MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,571
COMMITMENTS
4,845 3,243 9,135 27,438 26,186 41,418 38,564 6,153 9,007
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 2,478)
469 -44 848 764 776 2,082 1,580 397 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 6.8 19.2 57.7 55.0 87.1 81.1 12.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
21 13 21 40 36 68 64
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 214,255
COMMITMENTS
48,110 24,705 50,056 95,222 102,152 193,389 176,912 20,866 37,343
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -19,043)
-1,480 2,131 -14,815 -1,816 -4,156 -18,110 -16,840 -933 -2,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 11.5 23.4 44.4 47.7 90.3 82.6 9.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
69 69 89 58 66 181 181
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 398,013
COMMITMENTS
127,443 16,122 109,177 134,202 198,466 370,822 323,766 27,190 74,247
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -4,751)
-3,047 -600 789 -667 -3,334 -2,924 -3,146 -1,827 -1,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 4.1 27.4 33.7 49.9 93.2 81.3 6.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
165 56 120 112 195 330 331
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,378
COMMITMENTS
4,400 1,544 1,348 2,612 5,922 8,361 8,814 2,017 1,564
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 927)
313 -895 401 -31 1,326 683 832 244 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 14.9 13.0 25.2 57.1 80.6 84.9 19.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
40 15 13 20 33 68 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,796
COMMITMENTS
18,839 4,808 11,082 11,132 9,676 41,054 25,567 7,741 23,229
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 4,404)
1,326 -84 1,836 819 807 3,980 2,559 423 1,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 9.9 22.7 22.8 19.8 84.1 52.4 15.9 47.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
60 28 44 44 56 128 112
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 98,687
COMMITMENTS
40,208 14,946 1,952 15,452 67,283 57,611 84,181 41,076 14,506
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -49,821)
-4,539 3,384 -9,763 -32,623 -42,709 -46,925 -49,088 -2,896 -733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 15.1 2.0 15.7 68.2 58.4 85.3 41.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
34 9 8 19 25 57 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,503
COMMITMENTS
25,588 12,465 1,053 3,422 23,646 30,063 37,165 17,440 10,338
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 5,267)
4,777 2,757 102 -166 3,390 4,712 6,248 555 -981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 26.2 2.2 7.2 49.8 63.3 78.2 36.7 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
23 6 5 9 18 32 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,332
COMMITMENTS
89,066 11,064 0 20,862 103,930 109,928 114,994 6,404 1,338
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -462)
1,372 538 0 -1,512 -1,191 -140 -653 -322 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.6 9.5 0.0 17.9 89.3 94.5 98.8 5.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
50 13 0 15 19 65 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 79,100
COMMITMENTS
16,311 21,731 4,400 39,378 30,533 60,089 56,664 19,011 22,436
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 5,153)
4,339 1,862 1,060 -698 -206 4,702 2,716 452 2,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 27.5 5.6 49.8 38.6 76.0 71.6 24.0 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 22 13 27 27 51 56
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 103,011
COMMITMENTS
34,860 22,079 6,575 40,756 42,927 82,191 71,581 20,820 31,430
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -4,925)
-447 -172 1,016 -4,172 -4,778 -3,604 -3,934 -1,321 -991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 21.4 6.4 39.6 41.7 79.8 69.5 20.2 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 34 18 27 26 65 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 209,591
COMMITMENTS
38,658 50,521 37,287 80,062 68,151 156,007 155,958 53,584 53,633
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 22,193)
2,844 5,107 10,373 7,152 8,989 20,369 24,469 1,824 -2,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 24.1 17.8 38.2 32.5 74.4 74.4 25.6 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
48 59 52 42 47 117 131
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,081
COMMITMENTS
17,780 10,414 0 5,150 13,326 22,930 23,740 2,151 1,341
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 571)
-3,534 1,621 0 4,165 -1,432 631 189 -60 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.9 41.5 0.0 20.5 53.1 91.4 94.7 8.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 13 0 9 6 21 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,407,647
COMMITMENTS
562,726 167,689 3854081 6189314 6457605 10606121 10479375 801,526 928,271
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 334,752)
883 -6,352 251,453 83,645 23,009 335,982 268,110 -1,230 66,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 1.5 33.8 54.3 56.6 93.0 91.9 7.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
72 34 94 123 130 228 231
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 857,989
COMMITMENTS
73,426 71,464 48,592 607,576 643,220 729,594 763,275 128,394 94,713
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -415,689)
-9,823 789 -99,866 -259,039 -269,709 -368,729 -368,787 -46,961 -46,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 8.3 5.7 70.8 75.0 85.0 89.0 15.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 519)
98 116 72 212 210 357 351
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 338,148
COMMITMENTS
23,488 17,973 27,403 204,525 248,772 255,416 294,148 82,732 43,999
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -199,761)
-54,670 -4,191 -22,226 -100,430 -149,687 -177,327 -176,105 -22,434 -23,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 5.3 8.1 60.5 73.6 75.5 87.0 24.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
17 25 26 67 62 103 94
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,599,204
COMMITMENTS
275,027 292,791 80,607 2015258 1972236 2370892 2345634 228,312 253,570
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -1,079,641)
-59,839 -259,175 -104,126 -793,043 -600,108 -957,008 -963,409 -122,633 -116,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 11.3 3.1 77.5 75.9 91.2 90.2 8.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
89 102 62 184 189 311 315
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,511
COMMITMENTS
13,673 6,931 227 73,603 88,314 87,503 95,472 11,008 3,039
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -25,738)
-690 393 -212 -24,311 -25,523 -25,213 -25,342 -525 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 7.0 0.2 74.7 89.6 88.8 96.9 11.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
14 6 1 42 37 56 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,662
COMMITMENTS
25,040 7,511 515 36,860 56,570 62,416 64,596 5,246 3,066
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -68,719)
597 -2,537 -11,423 -49,027 -48,308 -59,853 -62,269 -8,866 -6,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 11.1 0.8 54.5 83.6 92.2 95.5 7.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
72 25 13 74 70 151 103
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 338,310
COMMITMENTS
125,202 37,557 2,575 184,302 282,849 312,079 322,981 26,232 15,329
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -191,772)
5,368 -50,470 -11,683 -172,814 -105,507 -179,129 -167,660 -12,643 -24,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 11.1 0.8 54.5 83.6 92.2 95.5 7.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
72 25 13 74 70 151 103
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,801
COMMITMENTS
69,632 8,713 3,451 16,841 96,135 89,925 108,299 31,876 13,502
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,766)
7,419 392 -13 -6,697 553 709 931 1,057 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 7.2 2.8 13.8 78.9 73.8 88.9 26.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
33 12 10 15 21 53 38
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,299
COMMITMENTS
9,571 12,798 2 18,913 6,156 28,486 18,956 10,813 20,343
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: 1,888)
1,222 637 0 536 -944 1,758 -307 130 2,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 32.6 0.0 48.1 15.7 72.5 48.2 27.5 51.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 12 1 20 8 34 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,453
COMMITMENTS
13,805 6,565 333 22,352 20,662 36,490 27,560 9,963 18,893
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -1,699)
132 449 249 -307 768 74 1,466 -1,773 -3,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 14.1 0.7 48.1 44.5 78.6 59.3 21.4 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 5 1 16 16 32 22
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,695
COMMITMENTS
4,848 737 365 18,701 24,786 23,914 25,888 3,781 1,807
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -5,546)
748 -69 -364 -5,842 -4,853 -5,458 -5,286 -88 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 2.7 1.3 67.5 89.5 86.3 93.5 13.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 3 1 19 24 25 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 38,318
COMMITMENTS
13,775 1,920 6 17,379 34,546 31,160 36,472 7,158 1,846
CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST: -8,313)
-482 239 6 -3,134 -3,486 -3,610 -3,241 -4,703 -5,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 5.0 0.0 45.4 90.2 81.3 95.2 18.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 3 1 20 18 35 21
Updated December 27, 2010