MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,159
COMMITMENTS
2,700 2,468 993 18,581 20,248 22,274 23,709 4,885 3,450
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 993)
350 -98 141 40 1,057 531 1,100 462 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 9.1 3.7 68.4 74.6 82.0 87.3 18.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 14 13 25 24 44 43
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 239,432
COMMITMENTS
76,999 30,897 45,092 91,471 124,997 213,562 200,986 25,870 38,446
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 14,153)
7,150 -280 5,455 863 8,176 13,468 13,351 685 802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 12.9 18.8 38.2 52.2 89.2 83.9 10.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
105 60 90 46 70 212 180
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 349,755
COMMITMENTS
153,648 43,224 43,690 122,763 195,419 320,101 282,333 29,654 67,422
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 4,812)
1,212 521 950 1,818 3,645 3,980 5,116 832 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 12.4 12.5 35.1 55.9 91.5 80.7 8.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
155 56 77 79 179 273 283
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,740
COMMITMENTS
3,877 3,618 553 2,350 2,906 6,780 7,077 1,960 1,663
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 199)
-93 -51 151 19 -17 77 83 122 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 41.4 6.3 26.9 33.2 77.6 81.0 22.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
26 29 10 15 25 51 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,612
COMMITMENTS
13,222 7,249 5,543 10,821 6,143 29,586 18,935 5,026 15,677
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -34)
-1,041 -316 731 956 -406 646 9 -680 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 20.9 16.0 31.3 17.7 85.5 54.7 14.5 45.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
36 28 40 40 41 99 92
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,170
COMMITMENTS
2,341 770 602 25,392 34,210 28,335 35,582 7,835 588
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -1,662)
332 750 0 2,883 -2,806 3,215 -2,056 -4,877 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 2.1 1.7 70.2 94.6 78.3 98.4 21.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 1 12 11 16 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 101,524
COMMITMENTS
46,985 17,170 108 17,441 70,177 64,534 87,455 36,990 14,069
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -9,422)
17,928 5,808 -1,670 -27,021 -10,136 -10,763 -5,998 1,341 -3,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 16.9 0.1 17.2 69.1 63.6 86.1 36.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 14 2 16 25 50 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,910
COMMITMENTS
26,272 11,810 0 4,810 30,467 31,082 42,277 18,828 7,633
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 558)
-1,528 -1,754 -2 2,040 2,497 510 741 48 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.6 23.7 0.0 9.6 61.0 62.3 84.7 37.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 8 0 6 15 25 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 78,416
COMMITMENTS
41,410 15,034 50 31,336 61,383 72,796 76,467 5,620 1,949
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 2,522)
5,719 -5,700 32 -4,963 8,036 788 2,368 1,734 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.8 19.2 0.1 40.0 78.3 92.8 97.5 7.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
30 18 1 15 20 46 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 71,318
COMMITMENTS
17,858 26,847 39 30,333 23,643 48,230 50,529 23,088 20,789
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -3,532)
-3,250 -3,388 20 -793 917 -4,023 -2,451 491 -1,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 37.6 0.1 42.5 33.2 67.6 70.9 32.4 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 21 4 17 22 38 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 113,349
COMMITMENTS
39,948 16,848 238 46,822 73,279 87,008 90,365 26,341 22,984
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -21,011)
-21,267 3,275 237 3,000 -20,352 -18,030 -16,840 -2,981 -4,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 14.9 0.2 41.3 64.6 76.8 79.7 23.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
30 25 2 21 24 53 49
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 167,463
COMMITMENTS
52,300 47,203 2,605 63,931 70,956 118,836 120,764 48,627 46,699
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -3,188)
-2,243 -16,984 1,583 -4,055 12,640 -4,715 -2,761 1,527 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 28.2 1.6 38.2 42.4 71.0 72.1 29.0 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
50 40 11 29 39 84 85
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,820
COMMITMENTS
22,636 4,228 0 563 21,198 23,199 25,426 3,621 1,394
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,065)
1,222 -347 0 -302 1,096 920 749 145 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.4 15.8 0.0 2.1 79.0 86.5 94.8 13.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 6 0 2 15 15 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,349,243
COMMITMENTS
1477509 485,842 950,919 4060601 5026120 6489029 6462881 860,214 886,362
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 288,608)
177,041 10,277 138,004 -23,635 161,339 291,410 309,620 -2,802 -21,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 6.6 12.9 55.3 68.4 88.3 87.9 11.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
58 44 71 118 119 218 201
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 779,357
COMMITMENTS
54,164 82,123 15,052 577,320 567,166 646,536 664,340 132,822 115,017
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -324,468)
-11,608 -29,302 -33,929 -234,480 -221,990 -280,016 -285,220 -44,453 -39,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 10.5 1.9 74.1 72.8 83.0 85.2 17.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
81 109 35 200 226 303 349
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 283,265
COMMITMENTS
27,043 21,673 469 183,322 196,496 210,834 218,638 72,431 64,627
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -128,541)
10,169 -36,747 -3,954 -99,766 -77,491 -93,551 -118,192 -34,990 -10,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 7.7 0.2 64.7 69.4 74.4 77.2 25.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
15 16 4 53 63 70 81
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,480,461
COMMITMENTS
193,882 360,525 14,637 1969989 1853350 2178508 2228512 301,953 251,949
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -979,637)
-213,136 -67,026 -45,620 -673,568 -722,493 -932,324 -835,139 -47,313 -144,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 14.5 0.6 79.4 74.7 87.8 89.8 12.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
74 103 26 173 203 263 316
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 104,329
COMMITMENTS
13,321 8,045 477 81,340 91,783 95,138 100,305 9,191 4,024
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -22,980)
766 -122 94 -21,750 -21,789 -20,890 -21,817 -2,090 -1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 7.7 0.5 78.0 88.0 91.2 96.1 8.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 3 2 48 34 62 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,213
COMMITMENTS
16,819 13,606 826 45,206 51,676 62,850 66,108 6,363 3,105
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -52,660)
2,740 -5,828 -2,752 -45,500 -36,980 -45,512 -45,560 -7,147 -7,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 19.7 1.2 65.3 74.7 90.8 95.5 9.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
61 48 10 73 75 139 128
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 346,065
COMMITMENTS
84,096 68,032 4,128 226,028 258,382 314,252 330,542 31,813 15,523
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -126,223)
13,699 -32,004 -872 -142,744 -70,743 -129,917 -103,619 3,694 -22,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 19.7 1.2 65.3 74.7 90.8 95.5 9.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
61 48 10 73 75 139 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 129,713
COMMITMENTS
77,944 13,620 151 21,347 102,218 99,442 115,989 30,271 13,724
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 9,405)
3,868 -3,787 -11 3,508 12,366 7,365 8,568 2,040 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.1 10.5 0.1 16.5 78.8 76.7 89.4 23.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
34 10 2 13 21 48 32
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,668
COMMITMENTS
7,353 4,521 0 15,950 7,051 23,303 11,572 7,365 19,096
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 2,506)
1,498 -113 0 1,546 410 3,044 297 -538 2,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 14.7 0.0 52.0 23.0 76.0 37.7 24.0 62.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 9 0 17 11 29 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 32,751
COMMITMENTS
4,525 3,265 162 20,093 17,932 24,780 21,359 7,971 11,392
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,719)
1,595 722 29 1,537 2,141 3,161 2,892 -1,442 -1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 10.0 0.5 61.4 54.8 75.7 65.2 24.3 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 6 1 17 17 27 23
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,692
COMMITMENTS
4,437 786 300 22,596 27,789 27,333 28,875 3,359 1,817
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -2,129)
239 -15 -735 -1,097 -717 -1,593 -1,467 -536 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 2.6 1.0 73.6 90.5 89.1 94.1 10.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 3 1 17 23 24 27
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 28,387
COMMITMENTS
7,112 0 0 15,894 26,734 23,006 26,734 5,381 1,653
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -465)
231 -204 -4 -178 337 49 129 -514 -594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 0.0 0.0 56.0 94.2 81.0 94.2 19.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 0 0 17 16 30 16
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 09/21/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,341
COMMITMENTS
2,768 5,743 0 9,321 6,796 12,089 12,539 1,252 802
CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -2,490)
-348 968 -1,036 -499 -1,796 -1,883 -1,864 -607 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 43.0 0.0 69.9 50.9 90.6 94.0 9.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 5 0 5 3 13 8
Updated September 24, 2010