BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,470
COMMITMENTS
228 485 4 1,572 1,262 1,804 1,751 666 719
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 135)
0 9 1 191 141 192 151 -57 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 19.6 0.2 63.6 51.1 73.0 70.9 27.0 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 13 13 16 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,838
COMMITMENTS
7,347 5,879 1,176 25,246 28,167 33,769 35,222 6,069 4,616
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1,276)
-111 444 -447 1,692 1,475 1,134 1,472 142 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 14.8 3.0 63.4 70.7 84.8 88.4 15.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
22 13 15 32 34 62 55
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,999
COMMITMENTS
74,267 31,319 46,742 95,806 130,583 216,815 208,644 28,184 36,355
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 3,370)
59 1,253 2,728 767 908 3,554 4,889 -184 -1,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 12.8 19.1 39.1 53.3 88.5 85.2 11.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
107 58 107 58 76 231 202
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 359,080
COMMITMENTS
129,025 56,462 54,344 145,333 177,991 328,702 288,797 30,378 70,283
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 5,382)
1,792 471 2,156 -189 697 3,759 3,324 1,623 2,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 15.7 15.1 40.5 49.6 91.5 80.4 8.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
139 93 115 85 193 297 346
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,361
COMMITMENTS
4,738 1,371 940 2,713 6,739 8,391 9,050 1,970 1,311
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -246)
-461 -26 43 112 -266 -306 -249 60 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 13.2 9.1 26.2 65.0 81.0 87.3 19.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
37 11 10 18 34 62 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 51,176
COMMITMENTS
20,305 5,288 8,301 15,044 13,880 43,650 27,469 7,526 23,707
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1,460)
201 -67 682 460 173 1,343 788 117 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 10.3 16.2 29.4 27.1 85.3 53.7 14.7 46.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
56 34 43 40 83 121 147
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 65,444
COMMITMENTS
15,844 0 3,755 45,297 61,598 64,896 65,353 548 91
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 758)
1,360 0 0 133 730 1,493 730 -735 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 0.0 5.7 69.2 94.1 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 0 1 11 12 19 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,610
COMMITMENTS
72,774 4,426 126 17,913 119,042 90,813 123,594 49,797 17,016
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -212)
-4,244 -502 -5 355 -342 -3,894 -849 3,682 637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.8 3.1 0.1 12.7 84.7 64.6 87.9 35.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
44 7 4 14 29 60 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,931
COMMITMENTS
18,326 6,035 66 6,826 25,229 25,218 31,330 18,713 12,601
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1,997)
859 -914 66 -378 966 547 118 1,450 1,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 13.7 0.2 15.5 57.4 57.4 71.3 42.6 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 8 1 8 17 20 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 149,855
COMMITMENTS
118,448 4,172 749 22,418 142,477 141,615 147,398 8,240 2,457
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -19)
1,556 -3,624 56 -2,439 3,007 -827 -561 808 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.0 2.8 0.5 15.0 95.1 94.5 98.4 5.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
74 11 3 15 22 91 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 123,774
COMMITMENTS
53,097 17,088 208 37,732 84,835 91,037 102,131 32,737 21,643
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -8,989)
-15,788 775 21 9,155 -10,177 -6,612 -9,381 -2,377 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 13.8 0.2 30.5 68.5 73.6 82.5 26.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 21 8 20 30 52 58
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 124,016
COMMITMENTS
23,457 51,203 713 78,336 37,856 102,506 89,772 21,510 34,244
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 7,213)
-932 8,266 225 7,266 298 6,559 8,789 654 -1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 41.3 0.6 63.2 30.5 82.7 72.4 17.3 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
20 43 6 29 22 54 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 207,869
COMMITMENTS
77,454 31,856 3,730 68,789 122,623 149,973 158,209 57,896 49,660
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 14,565)
14,059 925 374 -479 11,042 13,954 12,341 611 2,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 15.3 1.8 33.1 59.0 72.1 76.1 27.9 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
50 45 25 45 49 109 106
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,830
COMMITMENTS
15,975 7,874 142 8,466 18,270 24,583 26,286 3,247 1,544
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 95)
-2,043 -334 142 1,896 -119 -5 -311 100 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.4 28.3 0.5 30.4 65.6 88.3 94.5 11.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 11 1 12 11 27 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,970,365
COMMITMENTS
860,234 629,874 1277671 5995964 6011506 8133869 7919051 836,496 1051314
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 83,464)
120,782 2,734 -42,204 8 81,229 78,586 41,759 4,878 41,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 7.0 14.2 66.8 67.0 90.7 88.3 9.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
63 51 90 121 133 238 234
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 917,177
COMMITMENTS
83,311 101,338 44,042 665,257 673,753 792,609 819,132 124,567 98,045
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 23,730)
4,781 6,724 7,516 7,337 2,344 19,634 16,584 4,096 7,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 11.0 4.8 72.5 73.5 86.4 89.3 13.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566)
117 108 60 233 227 381 367
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 337,177
COMMITMENTS
15,632 44,892 4,004 233,447 247,876 253,083 296,772 84,094 40,405
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 11,151)
-500 5,644 -955 8,098 3,978 6,643 8,667 4,508 2,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 13.3 1.2 69.2 73.5 75.1 88.0 24.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
16 20 7 64 53 82 78
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,899,999
COMMITMENTS
504,311 448,145 34,273 2159048 2129383 2697632 2611801 202,367 288,198
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 62,896)
60,479 39,472 8,282 -3,804 -8,169 64,957 39,585 -2,061 23,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 15.5 1.2 74.4 73.4 93.0 90.1 7.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 528)
114 102 45 199 210 336 335
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,827
COMMITMENTS
14,154 6,744 4 76,025 90,786 90,183 97,534 10,644 3,293
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 239)
-949 -101 4 -14 155 -959 58 1,198 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 6.7 0.0 75.4 90.0 89.4 96.7 10.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
14 5 1 44 42 59 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 94,932
COMMITMENTS
25,722 9,176 3,525 57,635 76,061 86,882 88,762 8,050 6,170
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 5,679)
4,743 1,957 -350 3,447 4,037 7,840 5,644 -2,161 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 9.7 3.7 60.7 80.1 91.5 93.5 8.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
76 38 13 84 77 162 126
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,267
COMMITMENTS
3,314 2,300 3 13,342 14,936 16,659 17,239 3,608 3,028
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1,890)
817 1,687 -553 1,482 449 1,746 1,583 144 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 11.3 0.0 65.8 73.7 82.2 85.1 17.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 1 13 13 16 16
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 373,325
COMMITMENTS
127,638 49,976 2,014 221,465 305,627 351,117 357,617 22,208 15,708
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 18,947)
22,008 3,726 -1,362 9,825 17,940 30,471 20,304 -11,524 -1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 13.4 0.5 59.3 81.9 94.1 95.8 5.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
74 39 10 79 75 155 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,341
COMMITMENTS
72,726 6,662 842 17,645 101,838 91,213 109,342 34,128 15,999
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 2,868)
1,879 1,329 157 551 -530 2,587 956 281 1,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.0 5.3 0.7 14.1 81.2 72.8 87.2 27.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
30 13 5 15 22 48 37
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 47,884
COMMITMENTS
9,312 15,534 192 26,734 10,482 36,238 26,208 11,646 21,676
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -408)
395 223 180 -429 1,167 146 1,570 -554 -1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 32.4 0.4 55.8 21.9 75.7 54.7 24.3 45.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 13 2 23 15 41 30
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,659
COMMITMENTS
16,132 2,749 1,605 35,213 34,207 52,950 38,561 9,709 24,098
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -1,762)
377 -2,024 270 35 2,281 682 527 -2,444 -2,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 4.4 2.6 56.2 54.6 84.5 61.5 15.5 38.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
19 4 4 20 21 41 27
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,274
COMMITMENTS
4,318 2,746 300 22,743 25,694 27,361 28,740 3,913 2,534
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 972)
-304 838 -10 958 -72 644 756 328 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 8.8 1.0 72.7 82.2 87.5 91.9 12.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 5 1 21 23 26 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 35,145
COMMITMENTS
9,422 2,573 84 19,715 29,916 29,221 32,573 5,924 2,572
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1,425)
949 914 0 1,114 399 2,063 1,313 -638 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 7.3 0.2 56.1 85.1 83.1 92.7 16.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 6 1 19 23 36 29
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,283
COMMITMENTS
3,828 3,107 0 7,967 10,893 11,795 14,000 2,488 283
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -1,032)
-388 -38 -134 -24 -184 -546 -356 -486 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 21.8 0.0 55.8 76.3 82.6 98.0 17.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 4 0 6 3 15 7
Updated February 25, 2011