MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,579
COMMITMENTS
2,634 1,854 5,001 21,334 21,960 28,968 28,815 5,611 5,764
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,611)
984 576 134 674 1,797 1,793 2,508 -182 -897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 5.4 14.5 61.7 63.5 83.8 83.3 16.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
15 11 14 35 32 58 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 255,523
COMMITMENTS
70,975 16,688 64,781 92,884 131,777 228,641 213,245 26,883 42,278
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 5,447)
6,834 3,059 -3,318 -1,198 3,257 2,318 2,997 3,128 2,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 6.5 25.4 36.4 51.6 89.5 83.5 10.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
111 58 107 53 71 231 188
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 440,880
COMMITMENTS
160,789 16,589 113,817 135,448 231,722 410,054 362,129 30,826 78,751
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -2,487)
3,306 2,693 -4,605 -3,423 -4,709 -4,722 -6,621 2,235 4,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 3.8 25.8 30.7 52.6 93.0 82.1 7.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
173 57 115 99 193 324 325
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,743
COMMITMENTS
3,970 3,565 565 2,338 3,023 6,873 7,153 1,870 1,590
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 291)
418 -623 203 -431 740 190 320 101 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 40.8 6.5 26.7 34.6 78.6 81.8 21.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
27 26 12 18 26 55 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,592
COMMITMENTS
13,759 5,948 8,741 10,906 7,629 33,406 22,318 6,186 17,273
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -401)
-1,179 10 1,567 -128 -435 260 1,142 -660 -1,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 15.0 22.1 27.5 19.3 84.4 56.4 15.6 43.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
45 27 41 45 42 114 93
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 37,832
COMMITMENTS
2,009 20 602 22,509 37,016 25,120 37,638 12,712 194
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 651)
0 -232 -44 409 905 365 629 286 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.1 1.6 59.5 97.8 66.4 99.5 33.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 1 12 12 16 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 125,073
COMMITMENTS
28,976 12,944 7,463 50,548 84,932 86,987 105,339 38,086 19,734
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 6,573)
644 -14,591 2,977 2,811 17,682 6,433 6,068 140 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 10.3 6.0 40.4 67.9 69.5 84.2 30.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
25 18 20 28 29 66 54
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,069
COMMITMENTS
27,619 14,087 1,080 4,913 29,274 33,613 44,441 19,456 8,627
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -24,146)
2,335 4,888 436 -25,475 -28,098 -22,704 -22,774 -1,442 -1,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 26.5 2.0 9.3 55.2 63.3 83.7 36.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 12 7 6 15 31 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 75,894
COMMITMENTS
35,691 20,734 18 36,299 53,347 72,008 74,099 3,886 1,795
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -26,967)
-2,546 -3,439 -1,269 -24,321 -21,761 -28,136 -26,469 1,169 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 27.3 0.0 47.8 70.3 94.9 97.6 5.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
24 25 1 15 18 40 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 83,927
COMMITMENTS
21,659 30,628 4,064 34,222 26,149 59,944 60,841 23,982 23,086
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -70,922)
-682 -6,942 -1,885 -65,134 -50,452 -67,701 -59,278 -3,221 -11,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 36.5 4.8 40.8 31.2 71.4 72.5 28.6 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
25 24 15 18 27 50 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 147,290
COMMITMENTS
61,663 14,794 5,122 49,486 96,650 116,271 116,566 31,019 30,724
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -14,024)
-4,375 799 -40 -11,239 -11,839 -15,653 -11,079 1,630 -2,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 10.0 3.5 33.6 65.6 78.9 79.1 21.1 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
39 28 21 26 30 74 70
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 215,149
COMMITMENTS
55,455 65,507 27,432 80,130 68,102 163,017 161,042 52,132 54,107
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -80,990)
1,150 -10,482 2,031 -77,689 -62,158 -74,509 -70,608 -6,482 -10,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 30.4 12.8 37.2 31.7 75.8 74.9 24.2 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
48 64 48 35 43 113 125
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,755
COMMITMENTS
21,414 4,575 0 865 20,102 22,279 24,677 3,476 1,078
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -2,167)
6,766 -696 -663 -9,011 -689 -2,908 -2,048 741 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.1 17.8 0.0 3.4 78.1 86.5 95.8 13.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
13 5 0 2 9 15 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,426,157
COMMITMENTS
1292049 234,979 3949013 5266160 6277812 10507222 10461804 918,935 964,353
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -2,996,854)
-120,407 -86,683 -1619748 -1229615 -1276646 -2969769 -2983077 -27,085 -13,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 2.1 34.6 46.1 54.9 92.0 91.6 8.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
65 49 101 133 138 249 245
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,237,221
COMMITMENTS
64,728 111,833 98,079 886,306 859,550 1049113 1069461 188,108 167,760
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 174,592)
4,428 2,803 6,232 112,009 112,203 122,669 121,238 51,922 53,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 9.0 7.9 71.6 69.5 84.8 86.4 15.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568)
102 131 116 259 250 431 427
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 499,775
COMMITMENTS
20,492 60,658 34,999 329,449 320,738 384,940 416,395 114,834 83,379
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 79,834)
-325 -6,402 3,382 59,865 61,128 62,923 58,108 16,910 21,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 12.1 7.0 65.9 64.2 77.0 83.3 23.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
21 32 40 86 76 134 121
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,687,232
COMMITMENTS
398,049 432,740 138,533 2784283 2694056 3320865 3265330 366,367 421,902
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 473,790)
-12,696 9,568 50,707 260,719 255,375 298,731 315,650 175,060 158,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 11.7 3.8 75.5 73.1 90.1 88.6 9.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 508)
90 113 94 228 228 374 379
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 127,313
COMMITMENTS
12,555 8,167 383 103,091 113,572 116,029 122,122 11,284 5,191
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 39,991)
2,465 82 -250 38,790 40,730 41,005 40,562 -1,014 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 6.4 0.3 81.0 89.2 91.1 95.9 8.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
9 5 3 58 39 70 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 123,276
COMMITMENTS
14,081 19,312 4,049 91,506 89,435 109,636 112,796 13,641 10,480
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 27,338)
5,880 -1,595 1,859 15,601 24,127 23,341 24,392 3,998 2,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 15.7 3.3 74.2 72.5 88.9 91.5 11.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
58 44 21 92 91 165 141
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,421
COMMITMENTS
2,578 2,005 0 16,951 22,831 19,529 24,836 7,892 2,585
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 2,475)
2,578 -1,230 0 -1,784 2,374 794 1,144 1,681 1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 7.3 0.0 61.8 83.3 71.2 90.6 28.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 11 17 13 18
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 479,278
COMMITMENTS
70,404 99,425 7,354 372,775 333,019 450,533 439,798 28,745 39,480
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 124,315)
23,682 5,344 2,126 86,925 108,767 112,733 116,238 11,582 8,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 20.7 1.5 77.8 69.5 94.0 91.8 6.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
58 44 19 90 87 161 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 127,791
COMMITMENTS
73,979 16,869 3,865 20,322 92,458 98,165 113,192 29,626 14,599
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -5,629)
4,256 4,061 -1,116 -11,329 -8,863 -8,189 -5,918 2,560 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 13.2 3.0 15.9 72.4 76.8 88.6 23.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
32 16 11 16 21 53 43
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 28,162
COMMITMENTS
5,855 4,634 0 14,404 6,641 20,259 11,275 7,903 16,887
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -16,773)
-1,082 -1,259 -4,836 -3,306 -5,175 -9,224 -11,270 -7,549 -5,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 16.5 0.0 51.1 23.6 71.9 40.0 28.1 60.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 9 0 17 10 27 19
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,032
COMMITMENTS
2,930 2,543 133 18,556 15,791 21,619 18,467 9,413 12,565
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -26,899)
-2,631 -1,425 -1,040 -21,470 -16,741 -25,141 -19,206 -1,758 -7,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 8.2 0.4 59.8 50.9 69.7 59.5 30.3 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 7 1 15 18 24 25
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 32,821
COMMITMENTS
4,198 801 1,035 23,693 28,506 28,926 30,342 3,895 2,479
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 848)
-1,397 -980 735 887 993 225 748 623 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 2.4 3.2 72.2 86.9 88.1 92.4 11.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 3 3 19 23 26 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 28,852
COMMITMENTS
6,881 204 4 16,072 26,397 22,957 26,605 5,895 2,247
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 2,383)
1,045 0 4 838 2,039 1,887 2,043 496 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 0.7 0.0 55.7 91.5 79.6 92.2 20.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 1 1 22 19 36 21
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,831
COMMITMENTS
3,116 4,775 1,036 9,820 8,592 13,972 14,403 1,859 1,428
CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 1,898)
-115 -53 1,036 -94 268 827 1,251 1,071 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 30.2 6.5 62.0 54.3 88.3 91.0 11.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 4 3 7 3 18 8
Updated September 17, 2010