134,869 201,801 373,746 326,911 29,017 75,853
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -5,520)
-3,676 -800 -13 -774 -3,526 -4,463 -4,340 -1,057 -1,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 4.2 26.9 33.5 50.1 92.8 81.2 7.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 454)
167 57 116 116 200 337 333
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,452
COMMITMENTS
4,087 2,438 948 2,643 4,596 7,678 7,982 1,774 1,470
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -81)
41 -270 -20 125 461 146 171 -227 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 25.8 10.0 28.0 48.6 81.2 84.4 18.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
36 15 12 18 27 59 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,392
COMMITMENTS
17,514 4,892 9,246 10,314 8,869 37,074 23,007 7,318 21,384
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 2,108)
794 144 -69 967 1,253 1,691 1,329 417 780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 11.0 20.8 23.2 20.0 83.5 51.8 16.5 48.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
56 24 39 40 56 116 104
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 56,886
COMMITMENTS
8,549 0 80 37,324 56,044 45,953 56,124 10,933 762
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 5,206)
-99 0 0 3,901 5,261 3,802 5,261 1,404 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.0 0.1 65.6 98.5 80.8 98.7 19.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 0 1 13 15 18 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 148,508
COMMITMENTS
44,746 11,561 11,715 48,075 109,992 104,536 133,269 43,972 15,239
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 27,877)
-2,309 -1,870 10,192 17,873 22,035 25,756 30,357 2,121 -2,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 7.8 7.9 32.4 74.1 70.4 89.7 29.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
41 9 11 24 28 70 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,235
COMMITMENTS
20,811 9,708 952 3,588 20,257 25,351 30,916 16,884 11,319
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -2,398)
2,796 1,088 247 -6,913 -5,433 -3,870 -4,098 1,472 1,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 23.0 2.3 8.5 48.0 60.0 73.2 40.0 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 5 2 8 15 27 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,794
COMMITMENTS
87,694 10,526 0 22,374 105,121 110,068 115,647 6,726 1,147
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -27,029)
9,592 -8,094 -1,631 -34,482 -16,292 -26,521 -26,017 -508 -1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.1 9.0 0.0 19.2 90.0 94.2 99.0 5.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
49 12 0 13 16 62 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 73,947
COMMITMENTS
11,972 19,869 3,340 40,076 30,739 55,388 53,948 18,559 19,998
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -18,649)
-2,160 -6,529 -2,033 -14,079 -8,069 -18,272 -16,631 -376 -2,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 26.9 4.5 54.2 41.6 74.9 73.0 25.1 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
12 21 7 23 24 40 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 107,936
COMMITMENTS
35,308 22,251 5,559 44,928 47,706 85,795 75,516 22,141 32,421
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -34,051)
-12,724 -2,430 448 -13,959 -29,602 -26,236 -31,585 -7,815 -2,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 20.6 5.2 41.6 44.2 79.5 70.0 20.5 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 35 15 26 24 62 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 187,398
COMMITMENTS
35,815 45,414 26,913 72,910 59,162 135,638 131,489 51,760 55,909
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -49,047)
2,570 -2,180 -989 -51,338 -42,144 -49,757 -45,313 710 -3,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 24.2 14.4 38.9 31.6 72.4 70.2 27.6 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
44 58 47 39 45 109 124
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,510
COMMITMENTS
21,314 8,793 0 985 14,758 22,299 23,551 2,211 959
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -3,085)
-710 5,030 -166 -1,200 -7,436 -2,076 -2,572 -1,009 -513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.0 35.9 0.0 4.0 60.2 91.0 96.1 9.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 12 0 6 7 17 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,072,895
COMMITMENTS
561,843 174,041 3602628 6105668 6434596 10270139 10211265 802,755 861,629
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -2,473,025)
-295,212 -138,446 -1310865 -765,414 -936,720 -2371491 -2386030 -101,533 -86,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.6 32.5 55.1 58.1 92.8 92.2 7.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
73 30 94 122 130 225 230
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,273,678
COMMITMENTS
83,249 70,675 148,458 866,615 912,928 1098323 1132062 175,355 141,616
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 151,880)
10,461 -7,386 20,355 106,694 116,906 137,510 129,875 14,371 22,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 5.5 11.7 68.0 71.7 86.2 88.9 13.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
116 121 118 255 240 434 419
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 537,909
COMMITMENTS
78,158 22,164 49,629 304,955 398,460 432,743 470,253 105,166 67,656
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 60,251)
11,047 -1,301 7,089 36,488 38,467 54,624 44,254 5,627 15,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 4.1 9.2 56.7 74.1 80.4 87.4 19.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
26 28 38 80 75 128 120
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,678,844
COMMITMENTS
334,866 551,966 184,733 2808301 2572344 3327900 3309043 350,944 369,801
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 458,145)
20,547 -6,947 42,855 351,027 392,196 414,429 428,104 43,716 30,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 15.0 5.0 76.3 69.9 90.5 89.9 9.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
100 108 96 224 215 375 371
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 124,249
COMMITMENTS
14,363 6,538 439 97,914 113,837 112,716 120,814 11,533 3,435
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 15,906)
-1,295 -276 112 15,780 15,851 14,597 15,687 1,308 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 5.3 0.4 78.8 91.6 90.7 97.2 9.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
15 5 2 50 40 66 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 136,381
COMMITMENTS
24,443 10,049 11,938 85,887 104,878 122,269 126,865 14,112 9,516
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 24,606)
1,105 309 2,822 18,483 18,430 22,410 21,560 2,195 3,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 7.4 8.8 63.0 76.9 89.7 93.0 10.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
82 36 24 101 89 193 141
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,365
COMMITMENTS
9,553 1,520 10 14,464 27,207 24,027 28,737 6,338 1,628
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 2,798)
1,132 -53 10 1,451 2,212 2,593 2,169 205 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 5.0 0.0 47.6 89.6 79.1 94.6 20.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 3 1 10 20 17 23
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 530,082
COMMITMENTS
119,834 88,027 14,258 357,115 388,356 491,208 490,641 38,874 39,441
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 109,039)
6,158 8,103 7,767 85,162 81,088 99,087 96,957 9,952 12,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 16.6 2.7 67.4 73.3 92.7 92.6 7.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
78 38 20 97 84 183 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,035
COMMITMENTS
62,214 8,321 3,464 23,537 95,582 89,216 107,368 30,819 12,667
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -12,666)
8,107 -2,086 1,131 -20,421 -9,200 -11,183 -10,155 -1,483 -2,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 6.9 2.9 19.6 79.6 74.3 89.4 25.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
31 12 9 14 20 50 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,411
COMMITMENTS
8,349 12,161 2 18,377 7,100 26,728 19,263 10,683 18,148
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -26,176)
-1,711 -881 -475 -8,775 -9,863 -10,961 -11,219 -15,215 -14,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 32.5 0.0 49.1 19.0 71.4 51.5 28.6 48.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 11 1 22 9 36 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,152
COMMITMENTS
13,673 6,116 84 22,659 19,894 36,416 26,094 11,736 22,058
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: -11,352)
-399 1,259 -1,833 -3,817 -13,506 -6,049 -14,080 -5,303 2,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 12.7 0.2 47.1 41.3 75.6 54.2 24.4 45.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 5 1 19 16 32 22
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 33,241
COMMITMENTS
4,100 806 729 24,543 29,639 29,372 31,174 3,869 2,067
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 4,275)
541 -492 429 3,589 4,508 4,559 4,445 -284 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.4 2.2 73.8 89.2 88.4 93.8 11.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 4 5 21 26 28 33
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 46,631
COMMITMENTS
14,257 1,681 0 20,513 38,032 34,770 39,713 11,861 6,918
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 7,147)
925 -91 -16 1,677 2,104 2,586 1,997 4,561 5,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 3.6 0.0 44.0 81.6 74.6 85.2 25.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
16 2 0 20 19 36 21
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,865
COMMITMENTS
4,008 2,735 734 9,157 11,626 13,899 15,095 1,966 770
CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST: 1,309)
198 88 728 -192 130 734 946 575 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 17.2 4.6 57.7 73.3 87.6 95.1 12.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 2 1 6 2 18 4
Updated December 17, 2010