BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,991
COMMITMENTS
228 476 3 1,940 1,682 2,171 2,161 820 830
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 176)
8 103 -5 63 75 66 173 110 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 15.9 0.1 64.9 56.2 72.6 72.3 27.4 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 1 12 12 15 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 60,235
COMMITMENTS
8,092 2,481 13,712 29,619 34,048 51,423 50,240 8,813 9,995
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 3,305)
623 -22 1,175 1,703 2,335 3,500 3,488 -195 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 4.1 22.8 49.2 56.5 85.4 83.4 14.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
32 10 26 41 44 82 72
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 277,210
COMMITMENTS
79,450 20,024 69,737 98,071 144,974 247,258 234,736 29,952 42,474
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -2,845)
7,174 1,002 -5,906 -3,460 -255 -2,192 -5,159 -654 2,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 7.2 25.2 35.4 52.3 89.2 84.7 10.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
115 60 120 64 75 251 206
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 432,827
COMMITMENTS
129,039 29,311 116,582 156,494 207,832 402,115 353,725 30,712 79,102
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 6,051)
4,228 386 3,156 81 1,815 7,465 5,356 -1,414 694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 6.8 26.9 36.2 48.0 92.9 81.7 7.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463)
150 85 129 116 207 337 359
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,858
COMMITMENTS
5,195 1,299 1,081 2,639 7,110 8,916 9,490 1,943 1,368
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 416)
72 -59 296 75 265 444 503 -28 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 12.0 10.0 24.3 65.5 82.1 87.4 17.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
42 11 16 19 35 70 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,083
COMMITMENTS
20,084 2,641 12,219 14,905 14,848 47,208 29,708 7,875 25,375
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -320)
220 -609 -302 -116 -113 -199 -1,024 -121 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 4.8 22.2 27.1 27.0 85.7 53.9 14.3 46.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
53 34 50 56 84 143 144
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 64,726
COMMITMENTS
14,495 0 3,785 45,164 60,879 63,443 64,663 1,283 63
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,082)
999 0 -1 380 2,152 1,378 2,151 704 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 0.0 5.8 69.8 94.1 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 0 2 11 12 19 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 148,020
COMMITMENTS
76,560 4,840 2,507 20,167 121,901 99,234 129,248 48,786 18,772
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -696)
3,881 -28,168 -363 162 25,172 3,680 -3,359 -4,376 2,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 3.3 1.7 13.6 82.4 67.0 87.3 33.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
44 11 10 17 30 66 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,500
COMMITMENTS
17,731 6,702 591 7,664 25,305 25,986 32,599 18,514 11,902
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -5,503)
-5,182 -7,514 47 5,209 857 73 -6,610 -5,577 1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 15.1 1.3 17.2 56.9 58.4 73.3 41.6 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 6 2 10 19 21 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 149,874
COMMITMENTS
116,892 7,796 693 24,857 139,470 142,442 147,959 7,432 1,915
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -1,997)
-5,723 -11,007 442 3,890 8,188 -1,391 -2,377 -606 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.0 5.2 0.5 16.6 93.1 95.0 98.7 5.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
74 14 2 14 21 90 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 142,990
COMMITMENTS
68,595 17,403 5,306 33,116 97,690 107,017 120,399 35,973 22,591
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 22,445)
19,640 -7,833 155 -978 29,993 18,817 22,316 3,629 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 12.2 3.7 23.2 68.3 74.8 84.2 25.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
31 25 17 21 34 63 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 130,097
COMMITMENTS
25,003 43,925 6,801 74,880 40,939 106,684 91,665 23,413 38,432
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,856)
-31,972 23,338 2,401 37,038 -25,065 7,467 674 -4,611 2,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 33.8 5.2 57.6 31.5 82.0 70.5 18.0 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
25 49 20 36 28 75 83
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 240,633
COMMITMENTS
62,036 24,639 37,401 78,825 124,096 178,262 186,135 62,371 54,497
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -5,687)
-10,617 -9,023 3,643 3,429 -9 -3,544 -5,389 -2,142 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 10.2 15.5 32.8 51.6 74.1 77.4 25.9 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
53 51 58 48 54 133 131
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,735
COMMITMENTS
18,018 8,208 0 6,570 18,389 24,588 26,597 3,147 1,138
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -162)
-2,786 -1,739 0 3,102 1,395 316 -344 -478 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.0 29.6 0.0 23.7 66.3 88.7 95.9 11.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 11 0 8 10 30 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,209,348
COMMITMENTS
730,842 441,715 4861292 7713089 7810575 13305223 13113582 904,125 1095766
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -68,039)
5,550 -3,885 -224,376 100,820 75,329 -118,006 -152,932 49,968 84,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.1 34.2 54.3 55.0 93.6 92.3 6.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
80 51 113 139 153 273 271
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,060,538
COMMITMENTS
73,824 100,718 103,735 750,638 749,811 928,196 954,264 132,342 106,274
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 26,664)
-426 -129 7,475 18,456 17,577 25,505 24,922 1,158 1,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 9.5 9.8 70.8 70.7 87.5 90.0 12.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593)
120 137 114 248 234 438 416
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 431,914
COMMITMENTS
17,531 43,067 48,763 278,424 293,473 344,718 385,303 87,196 46,611
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 9,544)
-4,338 2,288 3,156 8,714 4,892 7,531 10,336 2,013 -792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 10.0 11.3 64.5 67.9 79.8 89.2 20.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
23 34 39 80 69 127 118
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,143,119
COMMITMENTS
418,104 424,897 138,217 2361070 2281689 2917391 2844803 225,728 298,315
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 85,597)
36,445 4,794 4,712 48,714 63,426 89,871 72,931 -4,274 12,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 13.5 4.4 75.1 72.6 92.8 90.5 7.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535)
112 118 91 218 214 383 370
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,591
COMMITMENTS
15,103 6,845 0 76,040 90,633 91,143 97,478 9,448 3,113
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,929)
656 -475 -37 2,301 2,369 2,920 1,857 -991 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 6.8 0.0 75.6 90.1 90.6 96.9 9.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
13 6 0 47 44 60 50
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 92,592
COMMITMENTS
21,735 7,322 4,870 55,497 73,660 82,101 85,852 10,491 6,741
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 3,072)
383 -1,586 -205 3,263 5,111 3,441 3,319 -368 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 7.9 5.3 59.9 79.6 88.7 92.7 11.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
76 34 18 86 81 166 129
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,314
COMMITMENTS
3,254 1,227 562 11,860 14,487 15,676 16,276 3,638 3,038
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 1,944)
-689 163 301 2,285 1,532 1,897 1,995 47 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 6.4 2.9 61.4 75.0 81.2 84.3 18.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 4 2 12 12 17 16
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 366,390
COMMITMENTS
107,460 45,534 6,481 218,184 295,863 332,124 347,877 34,265 18,512
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 5,643)
2,548 -11,554 280 4,890 17,894 7,718 6,620 -2,075 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 12.4 1.8 59.5 80.8 90.6 94.9 9.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
75 34 15 83 78 161 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 129,308
COMMITMENTS
70,746 5,859 3,270 19,876 104,376 93,892 113,505 35,415 15,802
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -12,621)
-14,895 -7,650 136 1,885 -4,645 -12,874 -12,159 252 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 4.5 2.5 15.4 80.7 72.6 87.8 27.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
33 12 12 20 24 57 44
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,292
COMMITMENTS
8,917 15,311 12 27,163 9,315 36,092 24,638 12,200 23,654
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,897)
569 2,661 0 1,540 -603 2,109 2,058 788 839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 31.7 0.0 56.2 19.3 74.7 51.0 25.3 49.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
15 13 1 23 12 38 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,421
COMMITMENTS
15,755 4,773 1,335 35,178 31,926 52,268 38,034 12,153 26,387
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 2,878)
2,221 -3,187 -114 1,093 6,589 3,200 3,288 -322 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 7.4 2.1 54.6 49.6 81.1 59.0 18.9 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 7 3 21 21 41 29
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,302
COMMITMENTS
4,622 1,908 310 21,785 25,766 26,717 27,984 3,585 2,318
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 874)
363 110 0 673 971 1,036 1,081 -162 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 6.3 1.0 71.9 85.0 88.2 92.4 11.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 5 1 20 24 27 30
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 33,720
COMMITMENTS
8,473 1,659 84 18,601 29,517 27,158 31,260 6,562 2,460
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: -873)
-731 -1,306 0 -162 864 -893 -442 20 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 4.9 0.2 55.2 87.5 80.5 92.7 19.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 3 1 17 21 31 24
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,315
COMMITMENTS
4,216 3,145 134 7,991 11,077 12,341 14,356 2,974 959
CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST: 138)
110 -69 15 -93 67 32 13 106 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 20.5 0.9 52.2 72.3 80.6 93.7 19.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 3 1 5 3 16 7
Updated February 18, 2011