BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,613
COMMITMENTS
201 70 0 1,845 1,786 2,046 1,856 567 757
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 2.7 0.0 70.6 68.4 78.3 71.0 21.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 12 11 14 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,669
COMMITMENTS
4,707 3,188 9,506 28,843 26,597 43,056 39,291 5,613 9,378
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 1,098)
-138 -55 372 1,404 411 1,638 727 -540 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 6.6 19.5 59.3 54.6 88.5 80.7 11.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 15 22 40 37 69 67
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 226,294
COMMITMENTS
53,158 19,822 56,409 93,724 111,094 203,291 187,326 23,003 38,968
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 12,039)
5,048 -4,883 6,353 -1,498 8,943 9,902 10,413 2,136 1,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 8.8 24.9 41.4 49.1 89.8 82.8 10.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
76 73 100 59 70 204 188
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 404,928
COMMITMENTS
129,603 19,631 112,833 133,473 196,335 375,909 328,799 29,019 76,129
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 6,915)
2,160 3,509 3,655 -729 -2,131 5,087 5,033 1,829 1,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 4.8 27.9 33.0 48.5 92.8 81.2 7.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
161 53 117 92 189 307 317
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,307
COMMITMENTS
5,119 1,943 1,423 2,743 6,574 9,285 9,940 2,022 1,368
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 929)
719 399 75 130 652 924 1,126 5 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.3 17.2 12.6 24.3 58.1 82.1 87.9 17.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
40 14 13 20 35 69 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 52,323
COMMITMENTS
19,499 4,552 12,777 12,286 10,648 44,562 27,977 7,761 24,346
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 3,527)
659 -256 1,695 1,154 972 3,508 2,411 19 1,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 8.7 24.4 23.5 20.4 85.2 53.5 14.8 46.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
62 26 45 51 64 137 118
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,730
COMMITMENTS
10,072 0 2,645 45,335 55,725 58,053 58,371 677 359
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 1,844)
1,523 0 2,565 8,011 -318 12,100 2,247 -10,256 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 0.0 4.5 77.2 94.9 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 0 2 11 13 17 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,992
COMMITMENTS
58,212 23,734 2,631 16,497 77,836 77,340 104,201 43,652 16,791
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 22,305)
18,004 8,788 679 1,045 10,553 19,729 20,020 2,576 2,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 19.6 2.2 13.6 64.3 63.9 86.1 36.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
42 11 10 19 27 66 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,371
COMMITMENTS
24,422 9,954 1,406 3,400 28,700 29,228 40,060 20,143 9,311
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 1,868)
-1,166 -2,511 352 -22 5,053 -835 2,895 2,703 -1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 20.2 2.8 6.9 58.1 59.2 81.1 40.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
19 8 4 8 19 28 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 125,232
COMMITMENTS
96,664 14,418 0 21,519 109,615 118,183 124,033 7,049 1,199
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 8,900)
7,598 3,354 0 657 5,685 8,255 9,039 645 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.2 11.5 0.0 17.2 87.5 94.4 99.0 5.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
55 12 0 15 21 70 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 93,334
COMMITMENTS
19,811 30,370 5,605 49,341 31,913 74,756 67,888 18,578 25,446
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 14,234)
3,500 8,639 1,204 9,963 1,380 14,667 11,223 -433 3,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 32.5 6.0 52.9 34.2 80.1 72.7 19.9 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 29 15 28 28 53 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 122,708
COMMITMENTS
50,182 20,685 6,691 39,223 62,156 96,096 89,532 26,612 33,176
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 19,696)
15,322 -1,394 116 -1,533 19,229 13,905 17,951 5,792 1,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 16.9 5.5 32.0 50.7 78.3 73.0 21.7 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
30 40 20 25 25 68 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 215,097
COMMITMENTS
33,478 57,818 37,721 90,813 65,020 162,012 160,559 53,085 54,539
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 5,506)
-5,180 7,297 434 10,751 -3,131 6,005 4,600 -499 906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 26.9 17.5 42.2 30.2 75.3 74.6 24.7 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
53 60 56 42 46 121 136
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,090
COMMITMENTS
18,570 10,455 0 3,991 13,434 22,561 23,889 2,529 1,201
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 9)
790 41 0 -1,159 108 -369 149 378 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.0 41.7 0.0 15.9 53.5 89.9 95.2 10.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 12 0 11 8 26 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,400,478
COMMITMENTS
585,247 191,721 3846665 6170946 6456219 10602858 10494606 797,620 905,872
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -7,169)
22,521 24,032 -7,416 -18,368 -1,386 -3,263 15,230 -3,906 -22,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.7 33.7 54.1 56.6 93.0 92.1 7.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
72 36 94 124 132 232 233
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 870,595
COMMITMENTS
70,391 75,044 50,382 622,371 647,309 743,143 772,735 127,451 97,860
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 12,606)
-3,035 3,580 1,790 14,795 4,090 13,549 9,459 -943 3,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 8.6 5.8 71.5 74.4 85.4 88.8 14.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 527)
100 118 81 223 208 375 355
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 339,856
COMMITMENTS
23,607 19,244 26,309 207,202 250,193 257,118 295,746 82,738 44,110
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 1,708)
119 1,271 -1,094 2,678 1,421 1,702 1,598 6 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 5.7 7.7 61.0 73.6 75.7 87.0 24.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
17 27 27 67 63 104 97
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,653,693
COMMITMENTS
263,535 308,615 90,747 2075845 1985580 2430127 2384942 223,566 268,751
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 54,489)
-11,492 15,824 10,140 60,587 13,344 59,235 39,308 -4,746 15,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 11.6 3.4 78.2 74.8 91.6 89.9 8.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 473)
91 103 70 197 188 330 319
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,769
COMMITMENTS
13,686 6,566 192 73,843 88,860 87,721 95,618 11,048 3,151
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 258)
13 -365 -35 240 546 218 146 40 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 6.6 0.2 74.8 90.0 88.8 96.8 11.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
14 6 1 42 39 56 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,065
COMMITMENTS
23,216 6,887 1,635 41,820 63,254 66,671 71,776 8,394 3,289
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 7,403)
-1,825 -625 1,120 4,960 6,684 4,255 7,180 3,148 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 9.2 2.2 55.7 84.3 88.8 95.6 11.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
73 27 14 72 74 151 109
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 9,418
COMMITMENTS
1,972 471 0 4,214 8,001 6,186 8,472 3,232 946
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -20,947)
-7,581 -1,049 -10 -10,250 -19,206 -17,841 -20,265 -3,106 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 5.0 0.0 44.7 85.0 65.7 90.0 34.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 0 5 11 9 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 328,233
COMMITMENTS
111,618 37,479 2,775 188,030 276,266 302,423 316,520 25,810 11,713
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -10,078)
-13,584 -78 200 3,729 -6,583 -9,656 -6,461 -422 -3,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 11.4 0.8 57.3 84.2 92.1 96.4 7.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
69 27 13 71 72 146 106
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 131,725
COMMITMENTS
75,626 11,094 4,616 16,432 101,169 96,674 116,880 35,050 14,845
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 9,924)
5,994 2,381 1,165 -409 5,034 6,750 8,580 3,174 1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.4 8.4 3.5 12.5 76.8 73.4 88.7 26.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
40 10 13 13 22 56 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,595
COMMITMENTS
9,409 12,342 2 19,129 7,007 28,540 19,351 10,055 19,244
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -704)
-162 -456 0 216 851 54 395 -758 -1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 32.0 0.0 49.6 18.2 73.9 50.1 26.1 49.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 12 1 20 9 35 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,934
COMMITMENTS
11,855 6,230 249 21,937 21,087 34,041 27,566 9,893 16,368
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -2,519)
-1,950 -335 -84 -415 425 -2,449 6 -70 -2,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 14.2 0.6 49.9 48.0 77.5 62.7 22.5 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 5 2 18 17 32 23
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,669
COMMITMENTS
4,662 937 365 19,105 24,496 24,132 25,798 3,537 1,871
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -26)
-186 200 0 404 -290 218 -90 -244 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 3.4 1.3 69.0 88.5 87.2 93.2 12.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 4 1 20 24 26 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 37,890
COMMITMENTS
13,989 1,920 6 16,937 34,568 30,932 36,494 6,958 1,396
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -428)
214 0 0 -442 22 -228 22 -200 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 5.1 0.0 44.7 91.2 81.6 96.3 18.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 3 1 22 18 37 21
Updated January 3, 2011