MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,772
COMMITMENTS
4,821 1,524 6,776 21,951 23,491 33,549 31,791 5,223 6,981
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -2,834)
-802 -581 115 -1,608 -2,048 -2,295 -2,513 -540 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 3.9 17.5 56.6 60.6 86.5 82.0 13.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
21 5 22 39 35 66 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 230,418
COMMITMENTS
47,637 27,280 63,644 96,686 103,354 207,968 194,277 22,450 36,140
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -3,560)
-257 4,996 -5,589 1,835 -2,377 -4,012 -2,969 452 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 11.8 27.6 42.0 44.9 90.3 84.3 9.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
79 79 107 53 61 191 202
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 393,601
COMMITMENTS
131,872 16,732 103,669 127,296 204,017 362,837 324,418 30,764 69,183
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -8,619)
-4,906 1,061 -3,620 -2,237 -5,573 -10,763 -8,132 2,144 -487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 4.3 26.3 32.3 51.8 92.2 82.4 7.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
161 57 127 109 191 321 334
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,261
COMMITMENTS
4,100 1,651 1,652 2,507 5,584 8,259 8,887 2,002 1,374
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 244)
-11 -105 150 84 427 223 472 20 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 16.1 16.1 24.4 54.4 80.5 86.6 19.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 17 16 21 32 65 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,986
COMMITMENTS
8,903 6,145 4,923 10,370 4,951 24,197 16,019 5,789 13,966
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,313)
497 -25 297 185 -95 978 176 335 1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 20.5 16.4 34.6 16.5 80.7 53.4 19.3 46.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
39 31 34 42 37 99 88
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 42,113
COMMITMENTS
7,829 16 606 25,359 40,926 33,794 41,548 8,319 565
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,116)
662 0 0 383 966 1,045 966 71 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.0 1.4 60.2 97.2 80.2 98.7 19.8 1.3
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 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 138,810
COMMITMENTS
62,309 25,212 3,481 26,801 89,826 92,592 118,519 46,218 20,291
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 18,861)
21,150 5,812 -2,544 -1,908 14,260 16,698 17,528 2,163 1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 18.2 2.5 19.3 64.7 66.7 85.4 33.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
37 13 14 24 28 67 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,944
COMMITMENTS
25,012 12,274 922 10,245 29,922 36,178 43,117 17,766 10,827
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,924)
1,894 1,082 -541 2,006 1,751 3,358 2,292 -1,435 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 22.8 1.7 19.0 55.5 67.1 79.9 32.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 6 4 12 20 31 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 146,142
COMMITMENTS
114,547 25,801 0 23,250 117,826 137,797 143,627 8,345 2,515
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 10,271)
10,025 3,551 -8 -1,312 5,904 8,705 9,447 1,566 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.4 17.7 0.0 15.9 80.6 94.3 98.3 5.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
61 18 0 20 23 81 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 105,517
COMMITMENTS
42,185 20,568 4,413 28,192 59,495 74,790 84,476 30,727 21,041
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 3,245)
2,478 -4,402 -715 -3,190 10,398 -1,427 5,280 4,673 -2,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 19.5 4.2 26.7 56.4 70.9 80.1 29.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
33 19 17 22 28 59 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 151,974
COMMITMENTS
54,588 18,171 5,020 56,196 88,922 115,805 112,113 36,169 39,861
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -6,585)
-7,819 -123 -4,293 1,649 -11,362 -10,463 -15,778 3,878 9,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 12.0 3.3 37.0 58.5 76.2 73.8 23.8 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
36 30 14 30 31 73 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 259,664
COMMITMENTS
61,314 37,913 40,124 92,594 129,487 194,032 207,524 65,632 52,140
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -25,561)
-4,062 8,415 -17,475 -4,655 -11,402 -26,193 -20,462 632 -5,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 14.6 15.5 35.7 49.9 74.7 79.9 25.3 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
59 52 49 42 46 124 124
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,494
COMMITMENTS
26,965 4,715 0 991 25,931 27,956 30,646 3,538 848
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 3,141)
3,572 470 0 -365 3,025 3,207 3,495 -66 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.6 15.0 0.0 3.1 82.3 88.8 97.3 11.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 10 0 4 11 20 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,742,101
COMMITMENTS
1102810 386,353 4884407 6777881 7422149 12765097 12692909 977,004 1049192
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -151,548)
-484,368 -29,399 -133,937 491,050 -40,474 -127,255 -203,810 -24,293 52,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 2.8 35.5 49.3 54.0 92.9 92.4 7.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
77 54 109 141 145 264 268
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,058,363
COMMITMENTS
81,795 84,976 108,536 736,674 765,211 927,005 958,723 131,358 99,640
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 46,032)
-1,955 7,006 17,759 25,495 22,965 41,299 47,731 4,732 -1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.0 10.3 69.6 72.3 87.6 90.6 12.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
123 124 96 242 240 413 413
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 446,604
COMMITMENTS
64,270 25,810 34,811 269,739 336,550 368,821 397,172 77,784 49,432
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 20,513)
4,897 3,224 4,929 6,304 16,263 16,131 24,416 4,383 -3,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 5.8 7.8 60.4 75.4 82.6 88.9 17.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
26 29 37 74 75 121 120
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,058,794
COMMITMENTS
331,610 539,810 124,643 2334671 2143302 2790924 2807756 267,870 251,039
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 127,591)
2,909 56,081 26,981 95,954 33,513 125,843 116,575 1,747 11,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 17.6 4.1 76.3 70.1 91.2 91.8 8.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
112 107 73 214 210 358 358
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,973
COMMITMENTS
14,392 7,531 2,097 78,324 92,688 94,813 102,316 11,160 3,657
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 127)
-3,088 -114 1,584 1,581 -2,602 77 -1,132 50 1,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.1 2.0 73.9 87.5 89.5 96.5 10.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 5 1 42 35 55 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 117,039
COMMITMENTS
27,558 10,889 9,525 69,989 91,261 107,072 111,675 9,968 5,364
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,802)
-3,471 256 586 6,712 3,331 3,827 4,173 -2,025 -2,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 9.3 8.1 59.8 78.0 91.5 95.4 8.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
81 38 21 85 79 174 131
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,955
COMMITMENTS
8,732 299 0 15,530 25,641 24,262 25,940 3,693 2,015
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 3,064)
1,023 94 0 2,031 5,256 3,054 5,350 10 -2,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 1.1 0.0 55.6 91.7 86.8 92.8 13.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 1 0 10 13 15 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 445,423
COMMITMENTS
133,598 92,416 8,157 272,293 328,102 414,048 428,675 31,376 16,748
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -6,310)
-21,704 1,574 2,164 23,407 -9,623 3,866 -5,885 -10,175 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 20.7 1.8 61.1 73.7 93.0 96.2 7.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
77 40 18 80 74 164 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,520
COMMITMENTS
62,472 15,398 4,430 35,293 101,810 102,195 121,638 38,325 18,882
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 364)
-3,182 -512 -2,311 1,970 3,835 -3,523 1,012 3,887 -648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 11.0 3.2 25.1 72.5 72.7 86.6 27.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
28 13 10 15 23 47 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,669
COMMITMENTS
10,048 8,839 0 17,785 10,026 27,833 18,865 9,836 18,804
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 3,890)
3,275 1,710 -4 -30 1,538 3,241 3,244 649 646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 23.5 0.0 47.2 26.6 73.9 50.1 26.1 49.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
13 10 0 25 15 38 25
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,925
COMMITMENTS
7,430 11,213 39 30,424 23,722 37,893 34,974 9,032 11,951
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 120)
311 -913 -118 -60 1,061 133 30 -13 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 23.9 0.1 64.8 50.6 80.8 74.5 19.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 8 1 21 19 30 28
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 29,959
COMMITMENTS
3,981 1,498 300 21,530 25,810 25,811 27,608 4,148 2,351
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: -124)
-362 407 0 -275 -779 -637 -372 513 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 5.0 1.0 71.9 86.2 86.2 92.2 13.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 3 1 17 25 23 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 36,046
COMMITMENTS
7,538 1,626 63 20,407 33,013 28,008 34,702 8,038 1,344
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 1,443)
306 345 63 663 1,897 1,032 2,305 411 -862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 4.5 0.2 56.6 91.6 77.7 96.3 22.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 3 1 21 18 35 21
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,228
COMMITMENTS
4,289 4,822 5 9,408 9,432 13,702 14,259 1,526 969
CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST: 350)
277 112 5 -102 -59 180 58 170 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 31.7 0.0 61.8 61.9 90.0 93.6 10.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 4 1 5 3 18 8
Updated November 15, 2010