BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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: 3,136
COMMITMENTS
228 485 4 2,141 1,830 2,373 2,319 763 816
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 144)
0 9 1 201 148 202 158 -58 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 15.5 0.1 68.3 58.4 75.7 74.0 24.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 14 13 17 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 61,272
COMMITMENTS
7,629 2,942 13,140 31,740 35,243 52,509 51,325 8,763 9,947
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1,036)
-462 462 -572 2,121 1,195 1,086 1,085 -50 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 4.8 21.4 51.8 57.5 85.7 83.8 14.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 11 23 41 44 77 70
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 272,807
COMMITMENTS
74,212 18,179 70,320 98,739 143,817 243,270 232,316 29,536 40,490
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -4,403)
-5,238 -1,845 582 668 -1,157 -3,988 -2,420 -415 -1,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 6.7 25.8 36.2 52.7 89.2 85.2 10.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
115 55 115 63 77 244 205
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 442,408
COMMITMENTS
128,728 25,632 125,526 155,746 209,927 410,000 361,084 32,408 81,323
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 9,581)
-311 -3,679 8,944 -748 2,095 7,885 7,359 1,696 2,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 5.8 28.4 35.2 47.5 92.7 81.6 7.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 474)
164 78 138 112 205 346 366
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 10,588
COMMITMENTS
4,748 1,288 1,091 2,744 6,831 8,584 9,210 2,004 1,378
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -271)
-446 -11 10 105 -280 -332 -280 61 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 12.2 10.3 25.9 64.5 81.1 87.0 18.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
39 10 15 19 35 65 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 56,910
COMMITMENTS
20,297 2,397 13,235 15,359 15,014 48,890 30,645 8,020 26,265
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 1,827)
213 -244 1,016 454 166 1,682 937 145 890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 4.2 23.3 27.0 26.4 85.9 53.8 14.1 46.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
60 31 52 57 86 147 151
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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: 65,480
COMMITMENTS
15,853 0 3,783 45,297 61,598 64,932 65,381 548 100
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 754)
1,358 0 -2 133 719 1,489 717 -735 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 0.0 5.8 69.2 94.1 99.2 99.8 0.8 0.2
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 02/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,837
COMMITMENTS
72,225 4,371 2,592 20,496 121,554 95,314 128,516 52,523 19,320
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -183)
-4,335 -469 85 329 -348 -3,920 -732 3,737 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 3.0 1.8 13.9 82.2 64.5 86.9 35.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
43 10 11 17 29 65 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 47,875
COMMITMENTS
18,668 5,467 1,515 7,953 26,593 28,136 33,574 19,739 14,300
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 3,374)
937 -1,236 923 289 1,288 2,150 976 1,225 2,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 11.4 3.2 16.6 55.5 58.8 70.1 41.2 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 6 6 9 20 25 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 135,110
COMMITMENTS
52,066 16,638 7,091 42,374 88,262 101,530 111,991 33,579 23,119
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -7,880)
-16,530 -765 1,785 9,257 -9,429 -5,487 -8,408 -2,394 528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 12.3 5.2 31.4 65.3 75.1 82.9 24.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
32 25 19 25 31 66 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 137,102
COMMITMENTS
23,595 52,027 6,995 82,640 41,161 113,229 100,183 23,872 36,919
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 7,005)
-1,408 8,102 194 7,759 222 6,545 8,518 460 -1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 37.9 5.1 60.3 30.0 82.6 73.1 17.4 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
20 55 19 35 25 70 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 258,437
COMMITMENTS
75,880 26,294 39,296 80,642 135,352 195,818 200,941 62,620 57,496
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 17,805)
13,844 1,655 1,895 1,817 11,256 17,556 14,806 249 2,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 10.2 15.2 31.2 52.4 75.8 77.8 24.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
52 59 59 48 54 136 136
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 14,406,625
COMMITMENTS
833,705 389,812 4970332 7704520 7917766 13508557 13277910 898,069 1128716
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 197,277)
102,863 -51,903 109,039 -8,569 107,191 203,334 164,328 -6,056 32,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.7 34.5 53.5 55.0 93.8 92.2 6.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
80 54 112 136 149 271 268
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED 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: 1,045,865
COMMITMENTS
82,377 103,635 95,213 732,174 735,636 909,765 934,484 136,100 111,381
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -14,673)
8,553 2,916 -8,521 -18,463 -14,175 -18,432 -19,780 3,758 5,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 9.9 9.1 70.0 70.3 87.0 89.4 13.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593)
128 125 103 247 242 426 420
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 420,290
COMMITMENTS
16,861 46,387 37,651 273,981 287,118 328,494 371,157 91,796 49,134
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -11,624)
-670 3,320 -11,112 -4,442 -6,355 -16,224 -14,146 4,600 2,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 11.0 9.0 65.2 68.3 78.2 88.3 21.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
22 26 29 75 63 112 103
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 3,127,872
COMMITMENTS
491,019 449,677 124,370 2290964 2242588 2906353 2816635 221,519 311,237
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: -15,246)
72,914 24,780 -13,847 -70,105 -39,101 -11,038 -28,168 -4,209 12,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 14.4 4.0 73.2 71.7 92.9 90.0 7.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 542)
117 114 84 220 224 379 380
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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: 100,835
COMMITMENTS
14,154 6,744 4 76,026 90,793 90,184 97,541 10,651 3,294
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 244)
-949 -101 4 -14 160 -959 63 1,203 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 45 42 60 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED 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: 97,847
COMMITMENTS
26,130 9,065 4,887 58,342 77,128 89,358 91,079 8,489 6,768
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 5,255)
4,395 1,743 17 2,845 3,468 7,257 5,228 -2,002 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 9.3 5.0 59.6 78.8 91.3 93.1 8.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
77 40 22 87 81 171 136
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 21,339
COMMITMENTS
3,805 2,534 304 13,342 15,007 17,451 17,845 3,888 3,494
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 2,024)
550 1,307 -258 1,482 520 1,775 1,569 250 455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 11.9 1.4 62.5 70.3 81.8 83.6 18.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 1 13 13 17 16
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 382,543
COMMITMENTS
128,171 49,202 6,368 224,998 310,602 359,537 366,172 23,006 16,371
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 16,153)
20,711 3,668 -113 6,814 14,739 27,412 18,294 -11,259 -2,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 12.9 1.7 58.8 81.2 94.0 95.7 6.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
75 40 20 83 79 164 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 132,596
COMMITMENTS
72,623 6,931 3,839 20,507 104,028 96,968 114,797 35,628 17,799
CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST: 3,288)
1,876 1,072 569 631 -349 3,076 1,292 212 1,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.8 5.2 2.9 15.5 78.5 73.1 86.6 26.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
31 16 13 19 23 56 46
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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