MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,282
COMMITMENTS
3,796 2,504 7,567 24,395 23,648 35,758 33,718 5,524 7,564
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -3,415)
-970 -27 -334 -2,034 -3,309 -3,338 -3,670 -76 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 6.1 18.3 59.1 57.3 86.6 81.7 13.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 11 21 39 35 65 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 234,902
COMMITMENTS
50,958 22,829 64,718 95,891 106,939 211,567 194,486 23,335 40,416
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 5,350)
2,036 1,343 1,122 2,098 1,726 5,256 4,191 94 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 9.7 27.6 40.8 45.5 90.1 82.8 9.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
83 84 110 57 66 210 201
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 408,284
COMMITMENTS
134,166 17,523 108,401 135,643 205,327 378,210 331,251 30,074 77,033
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -39,506)
-2,839 763 -33,314 -2,653 -5,369 -38,806 -37,920 -700 -1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 4.3 26.6 33.2 50.3 92.6 81.1 7.4 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 461)
170 60 124 119 201 347 342
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,533
COMMITMENTS
4,045 2,708 968 2,518 4,135 7,532 7,810 2,001 1,722
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 876)
75 588 261 120 -247 457 602 420 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 28.4 10.2 26.4 43.4 79.0 81.9 21.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
32 18 13 17 25 57 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,283
COMMITMENTS
16,720 4,748 9,315 9,347 7,616 35,383 21,679 6,901 20,605
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 1,311)
1,122 -306 26 117 335 1,265 56 46 1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 11.2 22.0 22.1 18.0 83.7 51.3 16.3 48.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
56 23 40 38 47 111 97
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 51,680
COMMITMENTS
8,648 0 80 33,423 50,782 42,151 50,862 9,529 817
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 8,193)
1,869 -5 -57 5,025 7,854 6,837 7,792 1,356 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 0.0 0.2 64.7 98.3 81.6 98.4 18.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 0 1 13 15 19 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,631
COMMITMENTS
47,056 13,431 1,523 30,202 87,957 78,781 102,912 41,851 17,719
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 10,099)
15,276 2,783 -3,116 -2,026 11,049 10,134 10,716 -34 -616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 11.1 1.3 25.0 72.9 65.3 85.3 34.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
37 10 9 21 26 61 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,633
COMMITMENTS
18,016 8,620 705 10,500 25,690 29,221 35,014 15,412 9,619
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -2,175)
1,663 464 -792 -2,069 -1,012 -1,199 -1,341 -976 -834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 19.3 1.6 23.5 57.6 65.5 78.4 34.5 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 9 4 11 14 29 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 143,823
COMMITMENTS
78,102 18,620 1,631 56,856 121,413 136,589 141,664 7,234 2,159
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 9,205)
-19,097 327 1,007 26,151 7,624 8,061 8,958 1,144 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.3 12.9 1.1 39.5 84.4 95.0 98.5 5.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
42 17 4 19 23 65 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 92,595
COMMITMENTS
14,132 26,398 5,373 54,154 38,808 73,660 70,580 18,936 22,016
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -6,127)
-12,357 -1,056 -1,891 9,756 -2,641 -4,491 -5,588 -1,636 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 28.5 5.8 58.5 41.9 79.5 76.2 20.5 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 29 14 32 27 56 61
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 141,987
COMMITMENTS
48,032 24,681 5,111 58,888 77,308 112,031 107,100 29,956 34,887
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -6,934)
-8,252 -267 -3,543 2,484 -3,994 -9,311 -7,804 2,377 870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 17.4 3.6 41.5 54.4 78.9 75.4 21.1 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
28 31 16 30 30 66 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 236,446
COMMITMENTS
33,245 47,594 27,903 124,248 101,306 185,396 176,802 51,050 59,643
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -56,015)
-17,208 -8,112 -29,044 7,315 -17,287 -38,938 -54,444 -17,077 -1,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 20.1 11.8 52.5 42.8 78.4 74.8 21.6 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
42 57 46 47 48 114 126
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,595
COMMITMENTS
22,024 3,763 166 2,185 22,194 24,375 26,123 3,220 1,472
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 20)
-958 -774 166 884 392 92 -216 -72 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.8 13.6 0.6 7.9 80.4 88.3 94.7 11.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 9 3 8 14 23 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,545,920
COMMITMENTS
857,056 312,487 4913492 6871083 7371316 12641631 12597295 904,289 948,624
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 27,798)
112,689 -60,474 525 -84,964 108,282 28,250 48,333 -452 -20,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.3 36.3 50.7 54.4 93.3 93.0 6.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
81 43 111 137 145 258 264
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,121,798
COMMITMENTS
72,788 78,061 128,103 759,922 796,022 960,813 1002187 160,985 119,611
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 59,765)
-4,922 -7,416 31,385 19,813 31,219 46,276 55,188 13,488 4,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 7.0 11.4 67.7 71.0 85.6 89.3 14.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
114 128 111 256 228 429 408
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 477,658
COMMITMENTS
67,112 23,466 42,540 268,467 359,993 378,119 425,999 99,539 51,659
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 31,473)
11,490 -1,793 7,704 5,354 20,678 24,549 26,589 6,925 4,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 4.9 8.9 56.2 75.4 79.2 89.2 20.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
24 29 35 77 77 120 122
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,220,699
COMMITMENTS
314,319 558,913 141,878 2457273 2180148 2913471 2880939 307,228 339,760
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 141,457)
-5,609 48,335 41,955 72,292 52,705 108,639 142,995 32,818 -1,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 17.4 4.4 76.3 67.7 90.5 89.5 9.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 514)
100 114 91 224 201 372 358
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 108,343
COMMITMENTS
15,658 6,814 327 82,133 97,986 98,118 105,127 10,225 3,216
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 768)
-683 -646 -739 3,019 1,907 1,597 522 -829 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 6.3 0.3 75.8 90.4 90.6 97.0 9.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
16 5 1 50 35 66 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 111,775
COMMITMENTS
23,338 9,740 9,116 67,404 86,449 99,858 105,305 11,917 6,471
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 3,248)
998 -671 317 754 3,988 2,069 3,633 1,180 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 8.7 8.2 60.3 77.3 89.3 94.2 10.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
81 30 18 88 80 175 123
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,567
COMMITMENTS
8,421 1,573 0 13,013 24,995 21,434 26,568 6,133 999
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 895)
967 32 0 256 959 1,223 991 -328 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 5.7 0.0 47.2 90.7 77.8 96.4 22.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 3 0 8 16 14 19
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 421,043
COMMITMENTS
113,676 79,924 6,492 271,953 307,268 392,121 393,684 28,922 27,359
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 11,768)
5,393 1,721 -3,655 2,490 15,147 4,228 13,212 7,540 -1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 19.0 1.5 64.6 73.0 93.1 93.5 6.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
77 31 15 86 74 168 115
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 132,701
COMMITMENTS
54,107 10,407 2,334 43,958 104,782 100,398 117,523 32,303 15,178
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 3,032)
8,648 -6,876 -2,760 -1,091 16,986 4,797 7,350 -1,766 -4,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 7.8 1.8 33.1 79.0 75.7 88.6 24.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
28 11 10 17 24 49 41
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 63,587
COMMITMENTS
10,060 13,042 477 27,152 16,963 37,689 30,482 25,898 33,105
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 17,991)
-346 -1,953 429 3,843 5,791 3,926 4,267 14,065 13,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 20.5 0.8 42.7 26.7 59.3 47.9 40.7 52.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 10 2 26 19 43 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,504
COMMITMENTS
14,072 4,857 1,917 26,476 33,400 42,465 40,174 17,039 19,330
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 6,483)
-3 419 803 2,872 -1,720 3,672 -498 2,811 6,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 8.2 3.2 44.5 56.1 71.4 67.5 28.6 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 8 3 22 24 36 34
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 28,966
COMMITMENTS
3,559 1,298 300 20,954 25,131 24,813 26,729 4,153 2,237
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: -47)
-327 -35 0 828 -442 501 -477 -548 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 4.5 1.0 72.3 86.8 85.7 92.3 14.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 1 18 24 23 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 39,484
COMMITMENTS
13,332 1,772 16 18,836 35,928 32,184 37,716 7,300 1,768
CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST: 1,972)
3,291 195 16 -2,009 1,817 1,298 2,028 674 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 4.5 0.0 47.7 91.0 81.5 95.5 18.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
17 3 2 22 18 40 22
Updated December 10, 2010