MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,489
COMMITMENTS
92 8,423 10,569 36,205 22,353 46,865 41,345 5,623 11,144
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 143)
-363 -386 260 -444 326 -547 200 689 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 16.0 20.1 69.0 42.6 89.3 78.8 10.7 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
4 31 17 30 25 48 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,639
COMMITMENTS
19,812 23,669 40,975 64,851 58,084 125,638 122,728 27,001 29,910
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 150)
-4,041 -2,833 2,117 386 1,145 -1,539 429 1,689 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 15.5 26.8 42.5 38.1 82.3 80.4 17.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
60 51 72 49 45 149 144
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,856
COMMITMENTS
51,293 39,849 61,156 117,768 111,246 230,217 212,251 27,639 45,605
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 6,617)
1,351 -633 946 1,643 7,270 3,939 7,582 2,678 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 15.5 23.7 45.7 43.1 89.3 82.3 10.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
74 75 84 106 138 224 261
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,276
COMMITMENTS
2,234 3,397 894 2,744 1,438 5,872 5,728 1,404 1,548
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 178)
-56 201 24 182 44 150 269 29 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 46.7 12.3 37.7 19.8 80.7 78.7 19.3 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
19 26 10 19 15 43 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,201
COMMITMENTS
5,590 3,820 4,938 7,172 4,595 17,700 13,354 6,501 10,848
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -1,271)
69 -25 121 -637 35 -446 132 -825 -1,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 15.8 20.4 29.6 19.0 73.1 55.2 26.9 44.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
24 26 26 34 33 76 70
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 65,291
COMMITMENTS
5,006 26,000 4,248 25,000 16,946 34,255 47,195 31,036 18,096
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -35,274)
-3,348 -6,880 -2,228 -30,804 -18,328 -36,381 -27,436 1,107 -7,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 39.8 6.5 38.3 26.0 52.5 72.3 47.5 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 21 12 12 13 30 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 34,172
COMMITMENTS
6,110 8,929 2,859 11,246 9,786 20,215 21,574 13,957 12,598
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -2,936)
-595 -5,655 1,246 -5,006 7,503 -4,355 3,093 1,419 -6,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 26.1 8.4 32.9 28.6 59.2 63.1 40.8 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 11 5 10 7 24 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 43,726
COMMITMENTS
12,439 13,569 97 29,883 27,131 42,419 40,797 1,307 2,929
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -3,771)
3,261 -3,079 -19 -7,377 242 -4,135 -2,856 364 -915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 31.0 0.2 68.3 62.0 97.0 93.3 3.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 23 1 5 14 18 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 86,259
COMMITMENTS
11,249 41,876 4,805 47,083 16,763 63,136 63,443 23,122 22,815
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,424)
2,442 -24 46 -3,413 -219 -925 -197 2,349 1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 48.5 5.6 54.6 19.4 73.2 73.6 26.8 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 26 11 14 12 34 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 90,607
COMMITMENTS
23,310 28,811 13,030 36,585 24,933 72,925 66,775 17,682 23,832
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 466)
-3,652 -78 2,357 -2,808 -2,913 -4,103 -633 4,569 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 31.8 14.4 40.4 27.5 80.5 73.7 19.5 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
13 36 15 21 18 46 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 141,901
COMMITMENTS
31,292 39,049 16,672 48,993 51,623 96,957 107,344 44,944 34,557
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 12,441)
-1,555 -4,482 6,044 5,490 12,168 9,979 13,731 2,462 -1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 27.5 11.7 34.5 36.4 68.3 75.6 31.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
35 38 26 25 25 72 77
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 15,198
COMMITMENTS
3,383 6,268 0 8,146 7,392 11,529 13,660 3,669 1,538
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -350)
511 -2,684 0 -832 2,535 -321 -149 -29 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 41.2 0.0 53.6 48.6 75.9 89.9 24.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 9 0 8 4 13 13
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 37,120
COMMITMENTS
4,110 0 877 25,021 32,693 30,008 33,570 7,112 3,550
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 2.4 67.4 88.1 80.8 90.4 19.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 2 14 8 18 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,374,577
COMMITMENTS
577,418 259,924 3337952 5551560 6001470 9466930 9599346 907,647 775,231
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 579,823)
128,649 1,343 260,611 97,755 361,507 487,016 623,461 92,807 -43,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 2.5 32.2 53.5 57.8 91.3 92.5 8.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
71 23 85 108 108 203 199
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 547,942
COMMITMENTS
53,087 29,508 33,826 359,689 427,505 446,602 490,839 101,340 57,103
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -333,092)
-665 -57,813 -30,038 -217,964 -215,351 -248,667 -303,202 -84,425 -29,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 5.4 6.2 65.6 78.0 81.5 89.6 18.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
38 22 39 81 71 137 114
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,593,251
COMMITMENTS
452,479 395,547 90,150 1879752 1893028 2422381 2378725 170,870 214,526
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -1,585,476)
-304,820 -105,508 -113,812 -1122150 -1094762 -1540781 -1314082 -44,695 -271,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 15.3 3.5 72.5 73.0 93.4 91.7 6.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
92 106 66 142 147 271 282
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 112,252
COMMITMENTS
12,259 11,851 100 91,825 96,390 104,184 108,341 8,068 3,911
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -23,598)
-2,686 1,072 -482 -22,202 -22,316 -25,370 -21,726 1,772 -1,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 10.6 0.1 81.8 85.9 92.8 96.5 7.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
8 7 1 46 33 54 41
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,898
COMMITMENTS
1,877 1,519 0 12,071 14,639 13,948 16,158 3,950 1,740
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -27,198)
529 -2,944 -522 -17,107 -17,421 -17,100 -20,887 -10,098 -6,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 8.5 0.0 67.4 81.8 77.9 90.3 22.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 4 0 14 17 17 21
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 238,212
COMMITMENTS
36,285 58,369 2,853 185,835 161,564 224,973 222,785 13,239 15,427
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -164,905)
-15,660 -29,208 -10,788 -121,709 -82,070 -148,157 -122,065 -16,749 -42,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 24.5 1.2 78.0 67.8 94.4 93.5 5.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
38 45 16 57 61 105 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 64,559
COMMITMENTS
22,145 13,530 3,360 20,057 38,151 45,562 55,040 18,997 9,518
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 9,735)
7,297 -1,604 1,015 101 11,191 8,414 10,602 1,321 -868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 21.0 5.2 31.1 59.1 70.6 85.3 29.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
24 14 8 11 10 41 26
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 27,501
COMMITMENTS
4,298 10,897 3 17,415 11,634 21,716 22,533 5,785 4,968
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -446)
-663 -515 3 -270 1,254 -930 741 484 -1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 39.6 0.0 63.3 42.3 79.0 81.9 21.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 11 1 11 17 20 29
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,803
COMMITMENTS
13,495 7,265 0 17,153 27,202 30,648 34,467 8,155 4,336
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 2,031)
-2,987 -882 0 4,429 2,954 1,442 2,072 589 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 18.7 0.0 44.2 70.1 79.0 88.8 21.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 9 0 26 16 34 25
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 29,000
COMMITMENTS
3,754 9,081 342 23,281 17,976 27,377 27,399 1,623 1,601
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -1,456)
-2,051 1,110 54 249 -1,964 -1,748 -800 292 -656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 31.3 1.2 80.3 62.0 94.4 94.5 5.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 6 2 12 13 21 20
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,891
COMMITMENTS
4,085 1,591 0 9,959 13,023 14,044 14,614 847 277
CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 223)
-83 524 0 124 82 41 606 182 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 10.7 0.0 66.9 87.5 94.3 98.1 5.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 5 0 7 4 18 9
Updated March 27, 2009