MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,837
COMMITMENTS
3,855 6,099 449 23,609 20,046 27,913 26,594 3,924 5,243
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,096)
678 72 -228 1,537 1,726 1,987 1,570 109 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 19.2 1.4 74.2 63.0 87.7 83.5 12.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
15 11 8 31 31 50 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 210,122
COMMITMENTS
56,455 28,526 38,129 91,973 108,858 186,557 175,513 23,565 34,609
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 4,826)
5,383 596 -3,400 874 6,588 2,857 3,784 1,969 1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 13.6 18.1 43.8 51.8 88.8 83.5 11.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
76 75 91 54 69 193 189
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,554
COMMITMENTS
132,316 54,727 42,572 127,429 168,866 302,317 266,165 31,237 67,389
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 3,248)
924 315 -4,880 2,187 3,637 -1,769 -928 5,017 4,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 16.4 12.8 38.2 50.6 90.6 79.8 9.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
152 68 111 75 181 289 313
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,242
COMMITMENTS
5,378 1,357 1,465 2,626 7,015 9,469 9,837 1,773 1,405
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -541)
-203 -608 39 -98 24 -262 -545 -279 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 12.1 13.0 23.4 62.4 84.2 87.5 15.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
40 10 9 26 36 70 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,673
COMMITMENTS
21,611 6,592 9,505 12,081 11,725 43,197 27,822 7,476 22,851
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,537)
1,151 42 84 13 979 1,248 1,105 289 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 13.0 18.8 23.8 23.1 85.2 54.9 14.8 45.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
62 34 37 38 69 124 123
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,852
COMMITMENTS
10,591 0 2,580 45,181 56,164 58,352 58,744 500 108
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 230)
244 0 0 0 216 244 216 -14 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 0.0 4.4 76.8 95.4 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 0 1 11 13 17 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,480
COMMITMENTS
70,872 23,115 3 12,570 89,446 83,445 112,564 46,035 16,916
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 8,722)
5,451 -3,958 -52 -333 11,292 5,066 7,282 3,656 1,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.7 17.9 0.0 9.7 69.1 64.4 86.9 35.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
46 5 1 12 27 58 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,839
COMMITMENTS
20,497 9,679 23 2,443 23,955 22,963 33,657 19,876 9,182
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -4,645)
-3,990 -1,776 14 134 -4,126 -3,842 -5,888 -803 1,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 22.6 0.1 5.7 55.9 53.6 78.6 46.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 7 1 7 18 21 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 127,917
COMMITMENTS
101,710 18,138 89 17,795 108,332 119,594 126,559 8,323 1,358
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 9,131)
10,338 1,076 89 -1,786 8,142 8,641 9,307 490 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.5 14.2 0.1 13.9 84.7 93.5 98.9 6.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
77 11 1 13 27 90 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 86,335
COMMITMENTS
21,014 26,104 0 46,290 34,749 67,304 60,853 19,031 25,482
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 2,065)
3,520 -5,523 -15 -3,146 7,030 359 1,492 1,706 573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 30.2 0.0 53.6 40.2 78.0 70.5 22.0 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
13 22 0 22 26 35 48
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 107,132
COMMITMENTS
43,884 19,148 371 39,826 57,651 84,081 77,170 23,051 29,962
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -21,351)
-22,040 -7,711 69 4,112 -16,836 -17,859 -24,478 -3,492 3,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 17.9 0.3 37.2 53.8 78.5 72.0 21.5 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 31 6 21 24 48 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 202,004
COMMITMENTS
42,359 87,541 1,317 108,835 58,443 152,511 147,301 49,493 54,703
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 38,765)
5,257 26,238 132 31,132 5,595 36,521 31,965 2,244 6,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 43.3 0.7 53.9 28.9 75.5 72.9 24.5 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
40 63 15 38 44 86 114
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,358
COMMITMENTS
20,943 11,323 0 2,746 15,156 23,689 26,479 3,669 879
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 915)
-219 892 0 536 154 317 1,046 598 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.6 41.4 0.0 10.0 55.4 86.6 96.8 13.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 14 0 5 8 21 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,506,868
COMMITMENTS
696,255 539,396 904,946 5123156 5237751 6724357 6682093 782,511 824,775
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 249,310)
-35,598 88,619 100,650 199,176 67,786 264,228 257,055 -14,918 -7,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 7.2 12.1 68.2 69.8 89.6 89.0 10.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
53 44 80 115 125 215 215
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 793,466
COMMITMENTS
82,253 76,724 11,982 578,179 624,461 672,415 713,167 121,051 80,299
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 17,063)
10,082 -201 147 7,220 21,166 17,449 21,112 -386 -4,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 9.7 1.5 72.9 78.7 84.7 89.9 15.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 527)
112 93 49 213 215 349 334
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 286,751
COMMITMENTS
19,397 21,000 850 189,865 227,758 210,112 249,608 76,639 37,143
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 10,293)
214 1,207 -299 12,789 10,447 12,704 11,355 -2,411 -1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 7.3 0.3 66.2 79.4 73.3 87.0 26.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
14 17 7 53 59 70 80
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,533,574
COMMITMENTS
345,122 309,459 24,821 1941571 1983513 2311514 2317793 222,060 215,781
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 33,850)
54,761 -1,617 -3,193 -27,843 53,595 23,725 48,785 10,125 -14,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 12.2 1.0 76.6 78.3 91.2 91.5 8.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 490)
107 89 38 186 195 310 305
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 97,548
COMMITMENTS
15,092 7,768 722 71,334 86,442 87,148 94,932 10,400 2,616
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -352)
1,182 822 212 -1,051 -1,316 343 -282 -695 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 8.0 0.7 73.1 88.6 89.3 97.3 10.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
14 6 1 45 42 59 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 84,045
COMMITMENTS
24,012 7,647 3,843 47,328 67,909 75,182 79,399 8,863 4,646
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -908)
-1,834 1,576 291 1,551 -3,887 8 -2,020 -916 1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 9.1 4.6 56.3 80.8 89.5 94.5 10.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
78 33 10 83 79 164 119
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,159
COMMITMENTS
3,551 0 0 6,050 11,794 9,601 11,794 3,558 1,365
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -43)
-774 0 0 514 -226 -260 -226 217 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 0.0 0.0 46.0 89.6 73.0 89.6 27.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 8 9 11 9
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 354,431
COMMITMENTS
117,670 53,601 3,848 206,388 280,577 327,906 338,026 26,525 16,405
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -4,326)
-6,209 6,972 2,364 5,186 -18,304 1,341 -8,968 -5,667 4,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 15.1 1.1 58.2 79.2 92.5 95.4 7.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
75 35 8 78 77 156 117
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,920
COMMITMENTS
64,837 11,340 117 16,020 90,574 80,974 102,031 32,946 11,889
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -7,642)
-10,219 -1,203 -1 2,477 -6,298 -7,743 -7,502 101 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 10.0 0.1 14.1 79.5 71.1 89.6 28.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
33 13 1 12 17 46 30
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,603
COMMITMENTS
8,446 12,996 0 20,383 8,136 28,829 21,132 10,774 18,471
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -92)
-1,542 -51 -2 908 772 -636 719 544 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 32.8 0.0 51.5 20.5 72.8 53.4 27.2 46.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 13 0 21 12 36 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,051
COMMITMENTS
18,038 7,175 241 19,089 25,858 37,368 33,274 12,683 16,777
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,879)
3,098 277 -179 -2,535 2,234 384 2,332 1,495 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 14.3 0.5 38.1 51.7 74.7 66.5 25.3 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
20 6 2 16 20 37 27
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,131
COMMITMENTS
4,389 732 340 18,714 24,085 23,443 25,157 3,688 1,974
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -232)
-445 -5 0 286 -214 -159 -219 -73 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 2.7 1.3 69.0 88.8 86.4 92.7 13.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 3 1 18 23 23 27
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 37,979
COMMITMENTS
10,654 2,219 6 19,797 34,289 30,457 36,514 7,522 1,465
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -85)
-2,603 24 0 2,475 -193 -128 -169 43 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 5.8 0.0 52.1 90.3 80.2 96.1 19.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 3 1 20 18 37 21
Updated January 14, 2011