MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,975
COMMITMENTS
1,144 2,377 5,220 22,397 19,633 28,761 27,231 5,213 6,743
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 643)
-200 -195 66 727 762 592 633 50 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 7.0 15.4 65.9 57.8 84.7 80.2 15.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
11 8 14 39 32 57 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,445
COMMITMENTS
61,563 16,813 66,707 92,134 120,485 220,404 204,005 24,041 40,440
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -7,791)
-1,561 -5,856 -4,213 -2,174 1,576 -7,948 -8,492 157 701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.9 27.3 37.7 49.3 90.2 83.5 9.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
102 66 102 53 63 217 183
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 407,917
COMMITMENTS
136,589 22,705 101,157 137,233 210,278 374,979 334,141 32,939 73,777
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -7,755)
2,921 -7,821 -8,150 -6,368 2,692 -11,597 -13,279 3,842 5,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 5.6 24.8 33.6 51.5 91.9 81.9 8.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
159 59 117 86 178 306 310
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,388
COMMITMENTS
3,735 4,138 1,498 2,978 2,898 8,212 8,533 2,176 1,854
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 17)
3 170 -161 131 -64 -26 -55 43 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 39.8 14.4 28.7 27.9 79.1 82.2 20.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 27 18 21 22 60 59
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,999
COMMITMENTS
12,175 4,971 6,713 11,676 7,539 30,564 19,223 7,435 18,776
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -3,918)
-2,517 102 -252 -538 -1,618 -3,307 -1,767 -611 -2,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 13.1 17.7 30.7 19.8 80.4 50.6 19.6 49.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
38 27 40 50 52 114 101
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,319
COMMITMENTS
9,754 20 602 18,707 33,580 29,063 34,202 5,256 117
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,053)
1,462 -100 0 -362 1,124 1,100 1,024 -47 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 0.1 1.8 54.5 97.8 84.7 99.7 15.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 1 11 11 17 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 117,408
COMMITMENTS
47,067 5,045 5,082 19,726 90,403 71,876 100,530 45,532 16,878
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 2,152)
8,129 -523 -3,184 -5,128 7,528 -183 3,821 2,335 -1,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 4.3 4.3 16.8 77.0 61.2 85.6 38.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
33 8 13 20 23 57 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,228
COMMITMENTS
16,264 6,293 1,548 23,947 36,999 41,759 44,840 14,469 11,388
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -5,925)
-3,546 1,605 -54 -505 -9,540 -4,105 -7,988 -1,820 2,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 11.2 2.8 42.6 65.8 74.3 79.7 25.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 9 5 12 14 30 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 110,281
COMMITMENTS
80,624 8,255 234 23,698 100,737 104,556 109,226 5,725 1,055
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 18,032)
18,121 893 106 -155 17,082 18,072 18,081 -40 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.1 7.5 0.2 21.5 91.3 94.8 99.0 5.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
44 14 2 16 23 61 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 164,207
COMMITMENTS
33,646 31,171 13,034 92,288 93,260 138,968 137,465 25,239 26,741
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -2,907)
10,382 -568 -8,067 -8,166 8,368 -5,850 -267 2,943 -2,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 19.0 7.9 56.2 56.8 84.6 83.7 15.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 28 19 20 27 56 64
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 151,231
COMMITMENTS
65,721 12,970 6,643 48,210 99,180 120,573 118,793 30,658 32,438
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -1,276)
4,674 59 -4,364 -734 2,600 -423 -1,705 -853 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 8.6 4.4 31.9 65.6 79.7 78.6 20.3 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
40 25 16 29 34 74 70
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 290,287
COMMITMENTS
51,622 55,953 40,669 148,046 140,281 240,336 236,903 49,951 53,384
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -28,265)
646 -8,627 -18,954 -6,239 9,091 -24,546 -18,491 -3,719 -9,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 19.3 14.0 51.0 48.3 82.8 81.6 17.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
49 58 53 44 50 121 133
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,036
COMMITMENTS
18,992 6,448 744 1,889 16,756 21,625 23,948 3,411 1,088
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 637)
-1,361 1,154 744 1,073 -986 456 912 181 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.9 25.8 3.0 7.5 66.9 86.4 95.7 13.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 12 1 5 15 20 28
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,914,205
COMMITMENTS
1379273 370,798 5205918 6310238 7325463 12895430 12902179 1018776 1012027
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 98,688)
95,760 6,863 -6,434 32,717 180,646 122,043 181,075 -23,354 -82,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.7 37.4 45.4 52.6 92.7 92.7 7.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
61 73 117 140 148 272 272
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 990,404
COMMITMENTS
66,210 93,211 62,105 714,875 711,922 843,190 867,238 147,213 123,166
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 10,042)
2,139 3,165 4,165 11,453 11,658 17,757 18,988 -7,714 -8,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 9.4 6.3 72.2 71.9 85.1 87.6 14.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553)
92 127 100 222 235 381 395
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 399,893
COMMITMENTS
22,664 41,874 28,508 265,678 256,177 316,850 326,559 83,043 73,334
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 5,829)
684 4,604 931 3,294 6,396 4,909 11,931 920 -6,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 10.5 7.1 66.4 64.1 79.2 81.7 20.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
23 31 37 78 67 124 112
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,952,553
COMMITMENTS
291,818 330,770 93,900 2245982 2278722 2631701 2703393 320,852 249,160
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 21,068)
14,815 346 8,630 40,793 26,306 64,238 35,283 -43,170 -14,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 11.2 3.2 76.1 77.2 89.1 91.6 10.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 493)
83 107 78 194 214 327 349
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,152
COMMITMENTS
12,931 7,097 0 65,046 77,485 77,977 84,582 11,175 4,570
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 1,918)
1,799 25 0 -644 1,878 1,155 1,903 763 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 8.0 0.0 73.0 86.9 87.5 94.9 12.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
10 2 0 48 35 58 37
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 88,095
COMMITMENTS
20,802 13,202 2,117 54,993 66,859 77,912 82,177 10,183 5,918
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 3,434)
2,535 -430 597 689 2,937 3,821 3,104 -387 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 15.0 2.4 62.4 75.9 88.4 93.3 11.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
65 35 15 72 84 145 126
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 14,412
COMMITMENTS
1,477 2,497 0 7,328 10,749 8,805 13,246 5,607 1,166
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 449)
492 0 0 21 492 513 492 -64 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 17.3 0.0 50.8 74.6 61.1 91.9 38.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 11 11 12 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 368,417
COMMITMENTS
103,701 60,601 3,507 238,327 280,548 345,535 344,655 22,882 23,762
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 14,926)
12,367 1 833 3,340 12,224 16,540 13,058 -1,615 1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 16.4 1.0 64.7 76.1 93.8 93.6 6.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
64 36 14 66 79 138 121
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,946
COMMITMENTS
68,510 14,164 3,051 21,921 86,804 93,483 104,019 28,463 17,926
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 13,362)
6,109 895 -1,106 5,995 11,806 10,998 11,595 2,364 1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 11.6 2.5 18.0 71.2 76.7 85.3 23.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
30 17 9 18 20 52 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 30,328
COMMITMENTS
6,625 4,917 0 14,570 10,043 21,195 14,960 9,133 15,368
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -1,623)
-718 646 -8 -124 -1,362 -850 -724 -773 -899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 16.2 0.0 48.0 33.1 69.9 49.3 30.1 50.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 9 0 18 13 32 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,273
COMMITMENTS
4,194 3,643 641 39,519 23,214 44,354 27,498 7,919 24,775
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 2,225)
579 -1,605 84 1,172 352 1,835 -1,169 390 3,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 7.0 1.2 75.6 44.4 84.9 52.6 15.1 47.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 13 1 22 21 31 34
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,509
COMMITMENTS
4,602 266 300 22,245 27,809 27,147 28,375 3,362 2,134
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -806)
-1,082 266 0 479 -927 -603 -661 -203 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.9 1.0 72.9 91.2 89.0 93.0 11.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 1 1 17 20 23 22
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 27,515
COMMITMENTS
6,620 204 0 15,088 24,696 21,708 24,900 5,807 2,615
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 411)
-170 0 0 533 -453 363 -453 48 864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 0.7 0.0 54.8 89.8 78.9 90.5 21.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 1 0 17 15 29 16
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,987
COMMITMENTS
4,201 3,035 47 10,120 11,615 14,368 14,697 1,619 1,290
CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -9)
-16 -681 44 -446 284 -418 -353 409 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 19.0 0.3 63.3 72.7 89.9 91.9 10.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 5 2 8 4 19 11
Updated August 13, 2010