MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,504
COMMITMENTS
4,325 2,456 943 17,023 19,550 22,291 22,949 4,213 3,555
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,934)
1,036 810 -42 1,233 815 2,227 1,583 -293 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 9.3 3.6 64.2 73.8 84.1 86.6 15.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 10 14 28 24 54 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 202,437
COMMITMENTS
59,347 30,279 39,292 85,252 99,033 183,891 168,604 18,546 33,833
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -12,202)
-5,737 2,558 -3,048 257 -9,998 -8,528 -10,488 -3,674 -1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 15.0 19.4 42.1 48.9 90.8 83.3 9.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
77 77 76 39 55 167 170
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 315,182
COMMITMENTS
140,751 40,483 33,840 116,119 181,205 290,710 255,528 24,472 59,654
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -3,245)
2,633 3,183 -46 -4,141 -5,417 -1,554 -2,280 -1,691 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 12.8 10.7 36.8 57.5 92.2 81.1 7.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
140 61 84 80 180 257 297
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,891
COMMITMENTS
4,115 2,713 874 2,885 4,694 7,874 8,281 2,017 1,610
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -165)
161 -634 102 -134 600 129 68 -294 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 27.4 8.8 29.2 47.5 79.6 83.7 20.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 24 11 18 29 56 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,039
COMMITMENTS
9,974 9,660 3,754 11,347 4,344 25,075 17,758 4,964 12,281
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 989)
-525 617 1,037 1,279 22 1,791 1,676 -802 -687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 32.2 12.5 37.8 14.5 83.5 59.1 16.5 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
25 39 29 37 33 80 87
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,182
COMMITMENTS
7,556 16 606 24,520 40,493 32,682 41,115 8,500 67
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,736)
1,110 0 0 597 1,763 1,707 1,763 29 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 0.0 1.5 59.5 98.3 79.4 99.8 20.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 1 11 13 17 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 112,791
COMMITMENTS
47,852 17,112 145 22,985 80,111 70,982 97,368 41,809 15,423
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -11,060)
-15,431 -2,385 44 2,999 -9,327 -12,388 -11,668 1,328 608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 15.2 0.1 20.4 71.0 62.9 86.3 37.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
39 9 4 22 21 63 32
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,022
COMMITMENTS
24,908 13,673 3 9,487 30,720 34,398 44,396 19,624 9,626
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -3,700)
-6,596 2,116 1 3,258 -5,361 -3,337 -3,244 -363 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.1 25.3 0.0 17.6 56.9 63.7 82.2 36.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
17 7 1 12 18 29 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 137,858
COMMITMENTS
104,557 22,432 46 26,684 113,508 131,287 135,986 6,571 1,872
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -3,870)
-4,300 -207 46 610 -4,181 -3,644 -4,342 -226 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.8 16.3 0.0 19.4 82.3 95.2 98.6 4.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
57 17 1 19 22 77 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 90,068
COMMITMENTS
34,708 28,912 146 31,962 40,875 66,816 69,933 23,252 20,135
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -2,800)
-5,162 -2,892 -53 5,352 106 137 -2,839 -2,937 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 32.1 0.2 35.5 45.4 74.2 77.6 25.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
32 18 6 21 20 55 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 139,496
COMMITMENTS
62,554 16,698 89 47,485 91,956 110,128 108,743 29,368 30,753
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -7,085)
-3,909 -1,480 -68 -841 -6,261 -4,818 -7,809 -2,267 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 12.0 0.1 34.0 65.9 78.9 78.0 21.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
43 26 1 19 30 63 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 219,761
COMMITMENTS
74,855 28,107 2,304 80,283 143,118 157,442 173,529 62,319 46,232
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 21,925)
6,137 900 -579 7,103 20,879 12,661 21,200 9,264 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 12.8 1.0 36.5 65.1 71.6 79.0 28.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
57 35 18 35 40 97 89
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,031
COMMITMENTS
21,477 6,146 0 1,856 19,755 23,333 25,901 3,698 1,130
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 594)
201 1,443 0 643 -852 844 591 -250 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.5 22.7 0.0 6.9 73.1 86.3 95.8 13.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 9 0 6 12 20 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,980,361
COMMITMENTS
1598558 618,890 1023987 4436160 5406677 7058705 7049554 921,656 930,807
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 198,749)
-52,409 69,432 46,845 229,838 61,846 224,274 178,123 -25,525 20,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 7.8 12.8 55.6 67.7 88.5 88.3 11.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
64 48 80 122 131 230 224
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 854,075
COMMITMENTS
71,744 77,980 36,759 614,601 635,726 723,104 750,465 130,971 103,610
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 10,115)
3,042 868 1,302 13,066 10,127 17,410 12,297 -7,295 -2,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 9.1 4.3 72.0 74.4 84.7 87.9 15.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
104 98 42 207 217 325 343
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 316,147
COMMITMENTS
45,374 17,636 568 197,043 241,529 242,985 259,733 73,162 56,414
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 9,597)
989 -3,229 -139 8,436 16,550 9,286 13,182 311 -3,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 5.6 0.2 62.3 76.4 76.9 82.2 23.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
16 17 6 52 63 71 83
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,689,641
COMMITMENTS
273,142 443,011 39,666 2087788 1970984 2400596 2453661 289,045 235,980
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,590)
-709 9,510 18,179 23,149 -32,114 40,619 -4,425 -38,029 7,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 16.5 1.5 77.6 73.3 89.3 91.2 10.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 478)
94 94 30 180 192 285 305
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,640
COMMITMENTS
17,216 7,616 590 79,466 96,119 97,272 104,325 10,368 3,315
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 1,120)
-965 515 449 2,164 1,095 1,648 2,059 -528 -939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 7.1 0.5 73.8 89.3 90.4 96.9 9.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 4 1 44 36 58 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 109,183
COMMITMENTS
25,979 8,265 8,588 62,772 85,196 97,339 102,050 11,844 7,133
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 335)
-2,730 -1,379 129 1,504 726 -1,097 -524 1,432 859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 7.6 7.9 57.5 78.0 89.2 93.5 10.8 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
73 41 13 77 78 154 128
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,767
COMMITMENTS
7,341 0 0 11,934 18,441 19,275 18,441 3,492 4,326
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,523)
367 0 0 1,851 1,704 2,218 1,704 305 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 0.0 0.0 52.4 81.0 84.7 81.0 15.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 7 14 10 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 432,080
COMMITMENTS
129,895 78,032 6,234 254,190 333,777 390,319 418,043 41,761 14,037
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -10,939)
-13,650 -5,058 -1,189 -1,734 -4,891 -16,573 -11,138 5,634 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 18.1 1.4 58.8 77.2 90.3 96.8 9.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
73 41 10 72 73 146 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 133,257
COMMITMENTS
71,661 12,480 172 26,588 105,534 98,421 118,186 34,836 15,071
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -5,280)
-8,036 474 20 110 -7,060 -7,906 -6,566 2,626 1,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.8 9.4 0.1 20.0 79.2 73.9 88.7 26.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
37 12 3 13 21 52 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,911
COMMITMENTS
7,092 6,865 4 16,738 7,928 23,834 14,797 9,077 18,114
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -1,207)
-477 715 0 588 789 111 1,504 -1,318 -2,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 20.9 0.0 50.9 24.1 72.4 45.0 27.6 55.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 8 1 24 13 37 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,098
COMMITMENTS
7,361 10,395 503 23,120 20,269 30,984 31,167 8,114 7,931
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,298)
1,160 1,657 98 1,516 478 2,774 2,233 -476 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 26.6 1.3 59.1 51.8 79.2 79.7 20.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 8 1 17 19 28 28
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,406
COMMITMENTS
4,701 1,379 300 22,657 27,691 27,658 29,370 3,748 2,036
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -298)
782 -436 0 -1,166 362 -384 -74 86 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 4.4 1.0 72.1 88.2 88.1 93.5 11.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 3 1 18 25 25 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 33,087
COMMITMENTS
7,137 1,281 0 19,096 30,599 26,233 31,880 6,854 1,207
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,314)
-769 -204 0 2,687 3,272 1,918 3,068 396 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 3.9 0.0 57.7 92.5 79.3 96.4 20.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 1 0 19 16 32 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 10/19/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,874
COMMITMENTS
4,225 4,736 0 9,430 9,310 13,655 14,046 1,219 828
CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -868)
89 -1,547 0 -597 855 -508 -692 -360 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 31.8 0.0 63.4 62.6 91.8 94.4 8.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 4 0 5 2 18 6
Updated October 22, 2010