MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,479
COMMITMENTS
4,036 6,449 574 24,107 21,586 28,717 28,609 4,762 4,870
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,642)
181 350 125 498 1,540 804 2,015 838 -373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 19.3 1.7 72.0 64.5 85.8 85.5 14.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
14 14 11 30 33 50 52
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,905
COMMITMENTS
60,453 29,902 39,079 93,654 114,576 193,186 183,557 24,719 34,348
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 7,783)
3,998 1,376 950 1,681 5,718 6,629 8,044 1,154 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 13.7 17.9 43.0 52.6 88.7 84.2 11.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
87 73 92 57 76 203 202
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 344,832
COMMITMENTS
130,909 61,225 49,562 133,333 164,620 313,804 275,407 31,028 69,425
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 11,278)
-1,407 6,498 6,990 5,904 -4,246 11,487 9,242 -209 2,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 17.8 14.4 38.7 47.7 91.0 79.9 9.0 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
153 76 115 78 184 300 323
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,000
COMMITMENTS
5,184 1,321 1,594 2,448 6,803 9,226 9,718 1,774 1,282
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -242)
-194 -36 129 -178 -212 -243 -119 1 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.1 12.0 14.5 22.3 61.8 83.9 88.3 16.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
39 10 7 19 38 61 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,444
COMMITMENTS
22,434 7,224 10,460 12,517 12,482 45,411 30,166 8,033 23,278
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,771)
823 632 955 436 757 2,214 2,344 557 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 13.5 19.6 23.4 23.4 85.0 56.4 15.0 43.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
57 38 43 42 73 131 134
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,911
COMMITMENTS
10,010 0 2,580 45,459 55,601 58,049 58,181 862 730
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 59)
-581 0 0 278 -563 -303 -563 362 622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 0.0 4.4 77.2 94.4 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 0 1 12 13 18 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,185
COMMITMENTS
67,614 23,559 48 13,829 89,185 81,491 112,792 46,694 15,393
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -1,295)
-3,258 444 45 1,259 -261 -1,954 228 659 -1,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.7 18.4 0.0 10.8 69.6 63.6 88.0 36.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
48 9 2 14 27 62 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,839
COMMITMENTS
19,711 12,719 0 2,369 20,441 22,080 33,160 19,759 8,679
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -1,000)
-786 3,040 -23 -74 -3,514 -883 -497 -117 -503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.1 30.4 0.0 5.7 48.9 52.8 79.3 47.2 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 8 0 6 17 17 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 135,242
COMMITMENTS
108,866 18,664 0 17,841 114,698 126,707 133,362 8,535 1,880
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 7,325)
7,156 526 -89 46 6,366 7,113 6,803 212 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.5 13.8 0.0 13.2 84.8 93.7 98.6 6.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
69 11 0 13 22 82 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 90,630
COMMITMENTS
31,415 25,621 38 32,530 43,587 63,983 69,246 26,647 21,384
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 4,295)
10,401 -483 38 -13,760 8,838 -3,321 8,393 7,616 -4,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 28.3 0.0 35.9 48.1 70.6 76.4 29.4 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 20 2 20 29 43 50
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 110,405
COMMITMENTS
46,258 25,729 436 38,744 53,151 85,438 79,316 24,967 31,089
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 3,273)
2,374 6,581 65 -1,082 -4,500 1,357 2,146 1,916 1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 23.3 0.4 35.1 48.1 77.4 71.8 22.6 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
24 34 9 22 25 53 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 188,933
COMMITMENTS
67,309 63,200 1,634 65,807 71,021 134,750 135,855 54,183 53,078
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -13,071)
24,950 -24,341 317 -43,028 12,578 -17,761 -11,446 4,690 -1,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 33.5 0.9 34.8 37.6 71.3 71.9 28.7 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
44 50 14 35 47 85 105
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,636
COMMITMENTS
21,224 9,977 0 2,761 16,664 23,985 26,641 3,651 995
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 278)
281 -1,346 0 15 1,508 296 162 -18 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.8 36.1 0.0 10.0 60.3 86.8 96.4 13.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 13 0 6 10 23 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,671,946
COMMITMENTS
853,133 504,173 929,963 5127355 5370864 6910451 6805000 761,495 866,946
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 165,078)
156,878 -35,223 25,017 4,199 133,113 186,094 122,907 -21,016 42,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 6.6 12.1 66.8 70.0 90.1 88.7 9.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
54 48 80 112 123 214 215
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 810,682
COMMITMENTS
75,954 82,285 13,265 597,424 626,466 686,643 722,016 124,039 88,666
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 17,216)
-6,299 5,561 1,283 19,245 2,005 14,228 8,849 2,988 8,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 10.2 1.6 73.7 77.3 84.7 89.1 15.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532)
110 98 46 219 211 353 331
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 295,588
COMMITMENTS
16,259 23,797 1,069 196,669 232,790 213,997 257,656 81,591 37,932
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 8,837)
-3,138 2,797 219 6,804 5,032 3,885 8,048 4,952 789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 8.1 0.4 66.5 78.8 72.4 87.2 27.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
12 21 6 57 56 72 80
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,575,471
COMMITMENTS
328,029 321,994 31,427 2003775 1968378 2363231 2321799 212,240 253,672
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 41,897)
-17,093 12,535 6,606 62,204 -15,135 51,717 4,006 -9,820 37,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 12.5 1.2 77.8 76.4 91.8 90.2 8.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 494)
104 94 37 190 192 315 302
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 95,847
COMMITMENTS
13,322 7,489 770 70,724 84,236 84,816 92,495 11,031 3,352
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: -1,701)
-1,770 -279 48 -610 -2,206 -2,332 -2,437 631 736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 7.8 0.8 73.8 87.9 88.5 96.5 11.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
15 7 2 43 43 58 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 88,962
COMMITMENTS
26,546 8,300 4,488 48,304 70,505 79,338 83,293 9,624 5,669
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 4,917)
2,534 653 645 976 2,596 4,156 3,894 761 1,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 9.3 5.0 54.3 79.3 89.2 93.6 10.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
77 38 10 85 82 165 127
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,763
COMMITMENTS
4,286 0 0 6,063 11,822 10,349 11,822 3,414 1,941
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 604)
735 0 0 13 28 748 28 -144 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 0.0 0.0 44.1 85.9 75.2 85.9 24.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 10 10 13 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 375,996
COMMITMENTS
131,621 61,822 2,120 211,205 293,415 344,946 357,357 31,050 18,639
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 21,565)
13,951 8,221 -1,728 4,817 12,838 17,040 19,331 4,525 2,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 16.4 0.6 56.2 78.0 91.7 95.0 8.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
76 38 8 79 80 156 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,314
COMMITMENTS
63,811 10,303 145 17,432 90,843 81,388 101,291 32,926 13,023
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 394)
-1,026 -1,037 28 1,412 269 414 -740 -20 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.8 9.0 0.1 15.2 79.5 71.2 88.6 28.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
30 9 1 12 18 43 27
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,039
COMMITMENTS
8,535 14,568 12 21,079 7,975 29,626 22,555 12,413 19,484
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 2,436)
89 1,572 12 696 -161 797 1,423 1,639 1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 34.7 0.0 50.1 19.0 70.5 53.7 29.5 46.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 13 1 23 10 39 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,536
COMMITMENTS
14,993 7,626 291 25,153 23,161 40,437 31,078 16,099 25,458
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 6,485)
-3,045 451 50 6,064 -2,697 3,069 -2,196 3,416 8,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 13.5 0.5 44.5 41.0 71.5 55.0 28.5 45.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 8 3 20 18 36 28
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,397
COMMITMENTS
4,736 835 340 18,621 23,704 23,697 24,879 3,700 2,518
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 266)
347 103 0 -93 -381 254 -278 12 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 3.0 1.2 68.0 86.5 86.5 90.8 13.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 3 1 18 24 24 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 38,087
COMMITMENTS
10,822 2,893 55 19,388 33,550 30,265 36,498 7,822 1,589
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 108)
168 674 49 -409 -739 -192 -16 300 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 7.6 0.1 50.9 88.1 79.5 95.8 20.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
17 4 1 19 18 37 22
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 01/18/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,069
COMMITMENTS
3,841 3,458 165 9,180 11,709 13,186 15,332 2,883 737
CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST: 1,252)
-308 -11 151 87 638 -70 778 1,322 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 21.5 1.0 57.1 72.9 82.1 95.4 17.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 3 2 7 5 19 8
Updated January 21, 2011