MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,882
COMMITMENTS
4,045 4,749 697 22,008 22,168 26,750 27,614 4,132 3,268
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,633)
185 655 -26 1,471 865 1,630 1,494 3 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 15.4 2.3 71.3 71.8 86.6 89.4 13.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 18 13 30 27 51 53
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 199,633
COMMITMENTS
48,961 29,534 39,124 89,722 95,296 177,807 163,954 21,826 35,679
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 2,165)
4,224 75 -1,226 -2,469 588 529 -563 1,636 2,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 14.8 19.6 44.9 47.7 89.1 82.1 10.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
70 88 93 45 60 180 189
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 343,325
COMMITMENTS
137,034 52,173 51,965 125,742 172,196 314,741 276,334 28,584 66,991
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 11,235)
9,082 8,888 1,917 -1,593 -2,699 9,406 8,106 1,829 3,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 15.2 15.1 36.6 50.2 91.7 80.5 8.3 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444)
154 61 112 94 195 304 330
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,483
COMMITMENTS
3,967 2,121 628 2,337 4,340 6,932 7,089 1,551 1,394
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -621)
-38 496 -529 -155 -574 -722 -607 101 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.8 25.0 7.4 27.5 51.2 81.7 83.6 18.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
32 18 11 15 27 52 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,221
COMMITMENTS
15,556 6,899 6,055 9,135 6,488 30,746 19,442 6,475 17,779
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 4,844)
3,275 46 1,337 -531 755 4,081 2,138 763 2,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 18.5 16.3 24.5 17.4 82.6 52.2 17.4 47.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
47 33 31 25 37 94 86
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 43,401
COMMITMENTS
6,779 5 137 28,398 42,928 35,314 43,070 8,087 331
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 1,528)
-328 0 0 1,707 1,482 1,379 1,482 149 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 0.0 0.3 65.4 98.9 81.4 99.2 18.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 1 12 15 18 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 100,245
COMMITMENTS
30,999 11,844 937 29,282 70,943 61,218 83,724 39,027 16,521
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -5,197)
-5,798 -2,454 786 -968 -1,993 -5,980 -3,661 783 -1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 11.8 0.9 29.2 70.8 61.1 83.5 38.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
34 11 4 25 19 61 32
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,600
COMMITMENTS
16,240 8,416 14 11,647 25,043 27,901 33,473 15,699 10,127
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 3,535)
1,531 2,218 14 2,045 2,040 3,590 4,272 -55 -737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 19.3 0.0 26.7 57.4 64.0 76.8 36.0 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 9 2 13 17 28 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 134,618
COMMITMENTS
97,199 18,293 624 30,705 113,789 128,528 132,706 6,090 1,912
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -16,164)
-13,917 -5,577 176 -681 -9,470 -14,422 -14,871 -1,742 -1,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.2 13.6 0.5 22.8 84.5 95.5 98.6 4.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
47 12 2 18 20 67 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 85,587
COMMITMENTS
24,409 29,273 897 41,148 34,219 66,454 64,389 19,133 21,198
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -8,327)
-11,430 3,631 232 7,061 -12,579 -4,137 -8,716 -4,190 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 34.2 1.0 48.1 40.0 77.6 75.2 22.4 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 29 6 27 22 51 52
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 133,069
COMMITMENTS
55,791 25,785 1,097 51,521 75,586 108,409 102,468 24,660 30,601
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 3,449)
4,630 1,816 225 155 961 5,010 3,002 -1,561 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 19.4 0.8 38.7 56.8 81.5 77.0 18.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
30 30 7 27 27 64 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 203,930
COMMITMENTS
47,264 54,512 3,853 96,865 94,867 147,982 153,232 55,948 50,698
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 16,741)
3,594 2,549 -1,255 6,693 3,739 9,032 5,033 7,709 11,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 26.7 1.9 47.5 46.5 72.6 75.1 27.4 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
41 52 19 39 45 91 105
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,575
COMMITMENTS
22,982 4,537 0 1,301 21,802 24,283 26,339 3,292 1,236
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -3,394)
-3,113 -489 0 -343 -3,358 -3,456 -3,847 62 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.3 16.5 0.0 4.7 79.1 88.1 95.5 11.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 9 0 4 12 18 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,083,590
COMMITMENTS
767,476 638,959 1043471 5438759 5513761 7249706 7196191 833,884 887,399
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -120,561)
-187,350 93,200 22,762 106,881 -211,055 -57,707 -95,093 -62,854 -25,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 7.9 12.9 67.3 68.2 89.7 89.0 10.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
61 46 77 126 134 223 226
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 941,143
COMMITMENTS
77,469 82,306 51,561 676,049 703,227 805,080 837,095 136,063 104,048
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 4,262)
-2,135 -9,696 -409 10,489 13,271 7,944 3,167 -3,682 1,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 8.7 5.5 71.8 74.7 85.5 88.9 14.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 533)
108 96 49 224 218 353 342
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 364,644
COMMITMENTS
53,092 23,064 4,014 222,491 297,950 279,597 325,028 85,047 39,616
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -4,959)
-3,344 -3,758 2,110 942 1,575 -292 -73 -4,667 -4,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 6.3 1.1 61.0 81.7 76.7 89.1 23.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
16 19 7 56 68 76 90
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,882,495
COMMITMENTS
330,645 504,968 28,979 2267789 2026387 2627413 2560334 255,082 322,161
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 46,106)
-9,600 -45,331 3,049 47,733 58,481 41,182 16,199 4,924 29,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 17.5 1.0 78.7 70.3 91.2 88.8 8.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 491)
98 92 33 195 190 309 299
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,572
COMMITMENTS
16,341 7,460 1,066 79,113 96,077 96,520 104,603 11,052 2,969
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 437)
-1,041 -166 741 -447 618 -747 1,193 1,184 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 6.9 1.0 73.5 89.3 89.7 97.2 10.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
14 5 1 47 35 61 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 107,048
COMMITMENTS
22,257 10,568 8,146 66,101 81,672 96,504 100,386 10,544 6,663
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -3,723)
-1,043 -873 -1,024 -3,605 -4,552 -5,672 -6,449 1,949 2,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 9.9 7.6 61.7 76.3 90.1 93.8 9.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
72 37 13 88 75 165 122
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 26,647
COMMITMENTS
7,454 1,541 0 12,757 24,036 20,211 25,577 6,436 1,070
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -1,459)
-1,185 21 0 -3,150 -1,443 -4,335 -1,422 2,876 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 5.8 0.0 47.9 90.2 75.8 96.0 24.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 0 8 15 13 18
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 402,007
COMMITMENTS
107,867 78,986 6,879 266,719 288,178 381,465 374,043 20,542 27,964
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -11,320)
-6,027 -11,207 1,617 -2,275 -15,545 -6,685 -25,135 -4,635 13,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 19.6 1.7 66.3 71.7 94.9 93.0 5.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
69 39 9 81 67 153 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,302
COMMITMENTS
44,794 18,151 592 41,271 82,785 86,657 101,528 30,645 15,774
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -696)
-2,141 -313 423 1,180 -682 -538 -572 -158 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 15.5 0.5 35.2 70.6 73.9 86.6 26.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
30 12 4 14 20 46 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,596
COMMITMENTS
10,406 14,995 48 23,309 11,172 33,763 26,215 11,833 19,381
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 452)
-1,027 580 -31 909 637 -149 1,186 601 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 32.9 0.1 51.1 24.5 74.0 57.5 26.0 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 12 1 24 17 36 30
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,021
COMMITMENTS
14,075 4,438 1,114 23,604 35,120 38,793 40,672 14,228 12,349
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 2,703)
785 -2,711 27 -1,041 6,480 -229 3,796 2,932 -1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 8.4 2.1 44.5 66.2 73.2 76.7 26.8 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 8 3 17 24 29 34
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 29,013
COMMITMENTS
3,886 1,333 300 20,126 25,573 24,312 27,206 4,701 1,807
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -1,189)
181 -238 0 -1,255 -1,046 -1,074 -1,284 -115 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 4.6 1.0 69.4 88.1 83.8 93.8 16.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 3 1 17 24 22 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 37,512
COMMITMENTS
10,041 1,577 0 20,845 34,111 30,886 35,688 6,626 1,824
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: 296)
42 -319 -8 1,081 68 1,115 -259 -819 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 4.2 0.0 55.6 90.9 82.3 95.1 17.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 2 0 24 18 38 20
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 11/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,556
COMMITMENTS
3,810 2,647 6 9,349 11,496 13,165 14,149 1,391 407
CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST: -209)
-418 -105 6 -41 -75 -453 -174 244 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 18.2 0.0 64.2 79.0 90.4 97.2 9.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 2 1 6 2 19 4
Updated December 3, 2010