BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,916
COMMITMENTS
323 1,139 1 1,997 1,399 2,321 2,539 595 377
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -364)
15 -26 0 -199 -293 -184 -319 -180 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 39.1 0.0 68.5 48.0 79.6 87.1 20.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 1 10 11 13 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,466
COMMITMENTS
4,549 4,746 540 24,111 24,286 29,200 29,572 4,266 3,894
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -6,859)
-2,837 -1,331 -255 -3,501 -4,268 -6,593 -5,854 -266 -1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 14.2 1.6 72.0 72.6 87.3 88.4 12.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
19 13 13 31 31 54 53
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 243,995
COMMITMENTS
70,635 27,023 51,339 94,111 129,975 216,085 208,337 27,910 35,658
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 12,848)
5,320 371 6,535 2,070 4,846 13,925 11,752 -1,077 1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 11.1 21.0 38.6 53.3 88.6 85.4 11.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
114 47 105 59 70 230 187
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| 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
123,439 51,947 75,836 162,010 190,986 361,285 318,769 32,316 74,832
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 11,378)
9,463 -1,429 -983 1,671 12,447 10,151 10,035 1,227 1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 13.2 19.3 41.2 48.5 91.8 81.0 8.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
136 84 125 90 184 309 335
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,112
COMMITMENTS
4,642 2,183 878 2,814 5,231 8,334 8,292 1,778 1,820
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 364)
172 569 31 45 -446 248 154 116 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 21.6 8.7 27.8 51.7 82.4 82.0 17.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
31 20 19 16 29 57 63
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,148
COMMITMENTS
20,770 4,714 4,137 11,807 11,626 36,714 20,477 6,434 22,671
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 151)
1,195 19 -750 333 -139 778 -870 -627 1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.1 10.9 9.6 27.4 26.9 85.1 47.5 14.9 52.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
51 28 37 36 65 109 117
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 90,125
COMMITMENTS
13,662 0 126 74,056 88,110 87,844 88,236 2,281 1,889
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 1,981)
490 0 126 -270 280 346 406 1,635 1,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 0.0 0.1 82.2 97.8 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 0 1 13 15 22 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 138,257
COMMITMENTS
68,876 3,846 2 17,432 117,936 86,310 121,784 51,947 16,473
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 19,129)
15,990 2,205 -133 -2,799 15,163 13,058 17,235 6,071 1,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 2.8 0.0 12.6 85.3 62.4 88.1 37.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
45 7 1 17 27 62 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 59,954
COMMITMENTS
21,588 10,745 1 12,558 40,498 34,147 51,244 25,807 8,710
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 3,224)
-2,596 5,518 0 5,935 -1,707 3,339 3,811 -115 -587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 17.9 0.0 20.9 67.5 57.0 85.5 43.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 12 1 8 11 20 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 158,825
COMMITMENTS
126,414 7,352 8 23,925 149,905 150,347 157,265 8,478 1,560
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 29,464)
34,726 3,739 -219 -5,335 25,986 29,172 29,506 292 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.6 4.6 0.0 15.1 94.4 94.7 99.0 5.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
81 9 1 11 24 92 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 111,219
COMMITMENTS
53,796 21,382 107 24,080 69,398 77,983 90,887 33,236 20,332
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 6,713)
23,719 -7,952 -93 -21,287 14,898 2,339 6,853 4,374 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.4 19.2 0.1 21.7 62.4 70.1 81.7 29.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 25 1 22 28 56 53
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 120,632
COMMITMENTS
16,516 59,747 668 81,153 19,159 98,337 79,574 22,295 41,058
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 20,255)
-21,221 29,062 339 48,001 -19,817 27,119 9,584 -6,864 10,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 49.5 0.6 67.3 15.9 81.5 66.0 18.5 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
21 43 4 28 18 51 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 236,270
COMMITMENTS
99,405 39,548 1,499 70,097 146,642 171,001 187,689 65,269 48,581
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 18,093)
6,374 3,147 -651 7,901 12,131 13,624 14,627 4,469 3,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 16.7 0.6 29.7 62.1 72.4 79.4 27.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
63 42 9 40 48 106 96
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,456
COMMITMENTS
32,067 26,202 0 4,056 11,117 36,123 37,319 1,333 137
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.6 70.0 0.0 10.8 29.7 96.4 99.6 3.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 2 0 2 7 12 9
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 16,197
COMMITMENTS
10,129 7,434 3 2,772 7,022 12,904 14,459 3,293 1,738
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 2,796)
3,531 1,075 -213 -1,584 2,255 1,734 3,117 1,062 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.5 45.9 0.0 17.1 43.4 79.7 89.3 20.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 9 1 5 10 19 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,254,557
COMMITMENTS
884,560 615,270 955,304 6582657 6711284 8422521 8281858 832,036 972,699
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 460,856)
73,350 -35,574 85,250 288,260 385,296 446,860 434,972 13,996 25,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 6.6 10.3 71.1 72.5 91.0 89.5 9.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
51 51 81 137 151 241 245
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 838,763
COMMITMENTS
83,505 93,573 15,079 580,197 610,712 678,782 719,365 159,982 119,399
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 12,431)
10,651 -2,049 -3,501 -3,926 15,605 3,224 10,055 9,207 2,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 11.2 1.8 69.2 72.8 80.9 85.8 19.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546)
105 109 46 216 220 343 354
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 302,356
COMMITMENTS
14,627 26,194 510 175,877 227,392 191,014 254,096 111,342 48,260
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 7,166)
1,095 -6,204 -2 1,338 13,353 2,431 7,147 4,735 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 8.7 0.2 58.2 75.2 63.2 84.0 36.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
12 19 5 58 57 73 78
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,682,037
COMMITMENTS
378,362 370,868 38,875 2021601 1916601 2438838 2326344 243,199 355,693
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 26,326)
22,079 -4,926 8,206 -26,319 11,259 3,966 14,539 22,360 11,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 13.8 1.4 75.4 71.5 90.9 86.7 9.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 507)
100 106 35 185 198 301 323
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 112,251
COMMITMENTS
15,215 8,577 0 87,680 100,981 102,895 109,558 9,356 2,693
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 1,994)
715 855 0 857 1,088 1,572 1,943 422 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 7.6 0.0 78.1 90.0 91.7 97.6 8.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
13 8 0 52 40 65 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 90,141
COMMITMENTS
25,099 9,541 7,384 48,093 69,483 80,576 86,407 9,565 3,734
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 15,998)
5,764 -423 4,026 5,576 13,474 15,366 17,076 632 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 10.6 8.2 53.4 77.1 89.4 95.9 10.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
63 37 14 80 86 147 133
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,942
COMMITMENTS
6,977 611 0 7,221 16,123 14,198 16,734 3,744 1,208
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 6,747)
3,926 -513 0 2,914 7,769 6,840 7,256 -93 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 3.4 0.0 40.2 89.9 79.1 93.3 20.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 0 10 13 13 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 360,997
COMMITMENTS
123,997 78,036 3,531 204,362 266,800 331,890 348,367 29,107 12,630
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 46,255)
29,459 20,716 -138 13,311 28,524 42,632 49,102 3,623 -2,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 21.6 1.0 56.6 73.9 91.9 96.5 8.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
60 39 11 74 82 138 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 146,108
COMMITMENTS
99,390 8,452 6 12,397 122,422 111,793 130,880 34,315 15,228
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 7,470)
7,599 2,226 -14 -591 4,990 6,994 7,202 476 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.0 5.8 0.0 8.5 83.8 76.5 89.6 23.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
40 14 2 9 20 49 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 57,183
COMMITMENTS
21,520 8,140 12 28,322 30,781 49,854 38,933 7,329 18,250
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 458)
1,325 2,221 0 -604 -1,925 721 296 -263 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 14.2 0.0 49.5 53.8 87.2 68.1 12.8 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
20 13 1 20 22 40 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,219
COMMITMENTS
11,647 17,241 1,229 44,945 40,071 57,821 58,541 6,398 5,678
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -2,659)
2,118 -1,485 477 4,226 -1,643 6,821 -2,651 -9,480 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 26.8 1.9 70.0 62.4 90.0 91.2 10.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 14 5 26 24 50 39
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,640
COMMITMENTS
3,425 1,913 280 23,530 27,596 27,235 29,789 4,405 1,851
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -201)
798 -278 -30 -1,086 135 -318 -173 117 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 6.0 0.9 74.4 87.2 86.1 94.1 13.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 5 1 22 24 27 30
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 38,042
COMMITMENTS
12,047 2,626 94 19,240 32,193 31,381 34,913 6,661 3,129
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 2,506)
1,394 168 -29 267 1,541 1,632 1,680 874 826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 6.9 0.2 50.6 84.6 82.5 91.8 17.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 8 3 24 20 42 30
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,417
COMMITMENTS
6,888 2,807 12 4,523 10,267 11,423 13,086 1,994 331
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 45)
2,860 18 0 -2,017 49 843 67 -798 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.3 20.9 0.1 33.7 76.5 85.1 97.5 14.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 3 1 7 3 20 6
Updated April 8, 2011