MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,528
COMMITMENTS
1,155 2,140 5,289 23,393 20,977 29,837 28,406 5,691 7,122
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 920)
5 117 39 450 659 495 815 425 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 6.0 14.9 65.8 59.0 84.0 80.0 16.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
11 9 14 38 31 58 45
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 247,175
COMMITMENTS
64,722 16,492 67,784 91,777 122,844 224,283 207,121 22,892 40,054
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 19,324)
7,366 -1,202 7,900 3,409 10,014 18,676 16,713 648 2,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 6.7 27.4 37.1 49.7 90.7 83.8 9.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
99 58 102 45 61 208 175
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 432,931
COMMITMENTS
150,499 15,733 118,149 137,056 225,124 405,704 359,006 27,228 73,925
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 17,804)
11,546 -7,396 9,693 -1,276 12,912 19,963 15,209 -2,159 2,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 3.6 27.3 31.7 52.0 93.7 82.9 6.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 441)
173 54 111 93 188 315 317
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,232
COMMITMENTS
3,528 3,950 1,011 2,880 2,628 7,420 7,590 1,813 1,642
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -931)
-136 -513 -286 -304 36 -726 -763 -205 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 42.8 11.0 31.2 28.5 80.4 82.2 19.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
19 24 13 22 21 52 50
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,520
COMMITMENTS
15,367 5,006 9,220 10,973 8,669 35,561 22,896 6,959 19,624
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 5,847)
3,478 505 2,313 -324 905 5,467 3,722 380 2,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 11.8 21.7 25.8 20.4 83.6 53.8 16.4 46.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
50 20 41 50 51 121 98
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,185
COMMITMENTS
2,669 20 602 20,550 35,108 23,821 35,730 12,364 455
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 1,449)
-5,831 0 0 933 1,130 -4,898 1,130 6,347 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.1 1.7 56.8 97.0 65.8 98.7 34.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 1 12 11 17 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 110,969
COMMITMENTS
27,254 8,189 6,401 37,841 75,925 71,496 90,514 39,473 20,455
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,756)
-7,634 3,629 930 11,256 -2,596 4,553 1,963 -797 1,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.4 5.8 34.1 68.4 64.4 81.6 35.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
24 10 12 29 20 58 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,080
COMMITMENTS
20,245 7,695 1,998 22,835 41,782 45,078 51,474 17,002 10,606
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,337)
2,677 868 -8 4 2,762 2,673 3,622 664 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 12.4 3.2 36.8 67.3 72.6 82.9 27.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 10 6 11 15 30 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 101,768
COMMITMENTS
68,371 9,001 125 28,483 90,529 96,979 99,655 4,789 2,113
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -9,964)
-12,816 -1,633 125 4,132 -8,923 -8,559 -10,431 -1,405 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 8.8 0.1 28.0 89.0 95.3 97.9 4.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
40 18 1 21 18 62 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 157,689
COMMITMENTS
29,312 31,942 9,956 92,366 90,089 131,633 131,986 26,056 25,703
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -1,467)
-1,860 -3,038 -14 1,851 1,111 -23 -1,940 -1,445 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 20.3 6.3 58.6 57.1 83.5 83.7 16.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
24 31 22 23 29 59 70
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 159,308
COMMITMENTS
62,603 11,874 10,018 52,523 100,097 125,144 121,990 34,164 37,319
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 7,054)
-696 -731 2,957 1,465 1,882 3,726 4,108 3,328 2,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 7.5 6.3 33.0 62.8 78.6 76.6 21.4 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
38 26 18 26 31 69 70
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 310,837
COMMITMENTS
53,286 70,880 42,494 159,143 139,096 254,922 252,470 55,915 58,367
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 4,082)
-7,026 -909 5,436 7,119 -2,037 5,529 2,491 -1,446 1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 22.8 13.7 51.2 44.7 82.0 81.2 18.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
47 68 58 43 49 126 139
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,271
COMMITMENTS
14,931 4,248 0 1,997 13,798 16,928 18,046 3,343 2,225
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -3,356)
-2,664 -1,208 0 -1,232 -2,608 -3,896 -3,816 540 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.7 21.0 0.0 9.9 68.1 83.5 89.0 16.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 8 0 7 12 17 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,971,742
COMMITMENTS
1389039 349,764 5323320 6300095 7301681 13012454 12974765 959,288 996,977
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 258,150)
56,421 -12,316 165,985 6,361 59,054 228,767 212,723 29,383 45,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.5 38.1 45.1 52.3 93.1 92.9 6.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
65 66 114 144 151 272 274
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,032,366
COMMITMENTS
66,543 97,675 87,936 747,700 734,140 902,179 919,751 130,186 112,615
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 24,961)
-3,107 6,140 12,927 25,777 18,559 35,596 37,626 -10,635 -12,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 9.5 8.5 72.4 71.1 87.4 89.1 12.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559)
98 119 94 235 239 385 400
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 409,799
COMMITMENTS
18,823 66,531 29,977 276,319 251,944 325,119 348,451 84,680 61,348
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 7,270)
-4,273 14,124 123 6,523 5,815 2,373 20,062 4,896 -12,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 16.2 7.3 67.4 61.5 79.3 85.0 20.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
23 25 33 82 71 123 111
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,112,833
COMMITMENTS
440,665 357,783 87,730 2356905 2410983 2885301 2856497 227,532 256,337
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 88,459)
89,595 43,849 -19,751 96,270 63,719 166,114 87,817 -77,656 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 11.5 2.8 75.7 77.5 92.7 91.8 7.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496)
83 103 72 204 217 328 351
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,678
COMMITMENTS
9,341 8,347 450 68,415 75,145 78,206 83,942 10,472 4,736
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 736)
-2,434 954 419 3,278 -742 1,263 631 -527 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 9.4 0.5 77.1 84.7 88.2 94.7 11.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
10 4 1 50 33 60 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 94,358
COMMITMENTS
10,564 18,824 2,430 72,093 66,020 85,087 87,274 9,270 7,084
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 6,393)
-6,062 4,445 998 12,049 994 6,985 6,437 -592 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 19.9 2.6 76.4 70.0 90.2 92.5 9.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
55 47 21 71 79 135 139
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,864
COMMITMENTS
0 3,727 0 17,366 18,294 17,366 22,021 5,498 843
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 5,502)
-738 1,230 0 6,658 4,841 5,920 6,071 -418 -569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.3 0.0 76.0 80.0 76.0 96.3 24.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 11 13 11 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 357,470
COMMITMENTS
60,199 82,864 4,771 273,637 238,630 338,607 326,265 18,863 31,205
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 4,454)
-22,360 20,332 732 26,954 -19,233 5,326 1,831 -872 2,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 23.2 1.3 76.5 66.8 94.7 91.3 5.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
55 47 21 66 72 130 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 115,398
COMMITMENTS
58,788 11,810 4,577 27,347 81,884 90,712 98,271 24,686 17,127
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -13,244)
-12,455 -1,641 1,121 2,739 -11,946 -8,595 -12,467 -4,649 -777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 10.2 4.0 23.7 71.0 78.6 85.2 21.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
30 16 12 20 20 56 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,872
COMMITMENTS
6,428 5,410 206 17,464 10,951 24,098 16,567 8,774 16,305
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 3,121)
182 524 206 2,612 787 3,000 1,517 121 1,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 16.5 0.6 53.1 33.3 73.3 50.4 26.7 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 11 1 22 16 35 28
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,948
COMMITMENTS
5,530 3,728 1,372 36,802 31,142 43,704 36,242 11,244 18,706
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 2,379)
191 69 636 -541 2,216 286 2,921 2,093 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 6.8 2.5 67.0 56.7 79.5 66.0 20.5 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 9 1 19 27 29 36
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 34,818
COMMITMENTS
5,627 378 300 25,298 32,383 31,225 33,061 3,593 1,757
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 56)
-624 50 0 277 12 -347 62 403 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 1.1 0.9 72.7 93.0 89.7 95.0 10.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 1 1 20 19 27 21
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 27,529
COMMITMENTS
5,798 442 0 16,160 24,906 21,958 25,348 5,571 2,181
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 434)
-364 238 0 1,484 308 1,120 546 -686 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 1.6 0.0 58.7 90.5 79.8 92.1 20.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 2 0 19 16 29 18
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,949
COMMITMENTS
3,366 4,754 0 9,742 8,464 13,108 13,218 841 731
CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -2,038)
-835 1,719 -47 -378 -3,151 -1,260 -1,479 -778 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 34.1 0.0 69.8 60.7 94.0 94.8 6.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 6 0 7 2 15 8
Updated August 27, 2010