MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,255
COMMITMENTS
3,715 3,272 7,408 25,498 22,245 36,622 32,925 5,634 9,331
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -6,414)
-992 84 -2,098 -3,345 -4,352 -6,434 -6,367 21 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 7.7 17.5 60.3 52.6 86.7 77.9 13.3 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
17 14 17 37 32 62 56
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,326
COMMITMENTS
52,009 18,199 59,233 93,265 112,898 204,506 190,329 22,821 36,997
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,033)
-1,149 -1,623 2,823 -459 1,803 1,215 3,004 -182 -1,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 8.0 26.1 41.0 49.7 90.0 83.7 10.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
78 69 104 62 72 208 196
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 408,326
COMMITMENTS
132,013 25,702 114,089 133,558 193,676 379,660 333,467 28,667 74,859
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 3,398)
2,410 6,071 1,256 85 -2,659 3,751 4,668 -353 -1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 6.3 27.9 32.7 47.4 93.0 81.7 7.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
166 68 117 90 189 316 320
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,928
COMMITMENTS
5,578 1,890 1,528 2,728 7,055 9,835 10,473 2,093 1,454
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 620)
459 -53 105 -14 482 549 534 71 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 15.8 12.8 22.9 59.2 82.5 87.8 17.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
41 16 10 25 35 75 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 54,416
COMMITMENTS
20,478 4,113 13,797 12,269 11,780 46,544 29,690 7,872 24,726
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 2,094)
979 -439 1,020 -17 1,132 1,982 1,713 112 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 7.6 25.4 22.5 21.6 85.5 54.6 14.5 45.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
60 31 47 51 70 138 128
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 58,836
COMMITMENTS
10,388 0 2,647 45,181 55,989 58,215 58,635 621 201
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 106)
315 0 1 -154 263 162 264 -56 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 0.0 4.5 76.8 95.2 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 0 2 11 13 17 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,178
COMMITMENTS
65,241 27,223 3,162 15,948 81,232 84,351 111,617 44,827 17,561
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 8,186)
7,029 3,489 531 -549 3,396 7,011 7,417 1,175 770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 21.1 2.4 12.3 62.9 65.3 86.4 34.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
47 9 9 19 29 69 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 50,734
COMMITMENTS
24,568 10,906 1,407 3,354 29,401 29,330 41,714 21,404 9,020
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,363)
146 951 1 -46 701 102 1,654 1,261 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 21.5 2.8 6.6 58.0 57.8 82.2 42.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
18 9 4 8 19 28 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 118,786
COMMITMENTS
91,372 17,062 0 19,581 100,190 110,953 117,252 7,833 1,534
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -6,446)
-5,292 2,644 0 -1,938 -9,425 -7,230 -6,781 784 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.9 14.4 0.0 16.5 84.3 93.4 98.7 6.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
65 12 0 14 22 79 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 93,438
COMMITMENTS
17,653 30,299 5,311 52,169 31,814 75,132 67,423 18,306 26,015
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 104)
-2,158 -71 -294 2,829 -99 376 -465 -272 569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 32.4 5.7 55.8 34.0 80.4 72.2 19.6 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
14 24 15 27 28 50 58
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 141,486
COMMITMENTS
66,057 27,245 6,344 40,667 78,244 113,068 111,833 28,418 29,653
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 18,778)
15,875 6,560 -347 1,443 16,088 16,972 22,301 1,806 -3,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 19.3 4.5 28.7 55.3 79.9 79.0 20.1 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
39 37 20 27 29 74 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 213,418
COMMITMENTS
34,859 57,929 38,177 89,236 63,562 162,272 159,668 51,146 53,750
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -1,680)
1,381 111 456 -1,577 -1,458 260 -891 -1,940 -789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 27.1 17.9 41.8 29.8 76.0 74.8 24.0 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
51 71 64 42 46 130 144
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,443
COMMITMENTS
21,162 10,431 0 2,210 15,002 23,372 25,433 3,071 1,010
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,353)
2,592 -24 0 -1,781 1,568 811 1,544 542 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.0 39.4 0.0 8.4 56.7 88.4 96.2 11.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 10 0 7 10 24 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,832,630
COMMITMENTS
655,133 206,269 4089909 6240243 6644521 10985285 10940699 847,345 891,931
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 432,152)
69,886 14,548 243,244 69,298 188,302 382,427 446,094 49,725 -13,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.7 34.6 52.7 56.2 92.8 92.5 7.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
71 46 99 127 136 246 242
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 893,694
COMMITMENTS
74,200 78,160 55,209 633,854 664,563 763,264 797,933 130,430 95,762
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 23,100)
3,810 3,117 4,828 11,483 17,253 20,120 25,198 2,979 -2,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 8.7 6.2 70.9 74.4 85.4 89.3 14.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
108 114 84 230 220 386 370
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 351,950
COMMITMENTS
22,589 20,247 30,326 213,976 255,929 266,891 306,502 85,059 45,448
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 12,093)
-1,018 1,003 4,017 6,774 5,736 9,772 10,755 2,321 1,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 5.8 8.6 60.8 72.7 75.8 87.1 24.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
21 25 28 67 63 105 99
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,708,723
COMMITMENTS
281,834 313,347 100,640 2099393 2043167 2481866 2457154 226,857 251,569
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 55,031)
18,298 4,732 9,893 23,548 57,587 51,739 72,213 3,291 -17,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 11.6 3.7 77.5 75.4 91.6 90.7 8.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 485)
95 102 70 205 200 340 332
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 97,902
COMMITMENTS
13,910 6,946 510 72,386 87,758 86,806 95,214 11,095 2,687
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -868)
224 380 318 -1,457 -1,102 -915 -404 47 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 7.1 0.5 73.9 89.6 88.7 97.3 11.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
14 6 2 42 41 57 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 86,146
COMMITMENTS
25,971 6,156 3,809 46,454 72,483 76,235 82,448 9,911 3,697
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 11,081)
2,756 -731 2,174 4,634 9,229 9,564 10,672 1,517 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 7.1 4.4 53.9 84.1 88.5 95.7 11.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
83 26 11 78 77 165 110
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 13,211
COMMITMENTS
4,325 0 0 5,536 12,020 9,861 12,020 3,350 1,191
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 3,793)
2,353 -471 0 1,322 4,019 3,675 3,548 118 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 0.0 0.0 41.9 91.0 74.6 91.0 25.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 0 6 10 10 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 364,673
COMMITMENTS
124,505 47,054 2,772 204,591 302,315 331,868 352,141 32,805 12,531
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 36,440)
12,886 9,575 -2 16,561 26,049 29,445 35,622 6,995 818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 12.9 0.8 56.1 82.9 91.0 96.6 9.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
80 27 10 77 76 161 109
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 129,238
COMMITMENTS
73,527 11,162 4,926 16,603 99,587 95,057 115,675 34,181 13,563
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -2,487)
-2,099 68 310 172 -1,583 -1,617 -1,205 -870 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 8.6 3.8 12.8 77.1 73.6 89.5 26.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
39 10 13 16 22 58 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,695
COMMITMENTS
9,988 13,047 2 19,475 7,364 29,465 20,413 10,230 19,282
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 1,100)
579 705 0 346 357 925 1,062 175 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 32.9 0.0 49.1 18.6 74.2 51.4 25.8 48.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 14 1 20 10 36 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,172
COMMITMENTS
14,940 6,898 420 21,624 23,624 36,984 30,942 11,188 17,230
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 4,238)
3,085 668 171 -313 2,537 2,943 3,376 1,295 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 14.3 0.9 44.9 49.0 76.8 64.2 23.2 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 7 2 16 20 33 28
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,363
COMMITMENTS
4,834 737 340 18,428 24,299 23,602 25,376 3,761 1,987
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: -306)
172 -200 -25 -677 -197 -530 -422 224 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 2.7 1.2 67.3 88.8 86.3 92.7 13.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 3 1 19 24 24 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 38,064
COMMITMENTS
13,257 2,195 6 17,322 34,482 30,585 36,683 7,479 1,381
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: 174)
-732 275 0 385 -86 -347 189 521 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 5.8 0.0 45.5 90.6 80.4 96.4 19.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 4 1 19 19 35 23
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,817
COMMITMENTS
4,149 3,469 14 9,093 11,071 13,256 14,554 1,561 263
CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 23.4 0.1 61.4 74.7 89.5 98.2 10.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 3 1 5 2 18 5
Updated January 7, 2011