BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,254
COMMITMENTS
201 70 0 1,538 1,533 1,739 1,603 515 651
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 3.1 0.0 68.2 68.0 77.2 71.1 22.8 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 12 11 14 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,397
COMMITMENTS
4,265 6,869 825 24,421 21,444 29,511 29,138 3,886 4,259
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 1,051)
10 290 122 1,454 372 1,586 784 -535 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 20.6 2.5 73.1 64.2 88.4 87.2 11.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 21 14 32 30 53 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 205,071
COMMITMENTS
52,228 29,337 39,264 91,790 100,991 183,282 169,592 21,789 35,479
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 10,750)
4,999 -3,770 4,990 -1,383 8,305 8,606 9,525 2,144 1,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 14.3 19.1 44.8 49.2 89.4 82.7 10.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
70 77 88 53 67 186 183
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 325,248
COMMITMENTS
126,817 46,895 46,803 125,021 167,280 298,641 260,978 26,607 64,270
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -123)
1,763 4,027 -1,773 -1,613 -2,955 -1,623 -701 1,500 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 14.4 14.4 38.4 51.4 91.8 80.2 8.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
139 63 100 69 181 266 299
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,117
COMMITMENTS
5,104 1,987 1,295 2,732 6,511 9,131 9,793 1,986 1,324
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 984)
716 375 113 142 651 971 1,139 13 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 17.9 11.6 24.6 58.6 82.1 88.1 17.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
38 15 11 19 35 67 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,185
COMMITMENTS
19,440 6,978 8,516 12,101 9,567 40,057 25,061 7,128 22,124
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 3,334)
676 -173 1,538 1,118 931 3,332 2,296 2 1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 14.8 18.0 25.6 20.3 84.9 53.1 15.1 46.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
55 32 35 36 59 113 111
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,622
COMMITMENTS
10,030 0 2,580 45,335 55,683 57,945 58,263 677 359
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 1,871)
1,616 0 2,500 8,011 -304 12,127 2,196 -10,256 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 0.0 4.4 77.3 95.0 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 0 1 11 13 17 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 113,223
COMMITMENTS
58,142 23,355 20 13,470 75,069 71,632 98,444 41,591 14,779
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 21,929)
18,477 8,638 20 494 11,242 18,991 19,900 2,938 2,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 20.6 0.0 11.9 66.3 63.3 86.9 36.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
40 11 1 12 27 52 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,356
COMMITMENTS
24,349 10,347 90 2,446 27,467 26,885 37,904 19,471 8,452
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 1,652)
-1,016 -2,491 13 -83 5,030 -1,086 2,552 2,738 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.5 22.3 0.2 5.3 59.3 58.0 81.8 42.0 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 10 1 5 18 22 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 125,232
COMMITMENTS
96,664 14,418 0 21,519 109,615 118,183 124,033 7,049 1,199
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 8,900)
7,598 3,354 0 657 5,685 8,255 9,039 645 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.2 11.5 0.0 17.2 87.5 94.4 99.0 5.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
55 12 0 15 21 70 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 82,141
COMMITMENTS
18,294 31,415 15 46,533 26,113 64,842 57,543 17,299 24,598
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 12,934)
3,715 9,404 15 9,720 424 13,450 9,843 -516 3,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 38.2 0.0 56.7 31.8 78.9 70.1 21.1 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 29 1 25 23 38 52
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 109,343
COMMITMENTS
49,941 20,300 219 35,204 59,053 85,364 79,572 23,979 29,771
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 19,271)
15,698 -1,414 -49 -1,370 20,110 14,279 18,647 4,992 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 18.6 0.2 32.2 54.0 78.1 72.8 21.9 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 32 2 16 24 46 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 162,312
COMMITMENTS
33,833 60,312 852 80,025 52,498 114,710 113,662 47,602 48,650
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 6,176)
-4,771 7,615 181 11,284 -2,410 6,694 5,386 -518 790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 37.2 0.5 49.3 32.3 70.7 70.0 29.3 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
37 50 12 37 37 80 94
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,090
COMMITMENTS
18,570 10,455 0 3,991 13,434 22,561 23,889 2,529 1,201
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 9)
790 41 0 -1,159 108 -369 149 378 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 41.7 0.0 15.9 53.5 89.9 95.2 10.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 12 0 11 8 26 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,051,004
COMMITMENTS
674,813 386,970 758,484 4873568 5058183 6306865 6203637 744,139 847,367
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -12,585)
17,011 -1,334 7,143 -32,492 3,652 -8,338 9,461 -4,247 -22,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 5.5 10.8 69.1 71.7 89.4 88.0 10.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
50 36 68 109 118 198 192
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 769,754
COMMITMENTS
68,750 74,162 13,088 568,053 594,361 649,891 681,610 119,863 88,143
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 11,418)
-2,281 3,205 3,118 12,077 2,651 12,914 8,974 -1,496 2,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 9.6 1.7 73.8 77.2 84.4 88.5 15.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 499)
92 100 41 201 201 318 317
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 273,812
COMMITMENTS
20,190 18,278 1,699 174,298 215,835 196,187 235,812 77,625 38,000
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 2,648)
527 914 763 1,918 1,483 3,208 3,160 -560 -512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 6.7 0.6 63.7 78.8 71.7 86.1 28.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
13 17 5 50 57 66 76
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,479,708
COMMITMENTS
272,250 308,872 27,492 1968777 1892628 2268519 2228992 211,189 250,716
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 43,850)
-10,363 15,135 8,097 50,795 5,838 48,529 29,070 -4,679 14,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 12.5 1.1 79.4 76.3 91.5 89.9 8.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 459)
88 93 35 175 181 282 290
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,767
COMMITMENTS
13,686 6,566 192 73,841 88,860 87,719 95,618 11,048 3,149
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 258)
13 -365 -35 240 546 218 146 40 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 6.6 0.2 74.8 90.0 88.8 96.8 11.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
14 6 1 41 39 55 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 74,063
COMMITMENTS
23,053 6,810 1,354 41,366 62,760 65,772 70,923 8,291 3,140
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 7,352)
-1,849 -629 1,110 4,958 6,660 4,218 7,140 3,134 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 9.2 1.8 55.9 84.7 88.8 95.8 11.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
72 27 9 68 73 144 105
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 9,411
COMMITMENTS
1,972 471 0 4,214 8,001 6,186 8,472 3,225 939
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -20,931)
-7,581 -1,049 -10 -10,250 -19,206 -17,841 -20,265 -3,090 -666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 5.0 0.0 44.8 85.0 65.7 90.0 34.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 0 5 11 9 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 323,261
COMMITMENTS
110,803 37,095 1,368 185,758 273,793 297,929 312,256 25,332 11,005
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -10,294)
-13,706 -102 148 3,720 -6,707 -9,838 -6,661 -456 -3,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 11.5 0.4 57.5 84.7 92.2 96.6 7.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
68 27 7 66 71 138 101
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 124,005
COMMITMENTS
76,857 12,541 118 13,244 98,213 90,219 110,872 33,786 13,133
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: 8,998)
6,982 3,216 1 -1,087 4,732 5,896 7,949 3,102 1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.0 10.1 0.1 10.7 79.2 72.8 89.4 27.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
34 11 2 10 18 45 30
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,595
COMMITMENTS
9,409 12,342 2 19,129 7,007 28,540 19,351 10,055 19,244
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -704)
-162 -456 0 216 851 54 395 -758 -1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 32.0 0.0 49.6 18.2 73.9 50.1 26.1 49.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 12 1 20 9 35 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,934
COMMITMENTS
11,855 6,230 249 21,937 21,087 34,041 27,566 9,893 16,368
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -2,519)
-1,950 -335 -84 -415 425 -2,449 6 -70 -2,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 14.2 0.6 49.9 48.0 77.5 62.7 22.5 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 5 2 18 17 32 23
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,669
COMMITMENTS
4,662 937 365 19,105 24,496 24,132 25,798 3,537 1,871
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -26)
-186 200 0 404 -290 218 -90 -244 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 3.4 1.3 69.0 88.5 87.2 93.2 12.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 4 1 20 24 26 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 12/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 37,890
COMMITMENTS
13,989 1,920 6 16,937 34,568 30,932 36,494 6,958 1,396
CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST: -428)
214 0 0 -442 22 -228 22 -200 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 5.1 0.0 44.7 91.2 81.6 96.3 18.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 3 1 22 18 37 21
Updated January 3, 2011