MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,656
COMMITMENTS
4,339 3,308 815 18,820 20,196 23,974 24,319 3,682 3,337
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,533)
97 443 35 1,471 971 1,603 1,449 -70 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 12.0 2.9 68.1 73.0 86.7 87.9 13.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 12 10 31 26 51 45
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 193,252
COMMITMENTS
44,272 32,503 37,636 92,605 91,769 174,513 161,908 18,739 31,344
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -6,141)
-3,203 -3,097 -677 -388 -1,345 -4,268 -5,119 -1,873 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 16.8 19.5 47.9 47.5 90.3 83.8 9.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
64 79 82 45 58 164 181
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 314,299
COMMITMENTS
129,237 38,689 39,481 119,858 173,580 288,576 251,750 25,723 62,549
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 7,144)
-795 -5,501 6,668 3,419 2,842 9,292 4,009 -2,148 3,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 12.3 12.6 38.1 55.2 91.8 80.1 8.2 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
142 57 105 80 188 267 317
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,578
COMMITMENTS
4,096 1,606 1,444 2,472 5,213 8,012 8,263 1,566 1,315
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -559)
-3 -112 -118 -31 -328 -152 -558 -407 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 16.8 15.1 25.8 54.4 83.7 86.3 16.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
27 16 14 17 31 56 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,189
COMMITMENTS
10,402 6,927 4,017 9,824 4,855 24,243 15,799 4,946 13,390
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 2,288)
1,599 -204 1,371 -271 486 2,699 1,653 -411 635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 23.7 13.8 33.7 16.6 83.1 54.1 16.9 45.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
41 28 31 34 36 95 79
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 41,471
COMMITMENTS
7,429 5 137 25,886 40,883 33,452 41,025 8,019 446
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -642)
-400 -11 -469 527 -43 -342 -523 -300 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 0.0 0.3 62.4 98.6 80.7 98.9 19.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 1 12 15 18 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 124,587
COMMITMENTS
58,390 19,949 180 25,324 87,484 83,894 107,613 40,693 16,974
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -4,123)
-4,143 -5,246 81 2,113 1,337 -1,949 -3,828 -2,174 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 16.0 0.1 20.3 70.2 67.3 86.4 32.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
40 9 4 22 21 64 32
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,579
COMMITMENTS
18,005 10,202 0 10,138 24,359 28,143 34,561 16,436 10,018
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -6,421)
-6,906 -2,094 -4 1,174 -4,513 -5,736 -6,611 -685 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 22.9 0.0 22.7 54.6 63.1 77.5 36.9 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 6 0 12 15 23 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 147,623
COMMITMENTS
115,539 22,322 0 25,769 122,190 141,308 144,512 6,315 3,111
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,481)
992 -3,479 0 2,519 4,364 3,511 885 -2,030 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.3 15.1 0.0 17.5 82.8 95.7 97.9 4.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
57 17 0 18 23 75 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 98,997
COMMITMENTS
45,677 21,906 319 29,403 56,634 75,399 78,859 23,598 20,138
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 2,464)
3,762 1,257 -33 4,701 658 8,430 1,882 -5,966 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.1 22.1 0.3 29.7 57.2 76.2 79.7 23.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
32 20 8 23 26 59 50
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 131,701
COMMITMENTS
47,595 24,737 437 54,366 73,253 102,398 98,427 29,303 33,274
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -8,814)
-6,661 7,135 8 2,721 -12,482 -3,932 -5,339 -4,882 -3,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 18.8 0.3 41.3 55.6 77.8 74.7 22.2 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
27 30 5 25 27 56 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 195,598
COMMITMENTS
54,708 46,102 4,768 82,056 99,611 141,532 150,481 54,066 45,117
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -8,930)
-6,769 7,908 -740 1,991 -18,249 -5,518 -11,081 -3,412 2,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 23.6 2.4 42.0 50.9 72.4 76.9 27.6 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
47 48 20 36 40 93 98
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,423
COMMITMENTS
28,915 5,470 0 1,200 27,077 30,115 32,547 3,308 876
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,929)
1,950 755 0 209 1,146 2,159 1,901 -230 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.5 16.4 0.0 3.6 81.0 90.1 97.4 9.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 9 0 5 13 21 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,072,688
COMMITMENTS
867,191 556,947 1029629 5323678 5593925 7220498 7180501 852,190 892,187
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -375,480)
-303,297 -77,110 -89,488 90,915 -111,860 -301,870 -278,458 -73,610 -97,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 6.9 12.8 65.9 69.3 89.4 88.9 10.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
65 37 85 124 129 226 225
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 921,238
COMMITMENTS
86,215 85,101 48,716 646,111 686,161 781,042 819,977 140,196 101,261
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 16,846)
3,271 4,302 -6,964 1,687 5,575 -2,006 2,913 18,852 13,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 9.2 5.3 70.1 74.5 84.8 89.0 15.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545)
109 104 44 227 220 351 354
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 349,376
COMMITMENTS
53,129 23,252 815 214,640 285,689 268,584 309,756 80,792 39,620
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 5,366)
-8,860 618 -198 5,117 7,201 -3,941 7,621 9,307 -2,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 6.7 0.2 61.4 81.8 76.9 88.7 23.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
14 26 7 59 67 77 96
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,859,310
COMMITMENTS
365,436 509,247 39,499 2157355 2002361 2562290 2551107 297,020 308,203
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 57,400)
20,589 -21,644 6,236 -17,149 -8,131 9,676 -23,539 47,724 80,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 17.8 1.4 75.5 70.0 89.6 89.2 10.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 494)
100 97 28 195 188 306 302
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,873
COMMITMENTS
14,669 7,568 557 79,940 94,173 95,166 102,298 10,707 3,575
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -84)
277 37 -1,540 1,625 1,492 362 -11 -446 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 7.1 0.5 75.5 88.9 89.9 96.6 10.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 5 2 43 36 56 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 123,529
COMMITMENTS
31,808 11,049 10,635 70,902 93,589 113,346 115,274 10,183 8,255
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 8,591)
4,381 83 2,000 1,814 3,315 8,194 5,398 397 3,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 8.9 8.6 57.4 75.8 91.8 93.3 8.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
86 39 13 81 77 171 125
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,460
COMMITMENTS
11,192 322 0 16,236 28,621 27,428 28,943 3,032 1,517
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 2,524)
2,460 23 0 706 2,980 3,166 3,003 -642 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 1.1 0.0 53.3 94.0 90.0 95.0 10.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 0 10 13 14 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 465,344
COMMITMENTS
152,874 103,429 3,384 273,330 324,840 429,588 431,653 35,756 33,691
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 30,336)
19,927 10,622 -324 5,539 1,675 25,142 11,973 5,194 18,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 22.2 0.7 58.7 69.8 92.3 92.8 7.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
83 40 10 74 72 160 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,110
COMMITMENTS
52,462 16,260 507 36,564 86,694 89,533 103,461 31,577 17,649
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -9,096)
-10,521 893 345 5,419 -11,369 -4,757 -10,131 -4,339 1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.3 13.4 0.4 30.2 71.6 73.9 85.4 26.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
29 13 5 13 19 44 35
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,790
COMMITMENTS
9,687 12,014 0 21,689 10,114 31,376 22,128 9,414 18,662
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 3,121)
-361 3,175 0 3,904 88 3,543 3,263 -422 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 29.5 0.0 53.2 24.8 76.9 54.2 23.1 45.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 11 0 26 18 41 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,542
COMMITMENTS
10,978 10,430 538 25,225 23,307 36,741 34,275 10,801 13,267
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 617)
3,548 -783 499 -5,199 -415 -1,152 -699 1,769 1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 21.9 1.1 53.1 49.0 77.3 72.1 22.7 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 8 1 20 20 30 29
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,384
COMMITMENTS
4,122 1,656 300 21,510 26,564 25,932 28,520 4,452 1,864
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 425)
141 158 0 -20 754 121 912 304 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 5.5 1.0 70.8 87.4 85.3 93.9 14.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 4 1 17 24 23 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 37,701
COMMITMENTS
10,088 2,010 4 19,530 34,133 29,622 36,147 8,079 1,554
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: 1,655)
2,550 384 -59 -877 1,120 1,614 1,445 41 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 5.3 0.0 51.8 90.5 78.6 95.9 21.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 3 1 22 18 38 21
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 11/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,765
COMMITMENTS
4,228 2,752 0 9,390 11,571 13,618 14,323 1,147 442
CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST: -463)
-61 -2,070 -5 -18 2,139 -84 64 -379 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 18.6 0.0 63.6 78.4 92.2 97.0 7.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 3 0 5 2 18 5
Updated November 19, 2010