MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,630
COMMITMENTS
694 7,725 10,707 36,579 23,113 47,980 41,545 4,650 11,085
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 141)
602 -698 138 374 760 1,115 200 -973 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 14.7 20.3 69.5 43.9 91.2 78.9 8.8 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
8 29 18 29 27 50 61
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 157,183
COMMITMENTS
19,335 28,176 44,479 63,019 51,297 126,833 123,952 30,350 33,231
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 4,545)
-477 4,507 3,504 -1,832 -6,787 1,195 1,224 3,350 3,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 17.9 28.3 40.1 32.6 80.7 78.9 19.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
63 57 73 48 44 152 148
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 252,544
COMMITMENTS
49,331 44,675 61,167 116,928 105,551 227,425 211,393 25,119 41,151
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -5,312)
-1,962 4,826 11 -841 -5,695 -2,792 -858 -2,520 -4,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 17.7 24.2 46.3 41.8 90.1 83.7 9.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
77 79 89 104 133 228 264
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,572
COMMITMENTS
2,628 3,242 1,589 2,599 1,839 6,816 6,669 1,756 1,903
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 1,296)
394 -155 695 -145 401 944 941 352 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 37.8 18.5 30.3 21.5 79.5 77.8 20.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 28 17 21 21 50 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 20,652
COMMITMENTS
3,567 3,036 4,129 6,851 3,643 14,547 10,807 6,105 9,845
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -3,549)
-2,023 -785 -809 -322 -952 -3,154 -2,546 -395 -1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 14.7 20.0 33.2 17.6 70.4 52.3 29.6 47.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
18 22 20 30 28 63 59
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 10,781
COMMITMENTS
1,184 1,313 215 9,077 8,800 10,476 10,328 305 453
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 12.2 2.0 84.2 81.6 97.2 95.8 2.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 6 1 9 6 12 12
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 67,430
COMMITMENTS
6,505 30,276 4,325 25,800 14,555 36,630 49,156 30,800 18,275
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 2,140)
1,499 4,276 76 800 -2,391 2,376 1,961 -236 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 44.9 6.4 38.3 21.6 54.3 72.9 45.7 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 20 13 16 15 37 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 34,865
COMMITMENTS
4,074 7,501 3,358 12,226 12,016 19,659 22,875 15,206 11,990
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 694)
-2,036 -1,428 499 981 2,230 -556 1,301 1,250 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 21.5 9.6 35.1 34.5 56.4 65.6 43.6 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 10 4 10 8 21 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 44,418
COMMITMENTS
12,892 15,858 140 29,570 25,429 42,602 41,427 1,816 2,991
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 692)
453 2,289 43 -313 -1,702 183 630 509 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 35.7 0.3 66.6 57.2 95.9 93.3 4.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 26 3 5 14 16 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 88,105
COMMITMENTS
9,700 40,997 5,050 52,111 20,558 66,861 66,606 21,245 21,499
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 1,846)
-1,549 -878 245 5,029 3,796 3,724 3,162 -1,878 -1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 46.5 5.7 59.1 23.3 75.9 75.6 24.1 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
12 27 13 15 13 36 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 102,867
COMMITMENTS
25,653 31,346 16,297 42,103 28,610 84,052 76,253 18,815 26,614
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 12,260)
2,343 2,534 3,266 5,518 3,677 11,127 9,478 1,133 2,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 30.5 15.8 40.9 27.8 81.7 74.1 18.3 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 37 16 22 17 50 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 133,587
COMMITMENTS
30,864 30,633 17,032 41,215 52,239 89,111 99,904 44,476 33,683
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -8,314)
-428 -8,416 360 -7,778 616 -7,845 -7,440 -469 -874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 22.9 12.7 30.9 39.1 66.7 74.8 33.3 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
32 38 28 25 28 73 78
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 14,124
COMMITMENTS
3,583 4,522 0 6,778 8,139 10,361 12,661 3,763 1,463
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -1,074)
200 -1,746 0 -1,368 747 -1,168 -999 94 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 32.0 0.0 48.0 57.6 73.4 89.6 26.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 7 0 7 7 13 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 40,009
COMMITMENTS
6,697 0 598 25,098 35,239 32,393 35,837 7,616 4,172
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 2,889)
2,587 0 -279 77 2,546 2,385 2,267 504 622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 0.0 1.5 62.7 88.1 81.0 89.6 19.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 0 2 15 9 20 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,982,817
COMMITMENTS
639,284 318,635 3654191 5741592 6201464 10035066 10174290 947,751 808,527
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 608,240)
61,866 58,711 316,239 190,031 199,994 568,136 574,943 40,104 33,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.9 33.3 52.3 56.5 91.4 92.6 8.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
70 31 89 113 113 212 209
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 561,057
COMMITMENTS
55,098 31,117 35,013 361,732 440,783 451,843 506,912 109,215 54,145
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 13,116)
2,012 1,609 1,187 2,042 13,278 5,241 16,073 7,875 -2,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 5.5 6.2 64.5 78.6 80.5 90.3 19.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
36 29 46 81 75 143 124
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,614,946
COMMITMENTS
482,520 368,674 96,190 1842752 1872371 2421462 2337234 193,483 277,712
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 21,695)
30,041 -26,874 6,040 -37,000 -20,657 -919 -41,491 22,613 63,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 14.1 3.7 70.5 71.6 92.6 89.4 7.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
97 98 71 146 147 280 279
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,988
COMMITMENTS
14,424 11,104 100 87,645 96,725 102,169 107,929 8,819 3,059
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -1,264)
2,165 -747 0 -4,180 336 -2,015 -411 751 -853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 10.0 0.1 79.0 87.1 92.1 97.2 7.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
9 6 1 46 33 55 40
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,919
COMMITMENTS
2,227 1,756 0 13,550 15,703 15,777 17,459 4,142 2,460
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 2,021)
350 237 0 1,479 1,064 1,829 1,301 192 720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 8.8 0.0 68.0 78.8 79.2 87.6 20.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 0 16 18 21 21
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 243,413
COMMITMENTS
68,180 54,120 2,694 147,873 164,733 218,747 221,546 24,665 21,866
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 5,201)
31,895 -4,249 -159 -37,962 3,169 -6,226 -1,239 11,427 6,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 22.2 1.1 60.8 67.7 89.9 91.0 10.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
49 40 15 54 55 111 102
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 70,329
COMMITMENTS
24,427 12,948 3,710 21,674 44,486 49,812 61,145 20,518 9,184
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 5,771)
2,283 -581 350 1,617 6,335 4,250 6,104 1,521 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 18.4 5.3 30.8 63.3 70.8 86.9 29.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
25 12 7 12 12 42 26
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 29,162
COMMITMENTS
4,614 10,411 3 19,305 13,527 23,922 23,941 5,240 5,221
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 1,661)
315 -486 1 1,890 1,893 2,206 1,408 -545 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 35.7 0.0 66.2 46.4 82.0 82.1 18.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 14 1 13 21 22 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,611
COMMITMENTS
14,797 8,895 497 15,729 30,404 31,023 39,796 14,588 5,815
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 6,808)
1,302 1,630 497 -1,424 3,202 375 5,329 6,433 1,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 19.5 1.1 34.5 66.7 68.0 87.3 32.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 9 1 20 17 36 27
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 28,526
COMMITMENTS
3,061 8,583 289 23,499 17,890 26,849 26,762 1,677 1,764
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -474)
-693 -498 -53 218 -86 -528 -637 54 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 30.1 1.0 82.4 62.7 94.1 93.8 5.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 4 2 12 13 19 19
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,511
COMMITMENTS
3,860 1,035 6 9,730 12,912 13,596 13,953 915 558
CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -380)
-225 -556 6 -229 -111 -448 -661 68 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 7.1 0.0 67.1 89.0 93.7 96.2 6.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 5 2 7 3 16 10
Updated April 3, 2009