MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,718
COMMITMENTS
4,799 1,632 7,283 23,440 24,670 35,523 33,585 5,195 7,132
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,946)
-22 108 507 1,489 1,179 1,974 1,794 -28 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 4.0 17.9 57.6 60.6 87.2 82.5 12.8 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
20 9 22 40 35 67 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 223,157
COMMITMENTS
44,097 24,494 61,927 96,651 101,748 202,674 188,168 20,482 34,988
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -7,261)
-3,541 -2,786 -1,717 -36 -1,606 -5,293 -6,109 -1,968 -1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 11.0 27.8 43.3 45.6 90.8 84.3 9.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
71 78 101 56 64 190 195
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 399,695
COMMITMENTS
130,525 12,443 109,817 130,919 205,244 371,261 327,504 28,434 72,191
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 6,094)
-1,347 -4,289 6,148 3,623 1,227 8,423 3,086 -2,329 3,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 3.1 27.5 32.8 51.4 92.9 81.9 7.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
159 47 131 110 194 317 336
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,693
COMMITMENTS
4,099 1,568 1,513 2,487 5,252 8,100 8,333 1,593 1,360
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -568)
-1 -83 -139 -19 -332 -159 -554 -408 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 16.2 15.6 25.7 54.2 83.6 86.0 16.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
28 16 16 18 31 59 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,616
COMMITMENTS
10,564 5,753 6,623 10,071 5,507 27,258 17,883 5,358 14,733
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 2,630)
1,661 -393 1,700 -299 557 3,062 1,864 -431 767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 17.6 20.3 30.9 16.9 83.6 54.8 16.4 45.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
47 26 35 45 41 109 88
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,471
COMMITMENTS
7,429 5 137 25,886 40,883 33,452 41,025 8,019 446
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -642)
-400 -11 -469 527 -43 -342 -523 -300 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.0 0.3 62.4 98.6 80.7 98.9 19.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 1 12 15 18 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,631
COMMITMENTS
58,925 19,135 3,731 28,190 92,432 90,846 115,298 43,786 19,333
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -4,178)
-3,385 -6,077 250 1,388 2,606 -1,746 -3,221 -2,432 -957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 14.2 2.8 20.9 68.7 67.5 85.6 32.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
41 11 15 25 27 71 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,729
COMMITMENTS
18,332 10,160 937 11,126 25,781 30,395 36,878 17,334 10,851
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -6,215)
-6,680 -2,114 16 881 -4,141 -5,783 -6,239 -432 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 21.3 2.0 23.3 54.0 63.7 77.3 36.3 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 7 4 13 18 27 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 147,623
COMMITMENTS
115,539 22,322 0 25,769 122,190 141,308 144,512 6,315 3,111
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,481)
992 -3,479 0 2,519 4,364 3,511 885 -2,030 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.3 15.1 0.0 17.5 82.8 95.7 97.9 4.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
57 17 0 18 23 75 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 108,945
COMMITMENTS
46,559 21,300 4,951 32,612 61,170 84,123 87,421 24,822 21,524
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 3,428)
4,374 732 538 4,420 1,675 9,333 2,945 -5,905 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 19.6 4.5 29.9 56.1 77.2 80.2 22.8 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
33 21 17 26 29 67 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 147,033
COMMITMENTS
48,933 24,590 6,698 59,115 78,930 114,746 110,218 32,287 36,815
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -4,941)
-5,656 6,420 1,678 2,919 -9,992 -1,059 -1,895 -3,882 -3,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 16.7 4.6 40.2 53.7 78.0 75.0 22.0 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
32 33 15 29 30 65 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 256,367
COMMITMENTS
55,986 45,418 42,855 94,843 114,458 193,684 202,731 62,683 53,635
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -3,297)
-5,328 7,505 2,731 2,249 -15,029 -348 -4,792 -2,949 1,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 17.7 16.7 37.0 44.6 75.5 79.1 24.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
56 58 55 41 44 122 132
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,423
COMMITMENTS
28,915 5,470 0 1,200 27,077 30,115 32,547 3,308 876
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,929)
1,950 755 0 209 1,146 2,159 1,901 -230 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.5 16.4 0.0 3.6 81.0 90.1 97.4 9.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 9 0 5 13 21 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,129,817
COMMITMENTS
801,227 336,813 4623309 6790759 7216488 12215295 12176610 914,522 953,208
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -612,284)
-301,582 -49,540 -261,098 12,878 -205,662 -549,802 -516,300 -62,481 -95,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.6 35.2 51.7 55.0 93.0 92.7 7.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
79 48 112 137 141 260 266
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,078,285
COMMITMENTS
85,992 87,728 105,710 734,367 771,899 926,068 965,336 152,217 112,949
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 19,923)
4,196 2,752 -2,827 -2,307 6,688 -937 6,613 20,860 13,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 8.1 9.8 68.1 71.6 85.9 89.5 14.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
124 117 101 245 234 411 410
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 454,514
COMMITMENTS
57,399 26,824 36,890 271,964 343,765 366,253 407,479 88,261 47,034
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 7,910)
-6,870 1,014 2,079 2,224 7,215 -2,567 10,308 10,477 -2,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 5.9 8.1 59.8 75.6 80.6 89.7 19.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
25 27 35 76 77 119 121
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,118,859
COMMITMENTS
352,719 514,276 134,342 2312015 2140666 2799076 2789285 319,783 329,574
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 60,065)
21,109 -25,534 9,698 -22,656 -2,636 8,151 -18,471 51,913 78,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 16.5 4.3 74.1 68.6 89.7 89.4 10.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
112 102 82 214 205 357 358
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,889
COMMITMENTS
14,669 7,568 557 79,943 94,186 95,169 102,311 10,720 3,578
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -84)
277 37 -1,540 1,618 1,499 355 -4 -439 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 7.1 0.5 75.5 88.9 89.9 96.6 10.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 5 2 44 36 57 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 125,365
COMMITMENTS
31,916 10,781 11,387 71,631 94,686 114,934 116,854 10,431 8,511
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 8,326)
4,358 -108 1,862 1,642 3,425 7,862 5,179 463 3,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 8.6 9.1 57.1 75.5 91.7 93.2 8.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
89 39 20 84 79 179 132
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,485
COMMITMENTS
11,192 322 0 16,236 28,621 27,428 28,943 3,057 1,542
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 2,530)
2,460 23 0 706 2,980 3,166 3,003 -636 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 1.1 0.0 53.3 93.9 90.0 94.9 10.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 0 10 13 14 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 474,400
COMMITMENTS
153,414 102,087 7,142 276,973 330,325 437,529 439,554 36,872 34,847
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 28,977)
19,815 9,670 -1,015 4,681 2,224 23,481 10,879 5,496 18,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 21.5 1.5 58.4 69.6 92.2 92.7 7.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
86 40 17 78 74 169 126
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 132,124
COMMITMENTS
52,961 16,322 4,647 40,162 91,263 97,770 112,233 34,353 19,891
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -8,397)
-9,511 924 217 4,869 -10,546 -4,425 -9,405 -3,972 1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 12.4 3.5 30.4 69.1 74.0 84.9 26.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
27 16 13 18 21 51 44
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,790
COMMITMENTS
9,687 12,014 0 21,689 10,114 31,376 22,128 9,414 18,662
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 3,121)
-361 3,175 0 3,904 88 3,543 3,263 -422 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 29.5 0.0 53.2 24.8 76.9 54.2 23.1 45.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 11 0 26 18 41 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,542
COMMITMENTS
10,978 10,430 538 25,225 23,307 36,741 34,275 10,801 13,267
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 617)
3,548 -783 499 -5,199 -415 -1,152 -699 1,769 1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 21.9 1.1 53.1 49.0 77.3 72.1 22.7 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 8 1 20 20 30 29
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,384
COMMITMENTS
4,122 1,656 300 21,510 26,564 25,932 28,520 4,452 1,864
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 425)
141 158 0 -20 754 121 912 304 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 5.5 1.0 70.8 87.4 85.3 93.9 14.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 4 1 17 24 23 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 37,701
COMMITMENTS
10,088 2,010 4 19,530 34,133 29,622 36,147 8,079 1,554
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,655)
2,550 384 -59 -877 1,120 1,614 1,445 41 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 5.3 0.0 51.8 90.5 78.6 95.9 21.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 3 1 22 18 38 21
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,765
COMMITMENTS
4,228 2,752 0 9,390 11,571 13,618 14,323 1,147 442
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -463)
-61 -2,070 -5 -18 2,139 -84 64 -379 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 18.6 0.0 63.6 78.4 92.2 97.0 7.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 3 0 5 2 18 5
Updated November 19, 2010