MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,590
COMMITMENTS
1,160 1,765 6,066 24,360 22,319 31,586 30,150 6,004 7,440
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 2,062)
5 -376 777 967 1,342 1,749 1,744 313 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.7 16.1 64.8 59.4 84.0 80.2 16.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
11 11 15 39 31 61 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 248,105
COMMITMENTS
64,928 14,849 68,089 90,782 126,009 223,799 208,947 24,307 39,158
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 931)
206 -1,643 305 -995 3,165 -484 1,826 1,415 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 6.0 27.4 36.6 50.8 90.2 84.2 9.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
107 57 107 47 63 216 184
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 439,303
COMMITMENTS
157,855 15,144 117,877 135,308 231,566 411,040 364,587 28,263 74,716
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 6,372)
7,356 -589 -272 -1,748 6,442 5,336 5,581 1,036 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 3.4 26.8 30.8 52.7 93.6 83.0 6.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
178 57 112 90 191 316 322
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,757
COMMITMENTS
3,534 3,841 753 2,757 2,516 7,044 7,109 1,713 1,647
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -476)
6 -109 -259 -123 -113 -376 -480 -100 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 43.9 8.6 31.5 28.7 80.4 81.2 19.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
21 22 12 20 19 50 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,818
COMMITMENTS
16,123 5,609 8,199 10,808 8,990 35,131 22,798 6,687 19,020
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -702)
756 603 -1,021 -165 321 -430 -98 -272 -604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 13.4 19.6 25.8 21.5 84.0 54.5 16.0 45.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
48 23 38 39 44 109 88
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 36,954
COMMITMENTS
2,009 177 605 21,925 36,030 24,539 36,812 12,415 142
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 769)
-660 157 3 1,375 922 718 1,082 51 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.5 1.6 59.3 97.5 66.4 99.6 33.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 2 2 12 11 17 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 127,104
COMMITMENTS
30,067 30,853 6,806 47,963 67,281 84,836 104,941 42,268 22,164
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 16,135)
2,813 22,665 406 10,122 -8,644 13,341 14,427 2,795 1,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 24.3 5.4 37.7 52.9 66.7 82.6 33.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
28 17 16 28 22 63 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 66,906
COMMITMENTS
20,737 8,148 2,460 24,160 45,292 47,357 55,900 19,548 11,005
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 4,825)
492 454 462 1,325 3,510 2,279 4,426 2,547 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 12.2 3.7 36.1 67.7 70.8 83.6 29.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 10 8 13 15 35 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 91,104
COMMITMENTS
38,731 17,727 259 48,027 70,366 87,017 88,352 4,087 2,752
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -10,664)
-29,640 8,726 134 19,544 -20,163 -9,962 -11,303 -702 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 19.5 0.3 52.7 77.2 95.5 97.0 4.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
35 22 3 22 16 58 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 163,428
COMMITMENTS
24,108 36,751 10,340 102,484 85,348 136,932 132,439 26,497 30,989
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 5,739)
-5,204 4,810 384 10,118 -4,740 5,299 453 440 5,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 22.5 6.3 62.7 52.2 83.8 81.0 16.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
18 32 18 26 28 56 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 159,341
COMMITMENTS
61,182 11,696 10,506 56,923 100,491 128,610 122,693 30,731 36,648
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 33)
-1,421 -178 488 4,399 394 3,466 704 -3,433 -671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 7.3 6.6 35.7 63.1 80.7 77.0 19.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
39 27 21 28 31 73 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 306,496
COMMITMENTS
50,242 71,835 44,062 159,750 133,395 254,054 249,291 52,442 57,204
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -4,341)
-3,044 955 1,568 607 -5,702 -869 -3,179 -3,473 -1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 23.4 14.4 52.1 43.5 82.9 81.3 17.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
51 67 62 42 51 128 145
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,099
COMMITMENTS
12,193 5,236 0 4,956 12,678 17,149 17,914 2,950 2,185
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -172)
-2,738 988 0 2,959 -1,120 221 -132 -393 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.7 26.1 0.0 24.7 63.1 85.3 89.1 14.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 11 0 11 9 22 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,244,248
COMMITMENTS
1346647 385,855 5511721 6439837 7394040 13298205 13291616 946,043 952,633
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 272,507)
-42,392 36,091 188,401 139,741 92,359 285,751 316,851 -13,244 -44,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 2.7 38.7 45.2 51.9 93.4 93.3 6.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
71 63 117 145 153 277 278
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,060,112
COMMITMENTS
67,493 106,110 94,664 776,709 753,594 938,866 954,368 121,246 105,744
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 27,746)
950 8,435 6,728 29,009 19,454 36,687 34,617 -8,941 -6,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 10.0 8.9 73.3 71.1 88.6 90.0 11.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
100 121 91 239 242 387 406
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 414,732
COMMITMENTS
18,572 75,268 29,607 280,498 256,879 328,677 361,754 86,055 52,978
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 4,933)
-251 8,737 -370 4,179 4,935 3,558 13,302 1,375 -8,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 18.1 7.1 67.6 61.9 79.3 87.2 20.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
20 26 30 79 74 117 112
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,226,898
COMMITMENTS
480,428 390,033 89,459 2481058 2483579 3050945 2963071 175,953 263,827
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 114,065)
39,763 32,249 1,729 124,153 72,596 165,644 106,574 -51,580 7,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 12.1 2.8 76.9 77.0 94.5 91.8 5.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 502)
84 107 69 209 219 332 356
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 87,343
COMMITMENTS
9,542 8,023 107 66,899 74,787 76,548 82,917 10,795 4,426
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -1,335)
201 -324 -343 -1,516 -358 -1,658 -1,025 323 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 9.2 0.1 76.6 85.6 87.6 94.9 12.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
8 3 2 47 32 56 36
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 97,820
COMMITMENTS
6,871 22,035 2,685 78,723 65,483 88,279 90,204 9,541 7,617
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 3,462)
-3,693 3,212 255 6,630 -537 3,192 2,930 271 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 22.5 2.7 80.5 66.9 90.2 92.2 9.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
45 55 18 75 83 130 146
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 25,289
COMMITMENTS
0 3,973 0 18,981 19,966 18,981 23,939 6,308 1,350
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 2,425)
0 246 0 1,615 1,672 1,615 1,918 810 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.7 0.0 75.1 79.0 75.1 94.7 24.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 9 14 9 16
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 362,659
COMMITMENTS
44,193 100,152 3,587 298,711 227,585 346,491 331,324 16,168 31,335
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 5,189)
-16,005 17,288 -1,184 25,073 -11,045 7,884 5,059 -2,695 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 27.6 1.0 82.4 62.8 95.5 91.4 4.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
45 55 17 71 75 126 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,297
COMMITMENTS
54,491 10,346 5,152 24,944 77,385 84,587 92,883 25,709 17,414
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -5,101)
-4,297 -1,465 576 -2,404 -4,499 -6,125 -5,388 1,023 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 9.4 4.7 22.6 70.2 76.7 84.2 23.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
28 14 12 19 21 53 41
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 32,031
COMMITMENTS
5,699 5,764 0 18,124 10,382 23,823 16,146 8,208 15,885
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -841)
-729 354 -206 660 -569 -275 -421 -566 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 18.0 0.0 56.6 32.4 74.4 50.4 25.6 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 10 0 23 14 36 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,513
COMMITMENTS
5,887 4,511 619 38,657 33,043 45,163 38,173 9,350 16,340
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -435)
357 783 -753 1,855 1,901 1,459 1,931 -1,894 -2,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 8.3 1.1 70.9 60.6 82.8 70.0 17.2 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 9 1 20 27 30 36
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 34,750
COMMITMENTS
6,444 580 300 24,734 32,061 31,478 32,941 3,272 1,809
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -68)
817 202 0 -564 -322 253 -120 -321 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 1.7 0.9 71.2 92.3 90.6 94.8 9.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 2 1 19 18 27 21
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 26,930
COMMITMENTS
5,974 481 0 15,523 24,298 21,497 24,779 5,433 2,151
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -599)
176 39 0 -637 -608 -461 -569 -138 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 1.8 0.0 57.6 90.2 79.8 92.0 20.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 2 0 18 16 29 18
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,933
COMMITMENTS
3,231 4,828 0 9,914 8,324 13,145 13,152 788 781
CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -16)
-135 74 0 172 -140 37 -66 -53 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 34.7 0.0 71.2 59.7 94.3 94.4 5.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 5 0 8 1 16 6
Updated September 3, 2010