BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,196
COMMITMENTS
51 334 22 2,463 2,029 2,536 2,385 660 811
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 227)
51 132 15 69 -80 135 67 92 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 10.5 0.7 77.1 63.5 79.4 74.6 20.6 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 2 14 14 16 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 61,004
COMMITMENTS
6,933 2,802 13,169 31,659 34,379 51,761 50,350 9,243 10,654
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 5,808)
1,221 -508 1,394 1,522 3,665 4,137 4,552 1,671 1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 4.6 21.6 51.9 56.4 84.8 82.5 15.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
27 6 21 44 42 77 64
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 273,623
COMMITMENTS
69,010 18,080 74,384 99,885 139,353 243,279 231,817 30,344 41,805
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 17,901)
8,501 902 5,124 2,113 10,424 15,737 16,450 2,163 1,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.6 27.2 36.5 50.9 88.9 84.7 11.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
103 63 118 63 79 243 210
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 477,049
COMMITMENTS
134,896 33,538 148,636 160,232 214,208 443,764 396,382 33,285 80,667
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 20,902)
3,560 2,109 6,369 11,735 11,027 21,665 19,505 -763 1,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 7.0 31.2 33.6 44.9 93.0 83.1 7.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 477)
166 84 145 113 203 356 368
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,608
COMMITMENTS
5,290 1,336 953 2,377 6,957 8,620 9,245 1,988 1,363
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -680)
233 15 -727 -149 63 -643 -650 -37 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 12.6 9.0 22.4 65.6 81.3 87.2 18.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
41 11 15 18 34 68 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 57,520
COMMITMENTS
21,058 3,759 14,206 13,398 15,024 48,662 32,989 8,858 24,532
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -2,683)
-1,365 -68 -1,993 698 187 -2,660 -1,875 -23 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 6.5 24.7 23.3 26.1 84.6 57.4 15.4 42.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
62 33 50 57 84 151 145
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 59,095
COMMITMENTS
10,634 0 2,618 44,461 56,417 57,713 59,035 1,382 60
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 111)
551 0 38 -998 816 -409 854 520 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.0 4.4 75.2 95.5 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 2 10 12 17 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,842
COMMITMENTS
54,472 21,738 3,497 20,462 85,259 78,431 110,495 50,411 18,347
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 2,717)
514 -684 495 674 670 1,683 481 1,034 2,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 16.9 2.7 15.9 66.2 60.9 85.8 39.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
40 10 12 17 31 63 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,666
COMMITMENTS
22,465 11,490 1,507 4,080 25,402 28,052 38,398 22,614 12,268
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 6,688)
4,496 666 96 -86 5,536 4,506 6,298 2,182 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 22.7 3.0 8.1 50.1 55.4 75.8 44.6 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 7 7 9 19 29 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 151,734
COMMITMENTS
123,543 20,426 32 20,100 129,964 143,675 150,422 8,059 1,312
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 8,948)
8,564 692 -30 591 8,556 9,125 9,218 -177 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.4 13.5 0.0 13.2 85.7 94.7 99.1 5.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
74 10 1 13 23 88 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 124,413
COMMITMENTS
46,320 27,626 7,401 37,438 64,444 91,160 99,471 33,253 24,942
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 15,655)
9,934 -2,030 1,691 1,162 14,325 12,786 13,986 2,868 1,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 22.2 5.9 30.1 51.8 73.3 80.0 26.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
31 26 20 23 32 65 67
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 128,885
COMMITMENTS
52,960 21,860 5,583 41,178 65,054 99,721 92,497 29,165 36,388
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 1,326)
-2,055 -1,197 550 782 -1,850 -722 -2,496 2,049 3,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 17.0 4.3 31.9 50.5 77.4 71.8 22.6 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
32 40 22 30 30 74 80
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 279,549
COMMITMENTS
80,645 38,603 44,351 85,729 126,642 210,726 209,597 68,823 69,952
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 25,432)
7,513 -9,679 8,158 7,104 24,250 22,776 22,730 2,656 2,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 13.8 15.9 30.7 45.3 75.4 75.0 24.6 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
53 63 64 39 51 132 138
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,450
COMMITMENTS
20,041 9,771 0 3,486 16,667 23,527 26,438 3,923 1,012
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 1,251)
1,534 -109 0 -258 1,488 1,276 1,379 -25 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.0 35.6 0.0 12.7 60.7 85.7 96.3 14.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 10 0 5 10 27 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,446,763
COMMITMENTS
851,653 355,699 4673563 7016782 7471201 12541999 12500464 904,764 946,299
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 628,642)
26,301 71,755 304,151 268,283 258,727 598,736 634,633 29,906 -5,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.6 34.8 52.2 55.6 93.3 93.0 6.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
71 54 113 135 147 267 265
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 984,073
COMMITMENTS
81,185 87,486 78,856 686,219 719,724 846,260 886,066 137,813 98,007
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 43,060)
-646 2,125 23,412 20,136 20,241 42,902 45,779 158 -2,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 8.9 8.0 69.7 73.1 86.0 90.0 14.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 567)
119 124 106 236 232 417 400
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 394,749
COMMITMENTS
19,246 32,398 36,984 253,142 280,487 309,372 349,869 85,377 44,880
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 21,318)
-1,383 7,257 8,803 20,465 5,895 27,886 21,956 -6,568 -638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 8.2 9.4 64.1 71.1 78.4 88.6 21.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
22 31 34 75 66 117 111
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,946,619
COMMITMENTS
381,205 346,947 137,852 2165386 2196185 2684442 2680985 262,177 265,635
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 108,710)
28,607 -737 48,119 -1,649 71,731 75,077 119,113 33,633 -10,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 11.8 4.7 73.5 74.5 91.1 91.0 8.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 515)
108 110 89 210 214 371 360
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 99,041
COMMITMENTS
15,904 7,889 354 72,181 88,256 88,439 96,499 10,603 2,543
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 1,515)
1,333 1,187 -468 508 1,512 1,373 2,231 142 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 8.0 0.4 72.9 89.1 89.3 97.4 10.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
14 6 1 44 44 58 51
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,724
COMMITMENTS
27,904 7,843 4,987 48,112 72,422 81,003 85,251 10,721 6,473
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -3,394)
-1,166 -39 -1,151 -1,586 -3,046 -3,903 -4,237 509 842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 8.6 5.4 52.5 79.0 88.3 92.9 11.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
79 35 16 83 84 169 129
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 16,812
COMMITMENTS
3,872 819 256 8,809 12,524 12,937 13,599 3,875 3,213
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -386)
-1,790 436 0 1,196 -1,551 -594 -1,115 209 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 4.9 1.5 52.4 74.5 76.9 80.9 23.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 1 12 10 16 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 374,560
COMMITMENTS
138,581 53,538 5,235 196,513 299,489 340,330 358,263 34,231 16,298
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -15,043)
-3,920 -9,415 1,285 -13,908 -7,477 -16,544 -15,607 1,500 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 14.3 1.4 52.5 80.0 90.9 95.6 9.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
79 34 13 80 81 163 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 129,328
COMMITMENTS
71,105 11,328 3,550 18,921 98,042 93,576 112,920 35,752 16,407
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 8,526)
11,914 -3,341 952 -8,178 10,213 4,689 7,825 3,837 702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.0 8.8 2.7 14.6 75.8 72.4 87.3 27.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
30 16 14 17 20 53 44
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,398
COMMITMENTS
8,202 11,332 12 21,234 10,405 29,448 21,749 10,950 18,649
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -389)
-195 571 0 1,804 1,334 1,609 1,905 -1,998 -2,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 28.1 0.0 52.6 25.8 72.9 53.8 27.1 46.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 10 1 23 14 40 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,245
COMMITMENTS
13,105 7,663 1,473 34,371 23,788 48,949 32,924 15,296 31,321
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 6,532)
124 151 936 4,590 -749 5,650 338 882 6,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 11.9 2.3 53.5 37.0 76.2 51.2 23.8 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 7 3 20 18 41 27
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 28,493
COMMITMENTS
4,394 740 330 20,047 24,693 24,771 25,763 3,722 2,730
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 354)
-402 209 0 817 -153 415 56 -61 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 2.6 1.2 70.4 86.7 86.9 90.4 13.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 3 1 19 25 26 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 34,150
COMMITMENTS
8,626 3,885 84 18,159 28,237 26,869 32,206 7,281 1,944
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -4,075)
-1,678 129 0 -1,672 -4,564 -3,350 -4,435 -725 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 11.4 0.2 53.2 82.7 78.7 94.3 21.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 5 1 18 20 35 25
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,827
COMMITMENTS
4,114 3,314 5 8,224 10,939 12,343 14,258 2,484 569
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 234)
327 338 -59 -24 -36 244 243 -10 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 22.4 0.0 55.5 73.8 83.2 96.2 16.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 3 1 6 4 18 8
Updated February 4, 2011