BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,639
COMMITMENTS
0 148 2 2,051 1,720 2,053 1,870 586 769
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 144)
0 20 0 217 171 217 191 -73 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.1 77.7 65.2 77.8 70.9 22.2 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 12 14 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,892
COMMITMENTS
4,793 4,058 8,788 28,270 26,447 41,851 39,293 7,041 9,599
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 3,175)
448 488 802 818 2,023 2,069 3,314 1,106 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.3 18.0 57.8 54.1 85.6 80.4 14.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
22 8 19 38 37 65 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 243,356
COMMITMENTS
61,313 18,432 60,309 95,806 126,342 217,428 205,083 25,928 38,274
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 9,061)
3,728 450 2,420 1,692 6,312 7,839 9,181 1,222 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 7.6 24.8 39.4 51.9 89.3 84.3 10.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
92 71 106 62 77 220 207
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 445,723
COMMITMENTS
137,638 33,831 130,593 144,420 198,784 412,651 363,208 33,073 82,515
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 23,019)
-81 6,492 16,290 7,193 -2,190 23,403 20,592 -384 2,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 7.6 29.3 32.4 44.6 92.6 81.5 7.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 456)
168 74 135 97 191 337 341
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,204
COMMITMENTS
5,195 1,264 1,704 2,464 6,869 9,363 9,837 1,841 1,367
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -201)
-167 -1 119 -171 -210 -219 -93 18 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 11.3 15.2 22.0 61.3 83.6 87.8 16.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
39 10 8 21 38 64 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 59,839
COMMITMENTS
22,302 4,266 16,313 12,781 13,673 51,395 34,251 8,444 25,588
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 3,459)
761 395 1,738 452 780 2,951 2,913 508 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 7.1 27.3 21.4 22.8 85.9 57.2 14.1 42.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
61 35 55 57 77 155 142
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,984
COMMITMENTS
10,083 0 2,580 45,459 55,601 58,122 58,181 862 803
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 20)
-552 0 -68 278 -563 -342 -631 362 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.0 4.4 77.1 94.3 98.5 98.6 1.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 0 1 12 13 18 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,203
COMMITMENTS
67,013 23,749 2,767 17,146 91,848 86,926 118,364 49,277 17,839
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -178)
-3,280 316 469 1,638 449 -1,172 1,234 994 -1,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 17.4 2.0 12.6 67.4 63.8 86.9 36.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
47 12 9 18 29 70 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,418
COMMITMENTS
19,910 12,497 614 2,947 21,311 23,471 34,422 20,948 9,996
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -399)
-749 3,060 42 50 -3,462 -657 -359 259 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 28.1 1.4 6.6 48.0 52.8 77.5 47.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 7 2 8 18 21 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 135,242
COMMITMENTS
108,866 18,664 0 17,841 114,698 126,707 133,362 8,535 1,880
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 7,325)
7,156 526 -89 46 6,366 7,113 6,803 212 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.5 13.8 0.0 13.2 84.8 93.7 98.6 6.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
69 11 0 13 22 82 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 102,190
COMMITMENTS
31,656 28,983 4,564 38,628 45,673 74,848 79,220 27,342 22,970
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 8,052)
10,508 1,671 1,126 -10,875 8,887 759 11,684 7,293 -3,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 28.4 4.5 37.8 44.7 73.2 77.5 26.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
22 26 17 25 33 57 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 121,254
COMMITMENTS
46,852 26,723 4,468 42,824 56,212 94,143 87,403 27,110 33,851
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 3,694)
2,467 6,731 81 -861 -4,448 1,687 2,364 2,007 1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 22.0 3.7 35.3 46.4 77.6 72.1 22.4 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 36 16 29 26 65 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 234,097
COMMITMENTS
65,537 60,082 32,896 77,032 80,392 175,465 173,370 58,632 60,728
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -11,809)
23,335 -24,943 458 -40,900 12,329 -17,107 -12,156 5,299 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 25.7 14.1 32.9 34.3 75.0 74.1 25.0 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
47 61 57 42 50 119 138
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,636
COMMITMENTS
21,224 9,977 0 2,761 16,664 23,985 26,641 3,651 995
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 278)
281 -1,346 0 15 1,508 296 162 -18 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.8 36.1 0.0 10.0 60.3 86.8 96.4 13.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 13 0 6 10 23 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,338,263
COMMITMENTS
779,637 261,793 4224103 6517759 6928421 11521499 11414316 816,764 923,947
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 65,198)
135,538 -30,003 -67,755 20,339 130,855 88,122 33,097 -22,924 32,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.1 34.2 52.8 56.2 93.4 92.5 6.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
79 42 105 128 137 252 249
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 973,354
COMMITMENTS
78,858 87,188 70,932 688,258 711,665 838,049 869,785 135,306 103,569
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 47,274)
-4,614 9,258 8,680 37,966 17,383 42,032 35,321 5,241 11,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 9.0 7.3 70.7 73.1 86.1 89.4 13.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566)
111 129 102 239 224 415 390
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 398,857
COMMITMENTS
22,903 27,002 38,116 248,542 286,906 309,561 352,024 89,296 46,832
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 28,003)
172 4,948 4,483 16,692 15,681 21,348 25,112 6,655 2,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.8 9.6 62.3 71.9 77.6 88.3 22.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
20 30 31 70 64 110 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,872,489
COMMITMENTS
311,856 333,011 132,002 2198583 2123794 2642441 2588806 230,048 283,682
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 96,354)
-21,306 24,175 18,360 106,369 8,507 103,423 51,043 -7,069 45,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 11.6 4.6 76.5 73.9 92.0 90.1 8.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
101 114 87 214 204 370 350
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 95,849
COMMITMENTS
13,322 7,489 770 70,726 84,236 84,818 92,495 11,031 3,354
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -1,700)
-1,770 -279 48 -609 -2,206 -2,331 -2,437 631 737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 7.8 0.8 73.8 87.9 88.5 96.5 11.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
15 7 2 44 43 59 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 90,547
COMMITMENTS
26,562 8,370 4,848 49,376 71,392 80,786 84,610 9,761 5,937
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 5,253)
2,454 650 745 1,282 2,780 4,480 4,175 773 1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 9.2 5.4 54.5 78.8 89.2 93.4 10.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
78 38 17 89 83 173 132
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,773
COMMITMENTS
4,286 0 0 6,063 11,822 10,349 11,822 3,424 1,951
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 605)
735 0 0 13 28 748 28 -143 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 0.0 0.0 44.0 85.8 75.1 85.8 24.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 10 10 13 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 383,871
COMMITMENTS
131,701 62,169 3,921 216,564 297,849 352,187 363,940 31,684 19,931
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 23,242)
13,502 8,158 -1,182 6,343 13,759 18,662 20,734 4,580 2,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 16.2 1.0 56.4 77.6 91.7 94.8 8.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
77 38 16 85 81 167 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,444
COMMITMENTS
63,656 11,142 2,676 20,880 92,919 87,212 106,737 34,231 14,706
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 832)
-1,005 -1,250 384 1,748 358 1,127 -509 -295 1,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 9.2 2.2 17.2 76.5 71.8 87.9 28.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
31 12 10 16 20 51 38
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,039
COMMITMENTS
8,535 14,568 12 21,079 7,975 29,626 22,555 12,413 19,484
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,436)
89 1,572 12 696 -161 797 1,423 1,639 1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 34.7 0.0 50.1 19.0 70.5 53.7 29.5 46.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 13 1 23 10 39 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,536
COMMITMENTS
14,993 7,626 291 25,153 23,161 40,437 31,078 16,099 25,458
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 6,485)
-3,045 451 50 6,064 -2,697 3,069 -2,196 3,416 8,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 13.5 0.5 44.5 41.0 71.5 55.0 28.5 45.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 8 3 20 18 36 28
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,397
COMMITMENTS
4,736 835 340 18,621 23,704 23,697 24,879 3,700 2,518
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 266)
347 103 0 -93 -381 254 -278 12 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 3.0 1.2 68.0 86.5 86.5 90.8 13.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 3 1 18 24 24 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 38,087
COMMITMENTS
10,822 2,893 55 19,388 33,550 30,265 36,498 7,822 1,589
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 108)
168 674 49 -409 -739 -192 -16 300 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 7.6 0.1 50.9 88.1 79.5 95.8 20.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
17 4 1 19 18 37 22
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,069
COMMITMENTS
3,841 3,458 165 9,180 11,709 13,186 15,332 2,883 737
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,252)
-308 -11 151 87 638 -70 778 1,322 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 21.5 1.0 57.1 72.9 82.1 95.4 17.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 3 2 7 5 19 8
Updated January 21, 2011