MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,393
COMMITMENTS
3,015 1,952 5,805 22,134 23,791 30,954 31,549 6,439 5,845
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,205)
359 -18 224 480 686 1,063 892 142 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 5.2 15.5 59.2 63.6 82.8 84.4 17.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 7 19 33 32 61 54
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 273,625
COMMITMENTS
80,802 17,013 70,594 94,522 141,665 245,917 229,271 27,708 44,354
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,460)
2,435 8 -116 71 1,464 2,390 1,356 70 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 6.2 25.8 34.5 51.8 89.9 83.8 10.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
115 62 106 51 68 231 186
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 435,341
COMMITMENTS
152,086 12,289 113,554 140,354 235,199 405,994 361,042 29,346 74,298
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -10,605)
-2,549 158 -7,617 1,879 268 -8,287 -7,191 -2,318 -3,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 2.8 26.1 32.2 54.0 93.3 82.9 6.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
167 45 111 108 195 316 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,637
COMMITMENTS
4,003 2,910 1,098 2,456 3,841 7,557 7,849 2,080 1,788
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 656)
122 -593 358 95 816 575 581 81 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 30.2 11.4 25.5 39.9 78.4 81.4 21.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
30 28 14 15 26 58 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,725
COMMITMENTS
10,390 5,418 8,833 11,657 5,991 30,880 20,243 5,844 16,482
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -3,291)
-1,998 -442 -1,062 -554 -988 -3,614 -2,492 324 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 14.8 24.1 31.7 16.3 84.1 55.1 15.9 44.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
33 30 35 47 41 96 92
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 115,236
COMMITMENTS
42,704 15,766 5,917 23,795 78,200 72,416 99,883 42,820 15,353
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -465)
-4,107 -2,568 305 34 3,047 -3,767 784 3,303 -1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 13.7 5.1 20.6 67.9 62.8 86.7 37.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
32 17 22 25 27 69 54
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,697
COMMITMENTS
26,933 8,486 1,857 9,189 37,620 37,979 47,963 20,718 10,734
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 5,512)
889 -3,877 887 2,504 6,112 4,280 3,123 1,231 2,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 14.5 3.2 15.7 64.1 64.7 81.7 35.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
18 12 6 11 16 34 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 123,581
COMMITMENTS
89,312 22,721 2 27,535 99,040 116,849 121,763 6,732 1,818
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 45,165)
47,902 7,687 -48 -3,801 37,657 44,053 45,296 1,112 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.3 18.4 0.0 22.3 80.1 94.6 98.5 5.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
50 18 1 13 25 64 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 88,532
COMMITMENTS
26,810 28,791 5,053 29,992 31,913 61,854 65,757 26,678 22,775
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 8,027)
8,586 1,851 551 -3,482 4,853 5,655 7,256 2,372 771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 32.5 5.7 33.9 36.0 69.9 74.3 30.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 24 16 22 29 53 61
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 133,588
COMMITMENTS
45,263 18,331 6,619 52,174 80,979 104,056 105,929 29,531 27,659
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 5,780)
4,862 -59 141 -169 3,978 4,835 4,060 946 1,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 13.7 5.0 39.1 60.6 77.9 79.3 22.1 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
35 35 24 29 31 76 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 268,832
COMMITMENTS
67,111 39,660 49,947 90,577 121,279 207,635 210,885 61,197 57,947
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 46,421)
13,761 -10,913 15,378 10,467 39,684 39,605 44,148 6,815 2,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 14.8 18.6 33.7 45.1 77.2 78.4 22.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
61 56 56 35 48 122 134
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,965
COMMITMENTS
21,604 4,334 0 641 20,115 22,245 24,449 3,720 1,516
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -855)
-1,032 106 0 78 -1,083 -954 -977 99 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.2 16.7 0.0 2.5 77.5 85.7 94.2 14.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 6 0 3 14 17 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,608,661
COMMITMENTS
1569097 238,652 4631711 5467652 6771023 11668460 11641386 940,201 967,275
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 528,745)
92,995 -30,254 251,218 164,023 294,606 508,236 515,570 20,509 13,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 1.9 36.7 43.4 53.7 92.5 92.3 7.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
73 53 105 129 135 254 248
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 931,013
COMMITMENTS
62,549 76,771 69,780 658,833 664,454 791,162 811,005 139,850 120,007
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 43,068)
5,883 -6,495 18,130 21,779 39,051 45,792 50,686 -2,724 -7,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 8.2 7.5 70.8 71.4 85.0 87.1 15.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560)
100 126 97 234 235 389 405
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 378,725
COMMITMENTS
38,685 21,432 29,390 234,023 257,912 302,097 308,733 76,628 69,993
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 20,313)
8,666 -1,923 4,327 9,920 20,832 22,913 23,236 -2,600 -2,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 5.7 7.8 61.8 68.1 79.8 81.5 20.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
25 26 37 73 76 119 118
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,761,436
COMMITMENTS
229,446 386,824 91,826 2124053 2032712 2445325 2511362 316,111 250,074
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 113,773)
36,545 27,600 18,555 59,295 91,097 114,394 137,252 -621 -23,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 14.0 3.3 76.9 73.6 88.6 90.9 11.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 495)
88 108 75 206 205 333 351
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 108,814
COMMITMENTS
16,956 8,460 515 81,469 96,457 98,940 105,432 9,874 3,383
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 4,481)
3,635 415 38 128 4,674 3,801 5,127 680 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 7.8 0.5 74.9 88.6 90.9 96.9 9.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
12 5 2 47 35 60 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 83,826
COMMITMENTS
30,614 15,413 1,851 44,167 63,711 76,631 80,975 7,195 2,851
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 13,692)
13,773 1,828 750 -1,582 11,550 12,941 14,128 751 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 18.4 2.2 52.7 76.0 91.4 96.6 8.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
78 45 20 70 82 159 136
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 419,132
COMMITMENTS
153,068 77,066 9,254 220,834 318,555 383,155 404,875 35,977 14,257
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 68,462)
68,867 9,141 3,748 -7,910 57,751 64,705 70,640 3,756 -2,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 18.4 2.2 52.7 76.0 91.4 96.6 8.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
78 45 20 70 82 159 136
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 151,085
COMMITMENTS
80,525 11,629 6,457 31,305 115,373 118,287 133,459 32,798 17,626
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 11,661)
2,910 -1,710 1,760 5,949 10,030 10,619 10,080 1,042 1,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 7.7 4.3 20.7 76.4 78.3 88.3 21.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
32 19 15 19 25 61 49
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 31,418
COMMITMENTS
7,251 4,531 0 15,522 7,794 22,773 12,325 8,645 19,093
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 750)
-102 10 0 -428 743 -530 753 1,280 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 14.4 0.0 49.4 24.8 72.5 39.2 27.5 60.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 9 0 17 13 30 22
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,531
COMMITMENTS
3,664 3,581 484 21,052 17,931 25,200 21,996 10,331 13,535
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,780)
-861 316 322 959 -1 420 637 2,360 2,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 10.1 1.4 59.2 50.5 70.9 61.9 29.1 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 7 1 19 14 28 21
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 32,699
COMMITMENTS
4,558 1,304 300 24,872 28,546 29,730 30,150 2,969 2,549
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,007)
121 518 0 2,276 757 2,397 1,275 -390 732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 4.0 0.9 76.1 87.3 90.9 92.2 9.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 5 1 18 24 24 30
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 29,281
COMMITMENTS
7,374 1,534 129 15,318 25,585 22,821 27,248 6,460 2,033
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 894)
262 1,534 129 -576 -1,149 -185 514 1,079 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 5.2 0.4 52.3 87.4 77.9 93.1 22.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 2 1 17 14 30 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,290
COMMITMENTS
2,672 5,747 0 9,356 6,814 12,028 12,561 1,262 729
CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -51)
-96 4 0 35 18 -61 22 10 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 43.2 0.0 70.4 51.3 90.5 94.5 9.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 5 0 5 3 12 8
Updated October 1, 2010