MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,843
COMMITMENTS
4,869 2,045 6,114 21,564 23,959 32,546 32,118 6,296 6,725
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,248)
135 4 -8 541 1,027 668 1,022 580 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 5.3 15.7 55.5 61.7 83.8 82.7 16.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 6 21 37 35 66 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 225,859
COMMITMENTS
52,450 20,064 64,246 90,021 105,236 206,717 189,546 19,142 36,313
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -3,343)
-7,596 -1,018 3,769 1,524 -4,495 -2,303 -1,744 -1,041 -1,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 8.9 28.4 39.9 46.6 91.5 83.9 8.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
80 81 100 51 60 194 188
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 401,541
COMMITMENTS
143,105 14,431 103,573 127,872 214,578 374,549 332,581 26,991 68,959
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 3,566)
973 3,079 2,036 677 -1,062 3,686 4,054 -121 -488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 3.6 25.8 31.8 53.4 93.3 82.8 6.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
163 54 116 103 191 312 321
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,695
COMMITMENTS
4,000 2,411 1,067 2,646 4,733 7,713 8,210 1,982 1,484
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -528)
-77 -175 -71 -296 -97 -444 -343 -84 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 24.9 11.0 27.3 48.8 79.6 84.7 20.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
30 26 13 21 30 62 59
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,522
COMMITMENTS
8,673 7,324 8,285 12,166 5,502 29,124 21,111 5,398 13,411
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -393)
-440 -444 -8 146 228 -303 -224 -91 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 21.2 24.0 35.2 15.9 84.4 61.2 15.6 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
28 36 40 46 40 98 96
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 39,577
COMMITMENTS
6,010 16 606 24,607 38,883 31,223 39,505 8,354 72
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -1,605)
-1,546 0 0 87 -1,610 -1,459 -1,610 -146 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.0 1.5 62.2 98.2 78.9 99.8 21.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 1 11 13 17 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 115,937
COMMITMENTS
37,801 16,718 6,251 27,910 75,587 71,963 98,556 43,975 17,381
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -10,692)
-11,045 163 354 1,290 -10,681 -9,401 -10,164 -1,291 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 14.4 5.4 24.1 65.2 62.1 85.0 37.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
36 11 18 25 28 68 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,735
COMMITMENTS
24,420 12,357 1,231 8,757 29,812 34,408 43,401 19,327 10,335
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -4,153)
-320 -1,643 -139 -2,709 -2,311 -3,168 -4,094 -985 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 23.0 2.3 16.3 55.5 64.0 80.8 36.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
15 11 5 13 19 31 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 136,899
COMMITMENTS
103,670 23,527 1 25,370 111,551 129,041 135,079 7,858 1,820
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -959)
-887 1,095 -45 -1,314 -1,957 -2,246 -907 1,287 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.7 17.2 0.0 18.5 81.5 94.3 98.7 5.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
58 17 1 20 21 78 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 96,053
COMMITMENTS
32,813 27,278 5,347 32,201 41,752 70,362 74,376 25,691 21,676
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -3,480)
-2,910 -1,662 1,241 -3,249 -3,338 -4,917 -3,759 1,437 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 28.4 5.6 33.5 43.5 73.3 77.4 26.7 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
28 21 18 23 27 59 58
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 156,528
COMMITMENTS
61,016 19,538 8,151 55,854 95,541 125,021 123,230 31,506 33,298
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,026)
-1,076 1,171 1,062 699 -340 685 1,893 341 -868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 12.5 5.2 35.7 61.0 79.9 78.7 20.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
40 39 22 27 32 80 80
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 281,868
COMMITMENTS
65,807 27,440 52,741 100,033 146,863 218,581 227,044 63,287 54,824
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -6,200)
-6,142 534 4,745 839 -11,789 -558 -6,510 -5,642 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 9.7 18.7 35.5 52.1 77.5 80.5 22.5 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
59 55 62 41 46 132 131
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,754
COMMITMENTS
21,577 5,706 0 1,573 19,978 23,150 25,684 3,604 1,070
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -277)
100 -440 0 -283 223 -183 -217 -94 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.6 21.3 0.0 5.9 74.7 86.5 96.0 13.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 8 0 4 12 18 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,292,405
COMMITMENTS
1437060 387,794 4719822 6108085 7173868 12264967 12281484 1027438 1010922
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 212,580)
-75,170 -5,198 37,440 210,424 163,159 172,694 195,401 39,886 17,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 2.9 35.5 46.0 54.0 92.3 92.4 7.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
76 48 110 135 137 259 258
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 997,442
COMMITMENTS
78,959 76,717 87,057 694,585 719,620 860,601 883,394 136,841 114,048
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 33,327)
6,248 -2,944 12,861 18,348 23,428 37,457 33,345 -4,130 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 7.7 8.7 69.6 72.1 86.3 88.6 13.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
110 122 88 232 233 386 399
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 419,701
COMMITMENTS
56,367 21,327 29,940 256,283 304,184 342,590 355,451 77,112 64,251
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 25,715)
8,495 2,218 3,676 16,415 18,578 28,587 24,472 -2,872 1,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 5.1 7.1 61.1 72.5 81.6 84.7 18.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
25 26 33 72 73 115 114
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,888,704
COMMITMENTS
300,525 464,516 98,022 2191512 2077178 2590059 2639715 298,645 248,988
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 38,060)
31,475 16,901 3,212 9,663 24,248 44,350 44,361 -6,290 -6,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 16.1 3.4 75.9 71.9 89.7 91.4 10.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 503)
97 108 67 202 207 331 350
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 108,718
COMMITMENTS
17,503 8,056 78 80,145 97,861 97,726 105,995 10,991 2,722
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,070)
287 440 -512 679 1,735 454 1,663 616 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 7.4 0.1 73.7 90.0 89.9 97.5 10.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
13 5 1 48 34 61 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 117,138
COMMITMENTS
31,221 8,984 8,697 65,156 91,289 105,074 108,969 12,065 8,169
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 6,773)
5,082 704 -345 1,939 5,563 6,677 5,923 96 850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 7.7 7.4 55.6 77.9 89.7 93.0 10.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
79 37 20 83 79 169 129
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,849
COMMITMENTS
7,709 0 0 13,378 20,266 21,087 20,266 3,762 4,583
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 2,069)
368 0 0 1,444 1,825 1,812 1,825 257 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 0.0 0.0 53.8 81.6 84.9 81.6 15.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 7 14 10 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 461,445
COMMITMENTS
156,095 83,456 4,948 258,890 355,113 419,933 443,517 41,512 17,928
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 23,518)
25,403 5,353 -3,554 2,474 18,691 24,323 20,491 -805 3,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 18.1 1.1 56.1 77.0 91.0 96.1 9.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
78 38 18 79 74 163 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,051
COMMITMENTS
67,747 12,669 4,861 32,124 104,443 104,733 121,973 35,319 18,079
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: -4,748)
-4,994 -560 118 1,633 -4,986 -3,242 -5,428 -1,506 680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 9.0 3.5 22.9 74.6 74.8 87.1 25.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
32 13 11 17 21 55 39
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,411
COMMITMENTS
7,115 6,885 4 17,625 8,346 24,744 15,235 9,667 19,176
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,500)
23 20 0 887 418 910 438 590 1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 20.0 0.0 51.2 24.3 71.9 44.3 28.1 55.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 8 1 26 12 35 21
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,971
COMMITMENTS
7,630 11,566 696 26,546 22,272 34,872 34,534 9,099 9,437
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 4,873)
269 1,171 193 3,426 2,003 3,888 3,367 985 1,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 26.3 1.6 60.4 50.7 79.3 78.5 20.7 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 10 1 18 19 31 29
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,603
COMMITMENTS
4,863 1,556 300 23,035 27,624 28,198 29,480 3,405 2,123
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 197)
162 177 0 378 -67 540 110 -343 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 4.9 0.9 72.9 87.4 89.2 93.3 10.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 4 1 18 25 25 30
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 34,261
COMMITMENTS
6,502 1,281 0 20,237 30,797 26,739 32,078 7,522 2,183
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 1,174)
-635 0 0 1,141 198 506 198 668 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 3.7 0.0 59.1 89.9 78.0 93.6 22.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 1 0 20 17 31 18
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,147
COMMITMENTS
4,451 4,978 0 9,418 9,437 13,869 14,415 1,278 732
CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST: 273)
226 242 0 -12 127 214 369 59 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 32.9 0.0 62.2 62.3 91.6 95.2 8.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 4 0 6 3 18 7
Updated October 29, 2010