BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,487
COMMITMENTS
51 334 22 1,836 1,416 1,909 1,772 578 715
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 222)
51 132 15 64 -85 130 62 92 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 13.4 0.9 73.8 56.9 76.8 71.3 23.2 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 2 13 14 15 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,243
COMMITMENTS
5,682 6,422 2,167 26,186 26,761 34,035 35,350 6,208 4,893
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 3,795)
944 -154 517 1,036 2,999 2,497 3,362 1,298 433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 16.0 5.4 65.1 66.5 84.6 87.8 15.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 12 15 35 35 62 55
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,344
COMMITMENTS
68,703 32,256 47,026 97,561 125,980 213,290 205,262 29,054 37,082
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 13,509)
8,748 2,738 589 2,256 9,443 11,593 12,770 1,916 739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 13.3 19.4 40.3 52.0 88.0 84.7 12.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
100 65 104 58 77 228 203
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 368,348
COMMITMENTS
130,564 64,954 57,893 148,655 177,494 337,112 300,341 31,236 68,007
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 9,915)
1,465 2,762 -2,310 11,407 8,918 10,562 9,370 -647 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 17.6 15.7 40.4 48.2 91.5 81.5 8.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
151 86 126 90 195 317 348
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,363
COMMITMENTS
5,251 1,392 815 2,358 6,866 8,424 9,073 1,939 1,290
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -683)
226 17 -726 -146 58 -646 -651 -37 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.7 13.4 7.9 22.8 66.3 81.3 87.6 18.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
40 12 15 17 34 67 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 52,705
COMMITMENTS
21,043 6,288 10,060 13,118 13,949 44,221 30,297 8,484 22,408
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -1,192)
-1,672 -648 -305 725 266 -1,252 -687 60 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 11.9 19.1 24.9 26.5 83.9 57.5 16.1 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
57 37 41 42 81 127 141
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 59,042
COMMITMENTS
10,619 0 2,580 44,461 56,417 57,660 58,997 1,382 45
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 131)
609 0 0 -998 816 -389 816 520 -685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 0.0 4.4 75.3 95.6 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 1 10 12 17 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 119,488
COMMITMENTS
55,186 21,372 557 15,872 82,109 71,615 104,038 47,873 15,450
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 1,589)
1,111 -984 149 -855 683 405 -152 1,184 1,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 17.9 0.5 13.3 68.7 59.9 87.1 40.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
40 8 4 14 29 56 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,750
COMMITMENTS
22,079 11,638 66 2,659 24,378 24,804 36,082 21,946 10,668
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 6,280)
4,404 557 48 -322 5,515 4,130 6,120 2,150 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 24.9 0.1 5.7 52.1 53.1 77.2 46.9 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 8 2 8 17 24 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 151,734
COMMITMENTS
123,543 20,426 32 20,100 129,964 143,675 150,422 8,059 1,312
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 8,948)
8,564 692 -30 591 8,556 9,125 9,218 -177 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.4 13.5 0.0 13.2 85.7 94.7 99.1 5.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
74 10 1 13 23 88 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 108,587
COMMITMENTS
46,923 24,264 83 29,231 61,587 76,237 85,934 32,350 22,653
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 11,939)
10,895 -3,876 -41 -1,804 15,152 9,050 11,235 2,889 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 22.3 0.1 26.9 56.7 70.2 79.1 29.8 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
29 22 7 19 28 51 54
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 116,384
COMMITMENTS
52,648 21,167 514 36,222 61,666 89,384 83,347 27,000 33,037
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -277)
-1,847 -1,110 34 -183 -2,152 -1,996 -3,228 1,719 2,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 18.2 0.4 31.1 53.0 76.8 71.6 23.2 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
29 33 8 25 28 60 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 211,730
COMMITMENTS
80,381 40,447 2,464 65,404 111,805 148,249 154,716 63,481 57,014
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 12,024)
6,893 -10,140 1,367 2,421 20,734 10,681 11,961 1,343 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 19.1 1.2 30.9 52.8 70.0 73.1 30.0 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
53 41 16 36 48 96 98
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,450
COMMITMENTS
20,041 9,771 0 3,486 16,667 23,527 26,438 3,923 1,012
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 1,251)
1,534 -109 0 -258 1,488 1,276 1,379 -25 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.0 35.6 0.0 12.7 60.7 85.7 96.3 14.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 10 0 5 10 27 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,341,997
COMMITMENTS
878,803 620,488 1143260 5467239 5698580 7489302 7462328 852,695 879,669
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 408,969)
20,869 91,133 179,725 180,715 151,596 381,309 422,454 27,660 -13,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 7.4 13.7 65.5 68.3 89.8 89.5 10.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
50 58 87 117 134 227 234
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 855,085
COMMITMENTS
83,521 84,313 26,232 616,916 660,000 726,669 770,545 128,416 84,540
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 17,136)
580 1,324 10,228 7,105 10,986 17,914 22,538 -777 -5,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 9.9 3.1 72.1 77.2 85.0 90.1 15.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534)
112 100 58 215 217 354 349
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 313,529
COMMITMENTS
17,325 30,006 3,524 213,403 242,995 234,252 276,525 79,277 37,004
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 5,519)
-2,663 5,988 2,159 13,397 -677 12,893 7,470 -7,374 -1,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 9.6 1.1 68.1 77.5 74.7 88.2 25.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
16 23 9 60 54 80 82
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,707,779
COMMITMENTS
401,779 342,334 42,741 2017563 2085026 2462083 2470101 245,696 237,678
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 58,087)
34,995 -4,542 21,567 -31,458 58,317 25,104 75,342 32,983 -17,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 12.6 1.6 74.5 77.0 90.9 91.2 9.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 496)
106 95 44 187 198 314 316
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 99,040
COMMITMENTS
15,904 7,889 354 72,180 88,255 88,438 96,498 10,602 2,542
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 1,515)
1,333 1,187 -468 508 1,512 1,373 2,231 142 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 8.0 0.4 72.9 89.1 89.3 97.4 10.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
14 6 1 43 44 57 51
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 89,303
COMMITMENTS
27,429 7,759 4,413 47,246 71,304 79,088 83,475 10,215 5,828
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -4,210)
-1,071 28 -1,423 -1,855 -3,356 -4,349 -4,751 139 541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 8.7 4.9 52.9 79.8 88.6 93.5 11.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
76 36 9 80 82 160 123
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 16,043
COMMITMENTS
3,479 490 256 8,809 12,524 12,544 13,270 3,499 2,773
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -800)
-1,835 246 0 1,196 -1,551 -639 -1,305 -161 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 3.1 1.6 54.9 78.1 78.2 82.7 21.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 12 10 15 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 366,300
COMMITMENTS
137,221 53,814 3,312 192,186 293,900 332,719 351,026 33,581 15,274
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -17,050)
-4,171 -9,081 874 -15,253 -9,023 -18,550 -17,230 1,500 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 14.7 0.9 52.5 80.2 90.8 95.8 9.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
76 35 7 76 79 154 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,991
COMMITMENTS
71,144 11,067 167 15,318 95,573 86,629 106,807 34,362 14,184
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 7,421)
11,959 -2,660 2 -8,404 9,716 3,557 7,058 3,864 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.8 9.1 0.1 12.7 79.0 71.6 88.3 28.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
30 12 4 15 18 47 32
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,398
COMMITMENTS
8,202 11,332 12 21,234 10,405 29,448 21,749 10,950 18,649
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -389)
-195 571 0 1,804 1,334 1,609 1,905 -1,998 -2,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 28.1 0.0 52.6 25.8 72.9 53.8 27.1 46.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 10 1 23 14 40 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,245
COMMITMENTS
13,105 7,663 1,473 34,371 23,788 48,949 32,924 15,296 31,321
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 6,532)
124 151 936 4,590 -749 5,650 338 882 6,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 11.9 2.3 53.5 37.0 76.2 51.2 23.8 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 7 3 20 18 41 27
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 28,493
COMMITMENTS
4,394 740 330 20,047 24,693 24,771 25,763 3,722 2,730
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 354)
-402 209 0 817 -153 415 56 -61 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 2.6 1.2 70.4 86.7 86.9 90.4 13.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 3 1 19 25 26 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 34,150
COMMITMENTS
8,626 3,885 84 18,159 28,237 26,869 32,206 7,281 1,944
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: -4,075)
-1,678 129 0 -1,672 -4,564 -3,350 -4,435 -725 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 11.4 0.2 53.2 82.7 78.7 94.3 21.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 5 1 18 20 35 25
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 02/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,827
COMMITMENTS
4,114 3,314 5 8,224 10,939 12,343 14,258 2,484 569
CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST: 234)
327 338 -59 -24 -36 244 243 -10 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 22.4 0.0 55.5 73.8 83.2 96.2 16.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 3 1 6 4 18 8
Updated February 4, 2011