BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,265
COMMITMENTS
0 202 7 1,772 1,501 1,779 1,710 486 555
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 183)
0 54 5 197 266 202 325 -19 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.9 0.3 78.2 66.3 78.5 75.5 21.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 13 14 14 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,448
COMMITMENTS
4,738 6,576 1,650 25,150 23,762 31,538 31,988 4,910 4,460
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 2,969)
702 127 1,076 1,043 2,176 2,821 3,379 148 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 18.0 4.5 69.0 65.2 86.5 87.8 13.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 13 17 34 35 61 56
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 228,835
COMMITMENTS
59,955 29,518 46,437 95,305 116,537 201,697 192,492 27,138 36,343
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 10,930)
-498 -384 7,358 1,651 1,961 8,511 8,935 2,419 1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 12.9 20.3 41.6 50.9 88.1 84.1 11.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
83 78 99 59 79 213 209
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 358,433
COMMITMENTS
129,099 62,192 60,203 137,248 168,576 326,550 290,971 31,883 67,462
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 13,601)
-1,810 967 10,641 3,915 3,956 12,746 15,564 855 -1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 17.4 16.8 38.3 47.0 91.1 81.2 8.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
146 88 127 88 192 316 348
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,046
COMMITMENTS
5,025 1,375 1,541 2,504 6,808 9,070 9,724 1,976 1,322
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 46)
-159 54 -53 56 5 -156 6 202 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.5 12.4 14.0 22.7 61.6 82.1 88.0 17.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
37 12 10 19 36 62 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,897
COMMITMENTS
22,715 6,936 10,365 12,393 13,683 45,473 30,984 8,424 22,913
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 453)
281 -288 -95 -124 1,201 62 818 391 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 12.9 19.2 23.0 25.4 84.4 57.5 15.6 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
66 35 43 41 79 135 139
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,899
COMMITMENTS
54,075 22,356 408 16,727 81,426 71,210 104,190 46,689 13,709
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -10,286)
-13,539 -1,203 360 2,898 -7,759 -10,281 -8,602 -5 -1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 19.0 0.3 14.2 69.1 60.4 88.4 39.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
42 8 4 15 27 58 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,470
COMMITMENTS
17,675 11,081 18 2,981 18,863 20,674 29,962 19,796 10,508
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -1,369)
-2,036 -1,638 18 612 -1,578 -1,406 -3,198 37 1,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 27.4 0.0 7.4 46.6 51.1 74.0 48.9 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 9 1 7 14 18 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,786
COMMITMENTS
114,979 19,734 62 19,509 121,408 134,550 141,204 8,236 1,582
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 7,544)
6,113 1,070 62 1,668 6,710 7,843 7,842 -299 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.5 13.8 0.0 13.7 85.0 94.2 98.9 5.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
75 9 2 15 22 91 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 96,648
COMMITMENTS
36,028 28,140 124 31,035 46,435 67,187 74,699 29,461 21,949
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 6,018)
4,613 2,519 86 -1,495 2,848 3,204 5,453 2,814 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 29.1 0.1 32.1 48.0 69.5 77.3 30.5 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 21 7 21 27 46 53
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 116,661
COMMITMENTS
54,495 22,277 480 36,405 63,818 91,380 86,575 25,281 30,086
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 6,256)
8,237 -3,452 44 -2,339 10,667 5,942 7,259 314 -1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 19.1 0.4 31.2 54.7 78.3 74.2 21.7 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 34 11 21 29 59 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 199,706
COMMITMENTS
73,488 50,587 1,097 62,983 91,071 137,568 142,755 62,138 56,951
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 10,773)
6,179 -12,613 -537 -2,824 20,050 2,818 6,900 7,955 3,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 25.3 0.5 31.5 45.6 68.9 71.5 31.1 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
48 43 15 38 48 90 102
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,199
COMMITMENTS
18,507 9,880 0 3,744 15,179 22,251 25,059 3,948 1,140
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -1,437)
-2,717 -97 0 983 -1,485 -1,734 -1,582 297 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.6 37.7 0.0 14.3 57.9 84.9 95.6 15.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 11 0 8 8 26 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,933,028
COMMITMENTS
857,934 529,355 963,535 5286524 5546984 7107993 7039874 825,035 893,154
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 261,082)
4,801 25,182 33,572 159,169 176,120 197,542 234,874 63,540 26,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 6.7 12.1 66.6 69.9 89.6 88.7 10.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
56 57 83 116 125 224 222
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 837,948
COMMITMENTS
82,941 82,989 16,004 609,810 649,014 708,755 748,007 129,194 89,942
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 27,266)
6,987 704 2,739 12,386 22,548 22,112 25,991 5,155 1,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 9.9 1.9 72.8 77.5 84.6 89.3 15.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526)
105 103 51 211 216 342 344
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 308,010
COMMITMENTS
19,988 24,018 1,365 200,006 243,672 221,359 269,055 86,651 38,955
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 12,422)
3,729 221 296 3,337 10,882 7,362 11,399 5,060 1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 7.8 0.4 64.9 79.1 71.9 87.4 28.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
17 15 7 56 53 74 74
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,649,692
COMMITMENTS
366,784 346,876 21,174 2049021 2026709 2436979 2394759 212,713 254,933
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 74,221)
38,755 24,882 -10,253 45,246 58,331 73,748 72,960 473 1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 13.1 0.8 77.3 76.5 92.0 90.4 8.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492)
100 99 38 185 196 304 314
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 97,525
COMMITMENTS
14,571 6,702 822 71,672 86,743 87,065 94,267 10,460 3,258
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,678)
1,249 -787 52 948 2,507 2,249 1,772 -571 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 6.9 0.8 73.5 88.9 89.3 96.7 10.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
14 5 1 42 44 56 50
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 93,513
COMMITMENTS
28,500 7,731 5,836 49,101 74,660 83,437 88,226 10,076 5,287
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 4,551)
1,954 -569 1,348 797 4,155 4,099 4,933 452 -382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 8.3 6.2 52.5 79.8 89.2 94.3 10.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
80 38 8 83 79 167 121
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 16,843
COMMITMENTS
5,314 244 256 7,613 14,075 13,183 14,575 3,660 2,268
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 3,080)
1,028 244 256 1,550 2,253 2,834 2,753 246 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 1.4 1.5 45.2 83.6 78.3 86.5 21.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 11 9 14 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 383,350
COMMITMENTS
141,392 62,895 2,438 207,439 302,923 351,269 368,256 32,081 15,094
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 7,354)
9,771 1,073 318 -3,766 9,508 6,323 10,899 1,031 -3,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 16.4 0.6 54.1 79.0 91.6 96.1 8.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
79 38 6 77 77 158 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,570
COMMITMENTS
59,185 13,727 165 23,722 85,857 83,072 99,749 30,498 13,821
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -744)
-4,626 3,424 20 6,290 -4,986 1,684 -1,542 -2,428 798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 12.1 0.1 20.9 75.6 73.1 87.8 26.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
26 14 2 17 18 45 32
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,787
COMMITMENTS
8,397 10,761 12 19,430 9,071 27,839 19,844 12,948 20,943
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -1,252)
-138 -3,807 0 -1,649 1,096 -1,787 -2,711 535 1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 26.4 0.0 47.6 22.2 68.3 48.7 31.7 51.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 10 1 22 10 40 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,713
COMMITMENTS
12,981 7,512 537 29,781 24,537 43,299 32,586 14,414 25,127
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 1,177)
-2,012 -114 246 4,628 1,376 2,862 1,508 -1,685 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 13.0 0.9 51.6 42.5 75.0 56.5 25.0 43.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 8 2 19 18 38 27
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 28,139
COMMITMENTS
4,796 531 330 19,230 24,846 24,356 25,707 3,783 2,432
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 742)
60 -304 -10 609 1,142 659 828 83 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 1.9 1.2 68.3 88.3 86.6 91.4 13.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 2 1 18 24 24 27
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 38,225
COMMITMENTS
10,304 3,756 84 19,831 32,801 30,219 36,641 8,006 1,584
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: 138)
-518 863 29 443 -749 -46 143 184 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 9.8 0.2 51.9 85.8 79.1 95.9 20.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
18 5 1 18 19 37 24
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 01/25/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,593
COMMITMENTS
3,787 2,976 64 8,248 10,975 12,099 14,015 2,494 578
CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST: -1,476)
-54 -482 -101 -932 -734 -1,087 -1,317 -389 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 20.4 0.4 56.5 75.2 82.9 96.0 17.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 2 2 6 4 18 7
Updated January 28, 2011