MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,451
COMMITMENTS
1,319 6,419 10,139 32,537 21,929 43,995 38,486 5,456 10,965
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -850)
-370 183 -703 -165 241 -1,237 -279 387 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 13.0 20.5 65.8 44.3 89.0 77.8 11.0 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
10 25 22 42 33 66 67
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 223,952
COMMITMENTS
60,981 12,477 48,860 90,073 131,860 199,915 193,197 24,037 30,755
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -4,725)
-2,937 -654 -1,963 -510 -979 -5,409 -3,596 684 -1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 5.6 21.8 40.2 58.9 89.3 86.3 10.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
110 43 94 46 57 194 166
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 452,617
COMMITMENTS
138,079 10,944 138,972 142,718 218,381 419,769 368,297 32,848 84,320
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 10,183)
4,026 -1,482 4,829 162 6,256 9,017 9,603 1,166 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 2.4 30.7 31.5 48.2 92.7 81.4 7.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
160 59 132 116 189 351 335
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,854
COMMITMENTS
3,720 479 1,359 2,627 6,401 7,706 8,239 2,148 1,615
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 56)
-85 9 -83 -161 7 -329 -67 385 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 4.9 13.8 26.7 65.0 78.2 83.6 21.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
31 11 14 16 25 56 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,062
COMMITMENTS
21,690 3,936 7,887 9,185 13,358 38,762 25,180 6,300 19,882
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -2,003)
636 519 -1,804 -445 -282 -1,612 -1,566 -391 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 8.7 17.5 20.4 29.6 86.0 55.9 14.0 44.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
58 30 28 35 58 109 103
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,734
COMMITMENTS
6,782 200 0 13,951 27,328 20,733 27,528 7,001 206
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,903)
-2,215 0 0 3,817 1,872 1,602 1,872 301 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 0.7 0.0 50.3 98.5 74.8 99.3 25.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 1 0 11 13 18 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 163,810
COMMITMENTS
89,029 17,545 6,273 21,264 122,857 116,566 146,675 47,245 17,135
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -465)
-1,918 1,036 159 3,547 -579 1,789 615 -2,254 -1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.3 10.7 3.8 13.0 75.0 71.2 89.5 28.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
40 14 17 21 27 71 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 30,682
COMMITMENTS
6,481 13,350 1,491 12,045 5,460 20,017 20,301 10,665 10,381
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -2,562)
-2,602 2,847 124 2,186 -6,352 -292 -3,382 -2,270 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 43.5 4.9 39.3 17.8 65.2 66.2 34.8 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 16 7 9 9 21 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 131,067
COMMITMENTS
113,370 3,772 439 9,685 124,757 123,494 128,968 7,573 2,099
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -1,778)
-1,316 -1,052 54 -437 -1,141 -1,699 -2,139 -79 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.5 2.9 0.3 7.4 95.2 94.2 98.4 5.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
58 11 2 12 21 70 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 150,211
COMMITMENTS
12,123 78,860 11,279 108,031 25,892 131,432 116,031 18,778 34,180
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,026)
643 -4,437 289 -639 5,912 293 1,764 1,733 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 52.5 7.5 71.9 17.2 87.5 77.2 12.5 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
13 46 20 16 25 42 78
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 124,947
COMMITMENTS
17,718 47,158 10,195 77,453 26,638 105,366 83,991 19,581 40,956
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 17,687)
-23,386 17,652 2,981 38,533 -13,957 18,128 6,676 -441 11,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 37.7 8.2 62.0 21.3 84.3 67.2 15.7 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
21 45 23 24 22 59 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 280,525
COMMITMENTS
33,433 116,633 47,223 155,081 59,116 235,737 222,972 44,788 57,553
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 41,317)
-7,208 2,549 13,348 36,061 20,818 42,200 36,715 -883 4,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 41.6 16.8 55.3 21.1 84.0 79.5 16.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
49 86 61 31 38 120 145
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,143
COMMITMENTS
13,049 7,243 0 1,073 9,012 14,122 16,255 3,021 888
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -456)
-572 -889 0 -221 857 -793 -32 337 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.1 42.3 0.0 6.3 52.6 82.4 94.8 17.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 10 0 4 10 19 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,995,035
COMMITMENTS
1331923 352,908 3939295 5936534 6742103 11207752 11034306 787,283 960,730
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 50,757)
-133,972 -70,557 -9,746 191,586 141,700 47,867 61,397 2,890 -10,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 2.9 32.8 49.5 56.2 93.4 92.0 6.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
68 71 119 144 147 282 276
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 393,468
COMMITMENTS
18,626 28,012 23,480 266,767 267,242 308,873 318,734 84,595 74,734
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 10,726)
-4,606 -1,194 -2,481 15,772 14,193 8,685 10,518 2,041 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 7.1 6.0 67.8 67.9 78.5 81.0 21.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
21 32 33 80 69 123 112
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,574,347
COMMITMENTS
287,113 303,300 106,869 1851201 1928051 2245182 2338220 329,165 236,127
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 87,567)
-59,610 -72,310 25,274 132,243 155,355 97,907 108,320 -10,340 -20,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 11.8 4.2 71.9 74.9 87.2 90.8 12.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 471)
97 115 74 169 184 309 330
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,522
COMMITMENTS
12,701 8,432 0 78,350 88,872 91,051 97,304 9,471 3,218
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 845)
-1,122 -982 -312 3,197 901 1,763 -393 -918 1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 8.4 0.0 77.9 88.4 90.6 96.8 9.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
16 3 0 49 38 65 41
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 14,208
COMMITMENTS
4,250 1,445 0 5,575 10,062 9,825 11,507 4,383 2,701
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,314)
1,476 0 0 162 2,619 1,638 2,619 -324 -1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 10.2 0.0 39.2 70.8 69.2 81.0 30.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 10 12 13 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 301,757
COMMITMENTS
137,007 81,263 4,806 133,060 199,177 274,873 285,246 26,884 16,511
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 6,214)
-542 1,405 710 16,519 13,052 16,687 15,167 -10,473 -8,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 26.9 1.6 44.1 66.0 91.1 94.5 8.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
76 46 16 69 73 154 126
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 148,012
COMMITMENTS
80,270 10,129 2,621 29,698 118,021 112,589 130,771 35,423 17,242
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 741)
-4,542 351 -221 3,314 12 -1,448 142 2,189 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.2 6.8 1.8 20.1 79.7 76.1 88.4 23.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
39 12 11 14 18 58 36
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,671
COMMITMENTS
14,142 13,075 0 20,571 18,577 34,713 31,652 9,958 13,019
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,418)
-116 -790 0 441 3,122 325 2,332 1,093 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 29.3 0.0 46.0 41.6 77.7 70.9 22.3 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 12 0 15 15 31 27
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,353
COMMITMENTS
19,197 4,775 626 13,412 20,482 33,235 25,883 6,118 13,470
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 2,544)
624 175 87 1,552 4,124 2,263 4,386 281 -1,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.8 12.1 1.6 34.1 52.0 84.5 65.8 15.5 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 9 3 18 19 36 29
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 29,189
COMMITMENTS
4,188 580 80 22,062 27,088 26,330 27,748 2,859 1,441
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 1,688)
-1,540 310 0 3,215 1,541 1,675 1,851 13 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 2.0 0.3 75.6 92.8 90.2 95.1 9.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 2 1 19 22 25 25
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 20,261
COMMITMENTS
4,935 500 82 8,080 18,090 13,097 18,672 7,164 1,589
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: 288)
569 -293 0 -635 750 -66 457 354 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 2.5 0.4 39.9 89.3 64.6 92.2 35.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 1 1 10 11 20 13
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/30/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 18,149
COMMITMENTS
4,124 1,634 0 12,458 15,561 16,582 17,195 1,567 954
CHANGES FROM 03/23/10 (CHANGE IN OPEN INTEREST: -612)
-293 -72 0 -135 -556 -428 -628 -184 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 9.0 0.0 68.6 85.7 91.4 94.7 8.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 5 0 6 2 17 7
Updated April 2, 2010