MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,741
COMMITMENTS
3,177 6,027 677 22,072 18,320 25,926 25,024 3,815 4,717
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -3,656)
-1,088 -842 -148 -2,349 -3,124 -3,585 -4,114 -71 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 20.3 2.3 74.2 61.6 87.2 84.1 12.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 18 11 31 28 50 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 205,296
COMMITMENTS
51,072 27,930 41,529 91,099 102,270 183,700 171,729 21,596 33,567
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 225)
-1,156 -1,407 2,265 -691 1,279 418 2,137 -193 -1,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 13.6 20.2 44.4 49.8 89.5 83.6 10.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
67 78 91 56 69 189 191
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 330,306
COMMITMENTS
131,392 54,412 47,452 125,242 165,229 304,086 267,093 26,220 63,213
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 5,058)
4,575 7,517 649 221 -2,051 5,445 6,115 -387 -1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 16.5 14.4 37.9 50.0 92.1 80.9 7.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
142 76 99 68 183 275 303
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,783
COMMITMENTS
5,581 1,965 1,426 2,724 6,991 9,731 10,382 2,052 1,401
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 666)
477 -22 131 -8 480 600 589 66 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 16.7 12.1 23.1 59.3 82.6 88.1 17.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
41 16 8 24 35 73 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,136
COMMITMENTS
20,460 6,550 9,421 12,068 10,746 41,949 26,717 7,187 22,419
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,951)
1,020 -428 905 -33 1,179 1,892 1,656 59 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 13.3 19.2 24.6 21.9 85.4 54.4 14.6 45.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
55 35 38 38 67 117 123
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,622
COMMITMENTS
10,347 0 2,580 45,181 55,948 58,108 58,528 514 94
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 0)
317 0 0 -154 265 163 265 -163 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 0.0 4.4 77.1 95.4 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 0 1 11 13 17 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,758
COMMITMENTS
65,421 27,073 55 12,903 78,154 78,379 105,282 42,379 15,476
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 7,535)
7,279 3,718 35 -567 3,085 6,747 6,838 788 697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.2 22.4 0.0 10.7 64.7 64.9 87.2 35.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
47 7 1 14 27 61 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,484
COMMITMENTS
24,487 11,455 9 2,309 28,081 26,805 39,545 20,679 7,939
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,128)
138 1,108 -81 -137 614 -80 1,641 1,208 -513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.6 24.1 0.0 4.9 59.1 56.5 83.3 43.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 10 1 5 18 22 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 118,786
COMMITMENTS
91,372 17,062 0 19,581 100,190 110,953 117,252 7,833 1,534
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -6,446)
-5,292 2,644 0 -1,938 -9,425 -7,230 -6,781 784 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.9 14.4 0.0 16.5 84.3 93.4 98.7 6.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
65 12 0 14 22 79 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 84,270
COMMITMENTS
17,494 31,627 15 49,436 27,719 66,945 59,361 17,325 24,909
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 2,129)
-800 212 0 2,903 1,606 2,103 1,818 26 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 37.5 0.0 58.7 32.9 79.4 70.4 20.6 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
11 24 1 24 23 36 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 128,483
COMMITMENTS
65,924 26,859 302 35,714 74,487 101,940 101,648 26,543 26,835
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 19,140)
15,983 6,559 83 510 15,434 16,576 22,076 2,564 -2,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.3 20.9 0.2 27.8 58.0 79.3 79.1 20.7 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
33 34 7 19 26 57 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 163,239
COMMITMENTS
37,102 61,303 1,185 77,703 52,848 115,990 115,336 47,249 47,903
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 927)
3,269 991 333 -2,322 350 1,280 1,674 -353 -747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 37.6 0.7 47.6 32.4 71.1 70.7 28.9 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
41 53 12 36 40 84 98
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,443
COMMITMENTS
21,162 10,431 0 2,210 15,002 23,372 25,433 3,071 1,010
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,353)
2,592 -24 0 -1,781 1,568 811 1,544 542 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.0 39.4 0.0 8.4 56.7 88.4 96.2 11.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 10 0 7 10 24 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,257,558
COMMITMENTS
731,853 450,777 804,296 4923980 5169965 6460129 6425038 797,429 832,520
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 206,554)
57,040 63,807 45,812 50,412 111,782 153,264 221,401 53,290 -14,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 6.2 11.1 67.8 71.2 89.0 88.5 11.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
57 39 71 110 122 208 202
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 776,403
COMMITMENTS
72,171 76,924 11,836 570,959 603,295 654,966 692,055 121,437 84,348
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 6,649)
3,422 2,762 -1,252 2,905 8,934 5,075 10,444 1,574 -3,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 9.9 1.5 73.5 77.7 84.4 89.1 15.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
100 96 42 205 211 326 328
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 276,458
COMMITMENTS
19,183 19,793 1,149 177,076 217,311 197,408 238,253 79,050 38,205
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 2,646)
-1,007 1,515 -550 2,778 1,476 1,221 2,441 1,425 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 7.2 0.4 64.1 78.6 71.4 86.2 28.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
14 17 7 50 57 67 78
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,499,724
COMMITMENTS
290,361 311,076 28,014 1969414 1929918 2287789 2269008 211,935 230,716
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 20,016)
18,111 2,204 522 637 37,290 19,270 40,016 746 -20,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 12.4 1.1 78.8 77.2 91.5 90.8 8.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 471)
94 90 33 178 190 288 297
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 97,900
COMMITMENTS
13,910 6,946 510 72,385 87,758 86,805 95,214 11,095 2,686
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -867)
224 380 318 -1,456 -1,102 -914 -404 47 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 7.1 0.5 73.9 89.6 88.7 97.3 11.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
14 6 2 41 41 56 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 84,953
COMMITMENTS
25,846 6,071 3,551 45,776 71,796 75,174 81,419 9,779 3,535
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 10,890)
2,794 -739 2,198 4,411 9,037 9,402 10,496 1,488 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 7.1 4.2 53.9 84.5 88.5 95.8 11.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
84 24 6 74 76 160 104
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,202
COMMITMENTS
4,325 0 0 5,536 12,020 9,861 12,020 3,341 1,182
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 3,791)
2,353 -471 0 1,322 4,019 3,675 3,548 116 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 0.0 0.0 41.9 91.0 74.7 91.0 25.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 6 10 10 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 358,757
COMMITMENTS
123,879 46,629 1,484 201,202 298,881 326,565 346,994 32,192 11,763
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 35,496)
13,076 9,534 116 15,444 25,088 28,636 34,738 6,860 758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 13.0 0.4 56.1 83.3 91.0 96.7 9.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
81 25 5 71 75 154 103
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,562
COMMITMENTS
75,056 12,543 118 13,543 96,872 88,717 109,533 32,845 12,029
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,443)
-1,801 2 0 299 -1,341 -1,502 -1,339 -941 -1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.7 10.3 0.1 11.1 79.7 73.0 90.1 27.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
32 12 2 11 20 44 33
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,695
COMMITMENTS
9,988 13,047 2 19,475 7,364 29,465 20,413 10,230 19,282
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,100)
579 705 0 346 357 925 1,062 175 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 32.9 0.0 49.1 18.6 74.2 51.4 25.8 48.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 14 1 20 10 36 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,172
COMMITMENTS
14,940 6,898 420 21,624 23,624 36,984 30,942 11,188 17,230
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 4,238)
3,085 668 171 -313 2,537 2,943 3,376 1,295 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 14.3 0.9 44.9 49.0 76.8 64.2 23.2 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 7 2 16 20 33 28
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,363
COMMITMENTS
4,834 737 340 18,428 24,299 23,602 25,376 3,761 1,987
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -306)
172 -200 -25 -677 -197 -530 -422 224 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 2.7 1.2 67.3 88.8 86.3 92.7 13.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 1 19 24 24 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 38,064
COMMITMENTS
13,257 2,195 6 17,322 34,482 30,585 36,683 7,479 1,381
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 174)
-732 275 0 385 -86 -347 189 521 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 5.8 0.0 45.5 90.6 80.4 96.4 19.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 4 1 19 19 35 23
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,817
COMMITMENTS
4,149 3,469 14 9,093 11,071 13,256 14,554 1,561 263
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 23.4 0.1 61.4 74.7 89.5 98.2 10.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 3 1 5 2 18 5
Updated January 7, 2011