MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,166
COMMITMENTS
2,350 2,566 852 18,541 19,191 21,743 22,609 4,423 3,557
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,295)
1,072 355 -7 460 1,734 1,525 2,082 -230 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 9.8 3.3 70.9 73.3 83.1 86.4 16.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 15 10 25 24 43 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 225,279
COMMITMENTS
69,849 31,177 39,637 90,608 116,821 200,094 187,635 25,185 37,644
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 4,412)
6,363 2,339 -4,259 -827 4,071 1,277 2,151 3,135 2,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 13.8 17.6 40.2 51.9 88.8 83.3 11.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
103 59 91 42 67 204 181
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 344,943
COMMITMENTS
152,436 42,703 42,740 120,945 191,774 316,121 277,217 28,822 67,726
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -5,152)
136 1,474 -4,111 -3,612 -5,564 -7,587 -8,201 2,435 3,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 12.4 12.4 35.1 55.6 91.6 80.4 8.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
158 61 86 79 185 280 301
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,541
COMMITMENTS
3,970 3,669 402 2,331 2,923 6,703 6,994 1,838 1,547
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 200)
422 -561 123 -433 686 112 248 88 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 43.0 4.7 27.3 34.2 78.5 81.9 21.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
27 26 12 18 26 55 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,646
COMMITMENTS
14,263 7,565 4,812 9,865 6,549 28,940 18,926 5,706 15,720
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -511)
-659 425 1,014 -199 -500 156 939 -667 -1,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 21.8 13.9 28.5 18.9 83.5 54.6 16.5 45.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
44 26 36 35 40 100 88
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,832
COMMITMENTS
2,009 20 602 22,509 37,016 25,120 37,638 12,712 194
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 651)
0 -232 -44 409 905 365 629 286 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 0.1 1.6 59.5 97.8 66.4 99.5 33.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 1 12 12 16 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 110,946
COMMITMENTS
29,057 11,362 1,778 44,462 80,313 75,297 93,453 35,649 17,493
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 3,568)
1,323 -15,920 1,431 473 18,177 3,227 3,688 341 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 10.2 1.6 40.1 72.4 67.9 84.2 32.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 15 5 23 26 52 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,352
COMMITMENTS
27,800 13,564 2 2,770 27,970 30,572 41,536 18,780 7,816
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -25,361)
2,336 4,727 -1 -26,219 -28,466 -23,884 -23,740 -1,477 -1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.3 27.5 0.0 5.6 56.7 61.9 84.2 38.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
22 8 1 3 15 25 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 75,894
COMMITMENTS
35,691 20,734 18 36,299 53,347 72,008 74,099 3,886 1,795
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -26,967)
-2,546 -3,439 -1,269 -24,321 -21,761 -28,136 -26,469 1,169 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 27.3 0.0 47.8 70.3 94.9 97.6 5.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
24 25 1 15 18 40 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 74,850
COMMITMENTS
21,108 30,235 19 31,126 22,726 52,253 52,980 22,597 21,870
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -70,862)
-255 -7,196 -1,735 -65,665 -50,017 -67,655 -58,948 -3,207 -11,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 40.4 0.0 41.6 30.4 69.8 70.8 30.2 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 21 2 15 21 38 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 134,360
COMMITMENTS
61,215 13,573 1 43,822 93,631 105,038 107,205 29,322 27,155
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -16,153)
-4,225 316 -817 -12,373 -12,054 -17,415 -12,555 1,262 -3,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 10.1 0.0 32.6 69.7 78.2 79.8 21.8 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
36 22 1 20 27 57 49
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 170,651
COMMITMENTS
54,543 64,187 1,022 67,986 58,316 123,551 123,525 47,100 47,126
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -87,137)
1,387 -12,668 -1,531 -80,329 -60,412 -80,473 -74,611 -6,664 -12,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 37.6 0.6 39.8 34.2 72.4 72.4 27.6 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
55 42 12 29 39 86 91
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,755
COMMITMENTS
21,414 4,575 0 865 20,102 22,279 24,677 3,476 1,078
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -2,167)
6,766 -696 -663 -9,011 -689 -2,908 -2,048 741 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.1 17.8 0.0 3.4 78.1 86.5 95.8 13.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 5 0 2 9 15 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,060,635
COMMITMENTS
1300468 475,565 812,915 4084236 4864781 6197619 6153261 863,016 907,374
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -872,623)
-170,915 -245,023 -102,095 -587,399 -537,715 -860,409 -884,833 -12,214 12,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 6.7 11.5 57.8 68.9 87.8 87.1 12.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
51 42 72 121 123 215 206
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,103,826
COMMITMENTS
65,772 111,424 48,980 811,799 789,156 926,551 949,560 177,274 154,265
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 160,053)
4,774 2,463 634 102,270 104,035 107,679 107,132 52,374 52,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 10.1 4.4 73.5 71.5 83.9 86.0 16.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
96 111 63 243 245 375 383
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 411,806
COMMITMENTS
16,874 58,420 4,423 283,088 273,987 304,385 336,830 107,421 74,976
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 73,223)
-3,083 -8,573 3,522 55,466 55,997 55,905 50,946 17,318 22,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 14.2 1.1 68.7 66.5 73.9 81.8 26.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
18 18 14 76 69 103 92
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,460,098
COMMITMENTS
407,018 427,551 60,257 2643557 2575843 3110832 3063651 349,266 396,447
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 434,149)
-11,678 4,214 36,527 234,019 240,189 258,868 280,930 175,281 153,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 12.4 1.7 76.4 74.4 89.9 88.5 10.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 497)
89 104 50 210 225 327 351
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 127,309
COMMITMENTS
12,555 8,167 383 103,090 113,572 116,028 122,122 11,281 5,187
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 39,990)
2,465 82 -250 38,790 40,730 41,005 40,562 -1,015 -572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 6.4 0.3 81.0 89.2 91.1 95.9 8.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
9 5 3 58 39 70 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 121,873
COMMITMENTS
14,079 19,434 3,578 90,705 88,656 108,363 111,668 13,510 10,204
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 27,020)
5,879 -1,636 1,770 15,342 23,999 22,991 24,133 4,029 2,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 15.9 2.9 74.4 72.7 88.9 91.6 11.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
55 43 16 90 90 156 138
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,415
COMMITMENTS
2,578 2,005 0 16,951 22,831 19,529 24,836 7,886 2,579
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 2,475)
2,578 -1,230 0 -1,784 2,374 794 1,144 1,681 1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 7.3 0.0 61.8 83.3 71.2 90.6 28.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 11 17 13 18
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 472,288
COMMITMENTS
70,397 100,036 5,000 368,772 329,125 444,169 434,161 28,119 38,127
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 122,727)
23,673 5,140 1,681 85,631 108,126 110,985 114,947 11,742 7,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 21.2 1.1 78.1 69.7 94.0 91.9 6.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
55 43 14 87 86 151 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,308
COMMITMENTS
74,076 17,407 162 17,839 89,852 92,077 107,421 28,231 12,887
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -8,038)
4,376 4,673 -2,627 -12,195 -9,800 -10,446 -7,754 2,408 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.6 14.5 0.1 14.8 74.7 76.5 89.3 23.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
30 15 3 9 19 41 35
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,162
COMMITMENTS
5,855 4,634 0 14,404 6,641 20,259 11,275 7,903 16,887
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -16,773)
-1,082 -1,259 -4,836 -3,306 -5,175 -9,224 -11,270 -7,549 -5,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 16.5 0.0 51.1 23.6 71.9 40.0 28.1 60.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 9 0 17 10 27 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,032
COMMITMENTS
2,930 2,543 133 18,556 15,791 21,619 18,467 9,413 12,565
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -26,899)
-2,631 -1,425 -1,040 -21,470 -16,741 -25,141 -19,206 -1,758 -7,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 8.2 0.4 59.8 50.9 69.7 59.5 30.3 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 7 1 15 18 24 25
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 32,821
COMMITMENTS
4,198 801 1,035 23,693 28,506 28,926 30,342 3,895 2,479
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 848)
-1,397 -980 735 887 993 225 748 623 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 2.4 3.2 72.2 86.9 88.1 92.4 11.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 3 3 19 23 26 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 28,852
COMMITMENTS
6,881 204 4 16,072 26,397 22,957 26,605 5,895 2,247
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 2,383)
1,045 0 4 838 2,039 1,887 2,043 496 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 0.7 0.0 55.7 91.5 79.6 92.2 20.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 1 1 22 19 36 21
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,831
COMMITMENTS
3,116 4,775 1,036 9,820 8,592 13,972 14,403 1,859 1,428
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,898)
-115 -53 1,036 -94 268 827 1,251 1,071 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 30.2 6.5 62.0 54.3 88.3 91.0 11.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 4 3 7 3 18 8
Updated September 17, 2010