MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,609
COMMITMENTS
1,150 2,023 5,250 22,942 20,317 29,342 27,591 5,266 7,018
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 634)
6 -354 30 545 684 581 360 53 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.8 15.2 66.3 58.7 84.8 79.7 15.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
9 11 14 39 33 58 48
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,851
COMMITMENTS
57,356 17,694 59,884 88,368 112,830 205,608 190,408 22,243 37,443
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -16,594)
-4,207 882 -6,823 -3,766 -7,655 -14,796 -13,596 -1,797 -2,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 7.8 26.3 38.8 49.5 90.2 83.6 9.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
97 58 92 46 56 195 167
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 415,127
COMMITMENTS
138,953 23,129 108,456 138,332 212,212 385,741 343,797 29,387 71,330
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 7,210)
2,364 424 7,299 1,099 1,934 10,762 9,657 -3,552 -2,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 5.6 26.1 33.3 51.1 92.9 82.8 7.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
167 51 115 92 179 309 309
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,163
COMMITMENTS
3,664 4,463 1,297 3,185 2,593 8,146 8,353 2,017 1,810
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -224)
-72 325 -201 206 -305 -66 -180 -158 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 43.9 12.8 31.3 25.5 80.2 82.2 19.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 30 17 19 19 57 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,673
COMMITMENTS
11,889 4,502 6,908 11,297 7,764 30,094 19,174 6,579 17,500
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -1,326)
-286 -469 194 -379 225 -470 -49 -856 -1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 12.3 18.8 30.8 21.2 82.1 52.3 17.9 47.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
44 20 38 53 52 117 97
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 34,736
COMMITMENTS
8,500 20 602 19,617 33,978 28,719 34,600 6,017 136
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 417)
-1,254 0 0 910 398 -344 398 761 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 0.1 1.7 56.5 97.8 82.7 99.6 17.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 1 11 10 17 11
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 107,213
COMMITMENTS
34,888 4,560 5,470 26,585 78,521 66,943 88,551 40,270 18,663
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -10,195)
-12,180 -486 388 6,859 -11,882 -4,933 -11,979 -5,262 1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 4.3 5.1 24.8 73.2 62.4 82.6 37.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
29 9 13 23 20 58 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,743
COMMITMENTS
17,568 6,826 2,006 22,831 39,020 42,405 47,852 16,337 10,890
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 2,515)
1,304 534 458 -1,116 2,021 647 3,013 1,868 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 11.6 3.4 38.9 66.4 72.2 81.5 27.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 10 7 11 15 28 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,732
COMMITMENTS
81,187 10,634 0 24,351 99,452 105,538 110,086 6,194 1,646
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 1,451)
563 2,379 -234 653 -1,285 982 860 469 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.7 9.5 0.0 21.8 89.0 94.5 98.5 5.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
44 14 0 18 20 62 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 159,157
COMMITMENTS
31,172 34,980 9,969 90,515 88,977 131,656 133,926 27,501 25,230
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -5,050)
-2,474 3,809 -3,065 -1,773 -4,282 -7,312 -3,539 2,262 -1,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 22.0 6.3 56.9 55.9 82.7 84.1 17.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
24 30 21 21 28 56 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 152,254
COMMITMENTS
63,299 12,606 7,061 51,058 98,215 121,418 117,882 30,836 34,373
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 1,023)
-2,421 -365 418 2,848 -965 845 -911 178 1,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 8.3 4.6 33.5 64.5 79.7 77.4 20.3 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
38 28 16 28 30 71 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 306,755
COMMITMENTS
60,312 71,789 37,058 152,024 141,133 249,394 249,979 57,361 56,775
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 16,467)
8,690 15,836 -3,611 3,978 852 9,057 13,076 7,410 3,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 23.4 12.1 49.6 46.0 81.3 81.5 18.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
49 64 54 41 48 121 135
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,627
COMMITMENTS
17,595 5,456 0 3,229 16,406 20,824 21,862 2,803 1,765
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -1,409)
-1,397 -992 -744 1,340 -350 -801 -2,086 -608 677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.5 23.1 0.0 13.7 69.4 88.1 92.5 11.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 11 0 7 13 19 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,713,592
COMMITMENTS
1332618 362,081 5157335 6293734 7242627 12783687 12762042 929,905 951,550
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -200,614)
-46,655 -8,717 -48,584 -16,504 -82,836 -111,743 -140,136 -88,871 -60,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.6 37.6 45.9 52.8 93.2 93.1 6.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
64 67 112 146 152 272 273
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,007,404
COMMITMENTS
69,651 91,535 75,009 721,923 715,581 866,583 882,125 140,821 125,279
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 17,001)
3,441 -1,676 12,904 7,049 3,660 23,393 14,887 -6,392 2,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 9.1 7.4 71.7 71.0 86.0 87.6 14.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570)
107 126 108 228 236 401 404
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 402,529
COMMITMENTS
23,096 52,407 29,853 269,796 246,129 322,746 328,389 79,784 74,140
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 2,636)
432 10,533 1,346 4,118 -10,049 5,896 1,830 -3,259 807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 13.0 7.4 67.0 61.1 80.2 81.6 19.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
25 33 39 80 67 130 114
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,024,375
COMMITMENTS
351,070 313,934 107,481 2260635 2347264 2719186 2768679 305,188 255,695
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 71,822)
59,252 -16,836 13,581 14,653 68,542 87,486 65,287 -15,664 6,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 10.4 3.6 74.7 77.6 89.9 91.5 10.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 510)
95 108 86 199 215 344 359
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 87,943
COMMITMENTS
11,775 7,393 31 65,137 75,887 76,943 83,311 11,000 4,632
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -1,209)
-1,156 296 31 91 -1,598 -1,034 -1,271 -175 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 8.4 0.0 74.1 86.3 87.5 94.7 12.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
9 3 1 46 35 56 38
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 87,965
COMMITMENTS
16,625 14,379 1,432 60,045 65,026 78,102 80,837 9,862 7,128
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -130)
-4,176 1,177 -685 5,051 -1,833 190 -1,340 -321 1,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 16.3 1.6 68.3 73.9 88.8 91.9 11.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
71 36 22 70 83 150 132
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,361
COMMITMENTS
738 2,497 0 10,708 13,453 11,446 15,950 5,915 1,411
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 2,950)
-739 0 0 3,380 2,704 2,641 2,704 309 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 14.4 0.0 61.7 77.5 65.9 91.9 34.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 10 12 11 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 353,016
COMMITMENTS
82,558 62,532 4,039 246,684 257,863 333,281 324,434 19,735 28,582
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -15,401)
-21,142 1,931 532 8,356 -22,685 -12,253 -20,221 -3,147 4,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 17.7 1.1 69.9 73.0 94.4 91.9 5.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
70 37 21 65 78 144 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,643
COMMITMENTS
71,243 13,452 3,456 24,608 93,830 99,307 110,738 29,336 17,905
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 6,697)
2,733 -713 405 2,686 7,026 5,824 6,719 872 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.4 10.5 2.7 19.1 72.9 77.2 86.1 22.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
34 15 10 18 21 57 41
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,751
COMMITMENTS
6,246 4,886 0 14,852 10,164 21,098 15,050 8,653 14,701
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -577)
-379 -31 0 282 121 -97 90 -480 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 16.4 0.0 49.9 34.2 70.9 50.6 29.1 49.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 10 0 21 13 34 23
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,569
COMMITMENTS
5,339 3,659 736 37,343 28,926 43,418 33,321 9,151 19,248
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 296)
1,145 16 95 -2,176 5,712 -936 5,823 1,232 -5,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 7.0 1.4 71.0 55.0 82.6 63.4 17.4 36.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 10 1 19 23 31 33
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 34,762
COMMITMENTS
6,251 328 300 25,021 32,371 31,572 32,999 3,190 1,763
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 4,253)
1,649 62 0 2,776 4,562 4,425 4,624 -172 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.9 0.9 72.0 93.1 90.8 94.9 9.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 1 1 21 19 29 21
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 27,095
COMMITMENTS
6,162 204 0 14,676 24,598 20,838 24,802 6,257 2,293
CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -420)
-458 0 0 -412 -98 -870 -98 450 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 0.8 0.0 54.2 90.8 76.9 91.5 23.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 1 0 17 15 27 16
Updated August 20, 2010