MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,570
COMMITMENTS
3,289 1,646 985 15,790 18,735 20,064 21,366 4,506 3,204
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,141)
986 33 26 31 961 1,043 1,020 98 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 6.7 4.0 64.3 76.3 81.7 87.0 18.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 10 12 23 24 48 39
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 214,639
COMMITMENTS
65,084 27,721 42,340 84,995 109,031 192,419 179,092 22,220 35,547
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -7,206)
-2,602 -961 -465 -3,354 -4,468 -6,421 -5,894 -785 -1,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 12.9 19.7 39.6 50.8 89.6 83.4 10.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
83 79 93 42 62 187 185
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 318,427
COMMITMENTS
138,118 37,300 33,886 120,260 186,622 292,264 257,808 26,163 60,619
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -4,548)
-3,816 2,815 336 -2,161 -4,361 -5,641 -1,210 1,093 -3,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 11.7 10.6 37.8 58.6 91.8 81.0 8.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
140 59 84 80 187 258 305
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,056
COMMITMENTS
3,954 3,347 772 3,019 4,094 7,745 8,213 2,311 1,843
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 562)
132 321 -248 321 328 205 401 357 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 33.3 7.7 30.0 40.7 77.0 81.7 23.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
30 26 14 18 27 60 59
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,050
COMMITMENTS
10,499 9,043 2,717 10,068 4,322 23,284 16,082 5,766 12,968
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -1,222)
-1,462 1,823 -119 -47 -1,332 -1,628 372 406 -1,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 31.1 9.4 34.7 14.9 80.2 55.4 19.8 44.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
27 42 27 33 34 76 88
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,446
COMMITMENTS
6,446 16 606 23,923 38,730 30,975 39,352 8,471 94
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,918)
1,472 -4 4 -244 1,968 1,232 1,968 686 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 0.0 1.5 60.6 98.2 78.5 99.8 21.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 11 13 16 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,851
COMMITMENTS
63,283 19,497 101 19,986 89,438 83,370 109,036 40,481 14,815
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 3,806)
374 -734 -1 3,143 3,946 3,516 3,211 290 595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.1 15.7 0.1 16.1 72.2 67.3 88.0 32.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
44 8 3 21 23 67 32
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,722
COMMITMENTS
31,504 11,557 2 6,229 36,081 37,735 47,640 19,987 10,082
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,086)
-189 2,463 -3 950 -2,367 758 93 328 993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 20.0 0.0 10.8 62.5 65.4 82.5 34.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
23 6 1 9 18 32 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 141,728
COMMITMENTS
108,857 22,639 0 26,074 117,689 134,931 140,328 6,797 1,400
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 2,153)
2,688 2,234 0 -819 219 1,869 2,453 284 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.8 16.0 0.0 18.4 83.0 95.2 99.0 4.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
58 16 0 15 26 73 42
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 92,868
COMMITMENTS
39,870 31,804 199 26,610 40,769 66,679 72,772 26,189 20,096
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 6,332)
2,806 4,143 198 2,852 787 5,856 5,128 476 1,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 34.2 0.2 28.7 43.9 71.8 78.4 28.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
28 22 6 20 21 51 46
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 146,581
COMMITMENTS
66,463 18,178 157 48,326 98,217 114,946 116,552 31,635 30,029
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 4,093)
-403 518 -227 3,720 1,800 3,090 2,091 1,003 2,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 12.4 0.1 33.0 67.0 78.4 79.5 21.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
43 23 3 20 30 65 54
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 197,836
COMMITMENTS
68,718 27,207 2,883 73,180 122,239 144,781 152,329 53,055 45,507
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 430)
-4,261 2,471 798 6,816 -114 3,353 3,155 -2,923 -2,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 13.8 1.5 37.0 61.8 73.2 77.0 26.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
61 30 14 32 40 96 82
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,437
COMMITMENTS
21,276 4,703 0 1,213 20,607 22,489 25,310 3,948 1,127
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 395)
-63 -302 0 332 1,156 269 854 126 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.5 17.8 0.0 4.6 77.9 85.1 95.7 14.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 7 0 5 13 18 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,781,612
COMMITMENTS
1650967 549,458 977,142 4206322 5344831 6834431 6871431 947,181 910,181
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 11,705)
-15,203 58,868 -30,520 31,056 -9,849 -14,667 18,499 26,372 -6,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 7.1 12.6 54.1 68.7 87.8 88.3 12.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
64 43 77 121 131 225 218
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 843,960
COMMITMENTS
68,702 77,112 35,458 601,535 625,599 705,694 738,168 138,266 105,792
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 14,109)
-4,996 223 1,319 16,971 12,183 13,294 13,725 815 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 9.1 4.2 71.3 74.1 83.6 87.5 16.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
103 105 39 206 209 331 332
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 306,550
COMMITMENTS
44,385 20,865 707 188,607 224,979 233,699 246,551 72,851 59,999
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 5,495)
1,246 67 -3 2,798 5,768 4,041 5,832 1,454 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 6.8 0.2 61.5 73.4 76.2 80.4 23.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
20 20 6 54 63 77 86
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,687,051
COMMITMENTS
273,851 433,501 21,487 2064639 2003098 2359977 2458086 327,074 228,965
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 43,072)
-17,107 14,884 -7,493 70,867 32,074 46,267 39,465 -3,195 3,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 16.1 0.8 76.8 74.5 87.8 91.5 12.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476)
97 96 23 179 184 289 290
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 106,520
COMMITMENTS
18,181 7,101 141 77,302 95,024 95,624 102,266 10,896 4,254
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -2,398)
-1,776 176 32 -794 -3,110 -2,538 -2,902 140 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 6.7 0.1 72.6 89.2 89.8 96.0 10.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 3 2 42 34 57 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 108,848
COMMITMENTS
28,709 9,644 8,459 61,268 84,471 98,435 102,573 10,412 6,275
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -2,595)
-7,381 -983 378 5,457 -2,102 -1,547 -2,708 -1,048 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 8.9 7.8 56.3 77.6 90.4 94.2 9.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
66 40 15 82 79 155 127
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,244
COMMITMENTS
6,974 0 0 10,083 16,737 17,057 16,737 3,187 3,507
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 777)
-272 0 0 1,023 891 751 891 26 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 0.0 0.0 49.8 82.7 84.3 82.7 15.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 0 0 7 15 10 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 443,019
COMMITMENTS
143,545 83,090 7,423 255,924 338,668 406,892 429,181 36,127 13,838
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -16,859)
-36,600 -5,968 2,941 22,170 -14,967 -11,489 -17,994 -5,370 1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 18.8 1.7 57.8 76.4 91.8 96.9 8.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
66 40 12 76 73 146 121
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 138,537
COMMITMENTS
79,697 12,006 152 26,478 112,594 106,327 124,752 32,210 13,785
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -910)
-2,174 -829 -4 1,509 -448 -669 -1,281 -241 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.5 8.7 0.1 19.1 81.3 76.7 90.0 23.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
35 13 2 11 22 47 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,118
COMMITMENTS
7,569 6,150 4 16,150 7,139 23,723 13,293 10,395 20,825
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,729)
1,381 2,061 0 -374 486 1,007 2,547 722 -818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 18.0 0.0 47.3 20.9 69.5 39.0 30.5 61.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
15 10 1 19 10 34 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,800
COMMITMENTS
6,201 8,738 405 21,604 19,791 28,210 28,934 8,590 7,866
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -3,995)
455 7 37 -2,635 -906 -2,143 -862 -1,852 -3,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 23.7 1.1 58.7 53.8 76.7 78.6 23.3 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 8 1 17 18 27 26
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,704
COMMITMENTS
3,919 1,815 300 23,823 27,329 28,042 29,444 3,662 2,260
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,187)
4 253 0 925 1,038 929 1,291 258 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 5.7 0.9 75.1 86.2 88.4 92.9 11.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 4 1 17 26 23 31
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 30,773
COMMITMENTS
7,906 1,485 0 16,409 27,327 24,315 28,812 6,458 1,961
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 246)
53 204 0 227 136 280 340 -34 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 4.8 0.0 53.3 88.8 79.0 93.6 21.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 2 0 18 15 31 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 10/12/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,742
COMMITMENTS
4,136 6,283 0 10,027 8,455 14,163 14,738 1,579 1,004
CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 1,743)
691 275 -71 554 1,174 1,174 1,378 569 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 39.9 0.0 63.7 53.7 90.0 93.6 10.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 4 0 6 4 19 8
Updated October 15, 2010