BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,495
COMMITMENTS
0 128 2 1,834 1,550 1,836 1,680 659 815
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 0.1 73.5 62.1 73.6 67.3 26.4 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 11 13 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 45,717
COMMITMENTS
4,345 3,569 7,986 27,451 24,423 39,782 35,979 5,935 9,739
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 3,462)
630 298 578 1,953 2,178 3,161 3,054 301 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 7.8 17.5 60.0 53.4 87.0 78.7 13.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
20 8 17 38 36 63 56
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 234,296
COMMITMENTS
57,586 17,983 57,889 94,114 120,030 209,589 195,901 24,707 38,394
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 6,969)
5,577 -216 -1,344 850 7,132 5,083 5,572 1,886 1,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.7 24.7 40.2 51.2 89.5 83.6 10.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
81 72 104 60 72 210 196
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 422,705
COMMITMENTS
137,719 27,339 114,302 137,226 200,975 389,248 342,616 33,457 80,088
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 14,378)
5,706 1,637 213 3,668 7,299 9,588 9,149 4,790 5,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 6.5 27.0 32.5 47.5 92.1 81.1 7.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
166 68 127 98 190 330 330
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 11,405
COMMITMENTS
5,361 1,265 1,585 2,635 7,079 9,582 9,929 1,823 1,475
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -523)
-217 -625 57 -93 23 -253 -544 -270 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 11.1 13.9 23.1 62.1 84.0 87.1 16.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
40 10 10 27 36 72 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 56,380
COMMITMENTS
21,541 3,870 14,575 12,329 12,893 48,445 31,338 7,936 25,042
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 1,964)
1,063 -243 778 60 1,113 1,901 1,647 63 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 6.9 25.9 21.9 22.9 85.9 55.6 14.1 44.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
66 31 47 55 74 149 131
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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: 58,964
COMMITMENTS
10,635 0 2,648 45,181 56,164 58,464 58,812 500 152
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 128)
248 0 2 0 176 249 177 -121 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.0 4.5 76.6 95.3 99.2 99.7 0.8 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 01/11/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 136,381
COMMITMENTS
70,292 23,433 2,298 15,508 91,399 88,098 117,130 48,283 19,251
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 7,202)
5,051 -3,790 -864 -441 10,167 3,747 5,513 3,456 1,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 17.2 1.7 11.4 67.0 64.6 85.9 35.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
44 9 8 16 29 65 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 44,817
COMMITMENTS
20,659 9,437 571 2,897 24,773 24,128 34,781 20,689 10,036
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -5,917)
-3,909 -1,469 -836 -457 -4,629 -5,202 -6,933 -715 1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 21.1 1.3 6.5 55.3 53.8 77.6 46.2 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 6 3 9 19 25 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 94,138
COMMITMENTS
21,147 27,312 3,438 49,504 36,786 74,089 67,536 20,049 26,602
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 699)
3,495 -2,987 -1,872 -2,666 4,972 -1,043 113 1,743 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 29.0 3.7 52.6 39.1 78.7 71.7 21.3 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 28 13 26 30 48 62
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 117,560
COMMITMENTS
44,384 19,992 4,387 43,685 60,659 92,457 85,039 25,104 32,521
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -23,925)
-21,673 -7,253 -1,956 3,018 -17,585 -20,612 -26,794 -3,314 2,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 17.0 3.7 37.2 51.6 78.6 72.3 21.4 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
25 36 16 30 25 66 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 245,906
COMMITMENTS
42,202 85,024 32,439 117,932 68,062 192,573 185,525 53,333 60,381
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 32,488)
7,343 27,095 -5,738 28,696 4,501 30,301 25,858 2,188 6,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 34.6 13.2 48.0 27.7 78.3 75.4 21.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
45 75 58 44 48 124 146
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 12,273,065
COMMITMENTS
644,098 291,796 4291858 6497420 6797565 11433377 11381219 839,688 891,846
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 440,435)
-11,035 85,527 201,949 257,177 153,044 448,092 440,520 -7,656 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 2.4 35.0 52.9 55.4 93.2 92.7 6.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
75 45 105 131 140 252 253
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED 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: 926,081
COMMITMENTS
83,473 77,930 62,252 650,292 694,283 796,016 834,465 130,064 91,616
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 32,386)
9,273 -230 7,042 16,438 29,720 32,753 36,532 -366 -4,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 8.4 6.7 70.2 75.0 86.0 90.1 14.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562)
117 122 102 236 225 414 388
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 370,854
COMMITMENTS
22,731 22,054 33,633 231,849 271,225 288,213 326,912 82,641 43,942
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 18,904)
142 1,807 3,307 17,873 15,296 21,322 20,410 -2,418 -1,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 5.9 9.1 62.5 73.1 77.7 88.2 22.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
20 28 29 68 66 108 103
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 2,776,134
COMMITMENTS
333,162 308,835 113,642 2092214 2115286 2539018 2537764 237,116 238,371
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: 67,411)
51,329 -4,511 13,002 -7,178 72,119 57,152 80,609 10,259 -13,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 11.1 4.1 75.4 76.2 91.5 91.4 8.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 508)
107 106 87 212 204 368 348
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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: 97,549
COMMITMENTS
15,092 7,768 722 71,335 86,442 87,149 94,932 10,400 2,617
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -353)
1,182 822 212 -1,052 -1,316 342 -282 -695 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 46 42 60 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED 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: 85,294
COMMITMENTS
24,109 7,720 4,103 48,094 68,612 76,306 80,435 8,988 4,859
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -851)
-1,863 1,564 294 1,640 -3,871 71 -2,013 -923 1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 9.1 4.8 56.4 80.4 89.5 94.3 10.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
79 33 14 88 80 173 121
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 13,168
COMMITMENTS
3,551 0 0 6,050 11,794 9,601 11,794 3,567 1,374
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 TRADER
27.0 0.0 0.0 45.9 89.6 72.9 89.6 27.1 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
OPTION AND FUTURES COMBINED 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: 360,629
COMMITMENTS
118,199 54,012 5,103 210,222 284,091 333,524 343,205 27,105 17,424
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -4,043)
-6,305 6,957 2,331 5,631 -18,224 1,657 -8,936 -5,700 4,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 15.0 1.4 58.3 78.8 92.5 95.2 7.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
76 35 13 85 78 168 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 120,611
COMMITMENTS
64,660 12,393 2,293 19,132 92,561 86,085 107,247 34,526 13,365
CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST: -8,626)
-8,867 1,231 -2,633 2,529 -7,026 -8,972 -8,428 345 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 10.3 1.9 15.9 76.7 71.4 88.9 28.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
36 14 8 15 19 54 38
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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