MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,606
COMMITMENTS
5,623 2,104 6,661 23,559 25,539 35,844 34,305 5,763 7,302
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 2,764)
754 59 547 1,996 1,581 3,297 2,187 -534 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 5.1 16.0 56.6 61.4 86.1 82.5 13.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 7 22 41 38 70 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 233,977
COMMITMENTS
47,895 22,284 69,233 94,852 105,730 211,979 197,247 21,998 36,731
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 8,119)
-4,556 2,220 4,987 4,831 494 5,262 7,701 2,857 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 9.5 29.6 40.5 45.2 90.6 84.3 9.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
94 73 111 51 60 201 204
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 402,220
COMMITMENTS
136,778 15,671 107,289 129,533 209,590 373,600 332,550 28,619 69,670
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 679)
-6,326 1,240 3,716 1,661 -4,987 -949 -31 1,628 710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 3.9 26.7 32.2 52.1 92.9 82.7 7.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
163 54 120 102 189 314 323
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,017
COMMITMENTS
4,111 1,756 1,502 2,422 5,157 8,036 8,415 1,981 1,602
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 322)
111 -655 435 -223 425 323 204 -1 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 17.5 15.0 24.2 51.5 80.2 84.0 19.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
32 19 16 17 30 63 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,673
COMMITMENTS
8,407 6,171 4,627 10,185 5,046 23,218 15,843 5,454 12,830
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -5,850)
-267 -1,153 -3,659 -1,981 -456 -5,906 -5,268 56 -582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 21.5 16.1 35.5 17.6 81.0 55.3 19.0 44.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
33 30 36 41 40 95 89
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 40,997
COMMITMENTS
7,167 16 606 24,976 39,960 32,749 40,582 8,248 415
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,420)
1,157 0 0 369 1,077 1,526 1,077 -106 343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 0.0 1.5 60.9 97.5 79.9 99.0 20.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 1 1 12 15 18 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 119,949
COMMITMENTS
41,159 19,400 6,025 28,709 75,566 75,894 100,991 44,055 18,958
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 4,011)
3,358 2,681 -226 799 -21 3,931 2,435 80 1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 16.2 5.0 23.9 63.0 63.3 84.2 36.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
33 15 20 27 28 70 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,020
COMMITMENTS
23,118 11,192 1,463 8,239 28,171 32,819 40,825 19,201 11,195
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,715)
-1,302 -1,165 231 -518 -1,642 -1,589 -2,576 -126 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 21.5 2.8 15.8 54.2 63.1 78.5 36.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 10 5 12 19 30 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 135,871
COMMITMENTS
104,522 22,250 8 24,562 111,922 129,092 134,180 6,779 1,691
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,028)
852 -1,277 7 -808 371 51 -899 -1,079 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.9 16.4 0.0 18.1 82.4 95.0 98.8 5.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
61 15 1 18 22 79 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 102,272
COMMITMENTS
39,707 24,970 5,129 31,381 49,097 76,217 79,196 26,055 23,076
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 6,219)
6,894 -2,307 -218 -820 7,345 5,856 4,819 364 1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 24.4 5.0 30.7 48.0 74.5 77.4 25.5 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 25 19 22 27 63 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 158,558
COMMITMENTS
62,407 18,293 9,314 54,547 100,284 126,268 127,891 32,290 30,667
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 2,031)
1,391 -1,245 1,162 -1,307 4,744 1,246 4,661 784 -2,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 11.5 5.9 34.4 63.2 79.6 80.7 20.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
40 41 22 27 32 81 81
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 285,225
COMMITMENTS
65,377 29,498 57,599 97,249 140,889 220,225 227,986 65,000 57,239
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 3,357)
-430 2,059 4,857 -2,784 -5,974 1,644 942 1,713 2,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 10.3 20.2 34.1 49.4 77.2 79.9 22.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
61 62 65 38 45 136 135
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,353
COMMITMENTS
23,393 4,245 0 1,356 22,906 24,749 27,151 3,604 1,202
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 1,599)
1,816 -1,461 0 -217 2,928 1,599 1,467 0 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.5 15.0 0.0 4.8 80.8 87.3 95.8 12.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 7 0 4 12 17 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,893,649
COMMITMENTS
1587177 415,752 5018344 6286831 7462623 12892352 12896719 1001297 996,930
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 601,244)
150,117 27,958 298,523 178,746 288,755 627,385 615,236 -26,141 -13,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.0 36.1 45.2 53.7 92.8 92.8 7.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
78 55 109 137 140 264 262
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,012,331
COMMITMENTS
83,750 77,970 90,777 711,179 742,245 885,706 910,992 126,625 101,339
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 14,889)
4,792 1,253 3,720 16,593 22,625 25,105 27,598 -10,216 -12,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 7.7 9.0 70.3 73.3 87.5 90.0 12.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564)
108 121 87 239 237 395 397
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 426,091
COMMITMENTS
59,372 22,586 29,883 263,435 320,287 352,690 372,756 73,401 53,334
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 6,389)
3,006 1,260 -57 7,152 16,103 10,100 17,305 -3,711 -10,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 5.3 7.0 61.8 75.2 82.8 87.5 17.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
22 28 33 75 76 117 117
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,931,204
COMMITMENTS
328,701 483,729 97,663 2238718 2109789 2665081 2691181 266,123 240,023
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 42,500)
28,175 19,213 -359 47,206 32,612 75,022 51,465 -32,522 -8,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 16.5 3.3 76.4 72.0 90.9 91.8 9.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 503)
96 106 69 207 209 340 347
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,845
COMMITMENTS
17,480 7,645 513 76,743 95,290 94,736 103,448 11,110 2,398
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -2,872)
-23 -411 435 -3,403 -2,572 -2,991 -2,548 118 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 7.2 0.5 72.5 90.0 89.5 97.7 10.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
15 5 1 42 37 57 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 115,237
COMMITMENTS
31,029 10,633 8,939 63,276 87,930 103,244 107,502 11,993 7,735
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,901)
-192 1,649 242 -1,880 -3,359 -1,829 -1,467 -72 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 9.2 7.8 54.9 76.3 89.6 93.3 10.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
75 42 18 76 82 157 136
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,890
COMMITMENTS
7,709 205 0 13,499 20,385 21,208 20,590 3,682 4,300
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 41)
0 205 0 121 119 121 324 -80 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 0.8 0.0 54.2 81.9 85.2 82.7 14.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 0 7 14 10 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 451,733
COMMITMENTS
155,303 90,842 5,993 248,886 337,725 410,182 434,560 41,551 17,173
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -9,712)
-793 7,386 1,045 -10,004 -17,388 -9,751 -8,957 39 -755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 20.1 1.3 55.1 74.8 90.8 96.2 9.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
74 43 15 73 77 152 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,157
COMMITMENTS
65,653 15,910 6,741 33,323 97,975 105,718 120,626 34,438 19,530
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 105)
-2,094 3,242 1,880 1,199 -6,468 986 -1,346 -880 1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 11.4 4.8 23.8 69.9 75.4 86.1 24.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 20 15 15 22 51 48
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,779
COMMITMENTS
6,773 7,129 4 17,815 8,488 24,592 15,621 9,187 18,158
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -632)
-342 244 0 190 142 -152 386 -480 -1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 21.1 0.0 52.7 25.1 72.8 46.2 27.2 53.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 9 1 25 14 36 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,805
COMMITMENTS
7,119 12,126 157 30,484 22,661 37,760 34,944 9,045 11,861
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 2,834)
-511 560 -539 3,938 389 2,888 410 -54 2,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 25.9 0.3 65.1 48.4 80.7 74.7 19.3 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 10 2 19 20 33 30
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,083
COMMITMENTS
4,343 1,091 300 21,805 26,589 26,448 27,980 3,635 2,103
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -1,520)
-520 -465 0 -1,230 -1,035 -1,750 -1,500 230 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 3.6 1.0 72.5 88.4 87.9 93.0 12.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 2 1 17 25 24 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 34,603
COMMITMENTS
7,232 1,281 0 19,744 31,116 26,976 32,397 7,627 2,206
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: 342)
730 0 0 -493 319 237 319 105 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 3.7 0.0 57.1 89.9 78.0 93.6 22.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 1 0 18 16 31 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/02/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,878
COMMITMENTS
4,012 4,710 0 9,510 9,491 13,522 14,201 1,356 677
CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST: -269)
-439 -268 0 92 54 -347 -214 78 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 31.7 0.0 63.9 63.8 90.9 95.4 9.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 4 0 5 3 17 7
Updated November 5, 2010