MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,135
COMMITMENTS
2,185 5,422 9,493 28,730 19,653 40,409 34,568 4,726 10,567
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -2,019)
633 -656 -806 -2,055 -799 -2,228 -2,260 209 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 12.0 21.0 63.7 43.5 89.5 76.6 10.5 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 23 23 36 28 61 61
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,540
COMMITMENTS
59,748 12,124 48,548 87,903 124,979 196,199 185,650 24,340 34,889
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 6,883)
4,146 -461 204 1,015 4,695 5,364 4,438 1,519 2,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 5.5 22.0 39.9 56.7 89.0 84.2 11.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
92 53 94 47 57 192 163
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 396,970
COMMITMENTS
134,128 15,352 96,916 135,896 203,276 366,939 315,544 30,031 81,426
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 12,485)
4,474 -3,691 3,602 3,725 7,315 11,801 7,226 684 5,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 3.9 24.4 34.2 51.2 92.4 79.5 7.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
143 69 116 98 180 309 311
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,716
COMMITMENTS
3,813 480 1,166 2,774 6,472 7,752 8,118 1,964 1,598
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -45)
52 -67 -34 75 264 93 163 -138 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 4.9 12.0 28.6 66.6 79.8 83.5 20.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
31 12 13 19 25 58 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,084
COMMITMENTS
17,255 2,965 8,975 10,336 12,410 36,566 24,351 6,518 18,734
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 1,399)
1,538 -330 898 -1,221 -986 1,215 -418 184 1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 6.9 20.8 24.0 28.8 84.9 56.5 15.1 43.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
49 31 40 41 55 115 106
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,153
COMMITMENTS
5,752 200 30 12,723 24,687 18,505 24,917 6,648 236
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 5,148)
2,633 0 0 1,344 5,178 3,977 5,178 1,171 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 0.8 0.1 50.6 98.1 73.6 99.1 26.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 1 1 10 12 19 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 148,480
COMMITMENTS
72,156 10,033 5,321 27,721 115,450 105,199 130,804 43,281 17,676
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 19,940)
24,564 2,507 -4,183 437 25,171 20,819 23,495 -879 -3,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 6.8 3.6 18.7 77.8 70.9 88.1 29.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
42 8 15 19 32 67 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 49,600
COMMITMENTS
10,445 15,872 1,081 27,705 20,196 39,232 37,149 10,368 12,451
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 3,249)
-443 -1,781 -1,704 6,608 8,930 4,462 5,446 -1,213 -2,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 32.0 2.2 55.9 40.7 79.1 74.9 20.9 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 10 3 14 13 23 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 168,074
COMMITMENTS
102,793 9,319 1,627 54,610 154,312 159,030 165,258 9,044 2,815
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 49,426)
11,382 -2,313 1,498 34,338 48,994 47,218 48,179 2,208 1,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 5.5 1.0 32.5 91.8 94.6 98.3 5.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
56 15 8 20 22 81 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 162,659
COMMITMENTS
10,924 74,048 9,835 121,936 41,947 142,695 125,830 19,964 36,829
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 7,581)
-3,294 -10,960 -4,360 20,990 20,631 13,336 5,311 -5,754 2,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 45.5 6.0 75.0 25.8 87.7 77.4 12.3 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 42 19 17 21 45 73
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 147,091
COMMITMENTS
51,950 24,374 7,151 63,390 87,107 122,491 118,632 24,600 28,460
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -1,820)
-5,120 2,113 -3,828 9,762 3,417 815 1,702 -2,635 -3,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 16.6 4.9 43.1 59.2 83.3 80.7 16.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 36 27 19 26 69 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 280,092
COMMITMENTS
33,235 106,448 30,081 173,908 93,625 237,224 230,153 42,868 49,938
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -2,364)
-3,145 8,442 -19,665 29,753 14,995 6,943 3,772 -9,306 -6,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 38.0 10.7 62.1 33.4 84.7 82.2 15.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
46 65 49 35 38 106 127
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,863
COMMITMENTS
11,964 8,717 135 7,237 11,490 19,336 20,342 2,527 1,521
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 1,705)
-1,751 114 135 3,152 1,812 1,536 2,061 169 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 39.9 0.6 33.1 52.6 88.4 93.0 11.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 11 2 8 11 20 24
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 10,039
COMMITMENTS
1,001 4,988 0 7,743 4,356 8,744 9,344 1,295 695
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 49.7 0.0 77.1 43.4 87.1 93.1 12.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 0 11 7 14 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,270,930
COMMITMENTS
1582533 491,024 5009874 6826177 7806578 13418583 13307475 852,346 963,454
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 88,121)
-94,566 41,205 43,778 135,352 -12,497 84,564 72,487 3,557 15,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 3.4 35.1 47.8 54.7 94.0 93.2 6.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
80 74 119 152 159 300 288
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 500,199
COMMITMENTS
26,368 91,181 40,696 318,569 311,414 385,632 443,291 114,567 56,908
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 16,600)
1,149 -2,395 5,995 8,989 10,107 16,134 13,707 466 2,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 18.2 8.1 63.7 62.3 77.1 88.6 22.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
27 27 35 81 64 128 106
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,140,495
COMMITMENTS
697,704 492,841 106,962 2118744 2211549 2923411 2811352 217,084 329,143
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 128,658)
-14,910 21,682 24,604 109,615 112,101 119,308 158,387 9,350 -29,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 15.7 3.4 67.5 70.4 93.1 89.5 6.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 474)
98 119 73 173 188 314 338
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 99,156
COMMITMENTS
12,386 9,592 0 78,624 85,917 91,010 95,509 8,146 3,647
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 221)
-472 1,490 0 748 -950 276 540 -54 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 9.7 0.0 79.3 86.6 91.8 96.3 8.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
13 4 0 52 35 65 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,469
COMMITMENTS
663 5,964 748 18,794 15,838 20,205 22,550 4,264 1,920
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -3,666)
-1 -2,451 1 -3,644 -1,082 -3,644 -3,532 -22 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 24.4 3.1 76.8 64.7 82.6 92.2 17.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 1 13 12 16 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 420,904
COMMITMENTS
167,945 118,954 7,906 225,157 277,778 401,007 404,638 19,897 16,266
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 10,133)
15,826 30,509 854 -5,195 -18,874 11,485 12,489 -1,352 -2,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 28.3 1.9 53.5 66.0 95.3 96.1 4.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
82 62 19 67 77 161 147
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 134,834
COMMITMENTS
70,368 8,802 3,095 30,211 109,164 103,675 121,061 31,160 13,773
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 9,886)
10,449 -1,490 -2,400 1,682 15,555 9,730 11,665 156 -1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 6.5 2.3 22.4 81.0 76.9 89.8 23.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
33 10 9 12 14 50 28
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 61,342
COMMITMENTS
14,612 9,824 6,194 27,591 26,597 48,397 42,615 12,945 18,727
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 20,647)
-1,354 1,135 6,174 10,989 7,571 15,809 14,880 4,838 5,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 16.0 10.1 45.0 43.4 78.9 69.5 21.1 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
17 14 6 24 21 46 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 63,755
COMMITMENTS
14,531 8,803 6,305 31,383 34,324 52,219 49,432 11,536 14,323
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 12,248)
1,683 3,067 5,276 5,143 -3,607 12,102 4,736 146 7,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 13.8 9.9 49.2 53.8 81.9 77.5 18.1 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
19 8 9 22 22 42 39
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 28,104
COMMITMENTS
5,012 0 40 20,096 26,269 25,148 26,309 2,956 1,795
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -1,389)
-577 0 0 -458 -1,734 -1,035 -1,734 -354 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 0.0 0.1 71.5 93.5 89.5 93.6 10.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 0 1 15 19 25 20
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 20,509
COMMITMENTS
3,896 1,173 82 10,605 17,253 14,583 18,508 5,926 2,001
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: -165)
186 -97 0 -240 -220 -54 -317 -111 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 5.7 0.4 51.7 84.1 71.1 90.2 28.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 4 1 10 7 18 12
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/09/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,585
COMMITMENTS
3,869 1,660 0 10,941 13,557 14,810 15,217 1,775 1,368
CHANGES FROM 03/02/10 (CHANGE IN OPEN INTEREST: 855)
608 328 0 11 321 619 649 236 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 10.0 0.0 66.0 81.7 89.3 91.8 10.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 3 0 6 3 15 6
Updated March 12, 2010