BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,011
COMMITMENTS
308 1,165 1 2,861 2,282 3,170 3,448 841 562
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 283)
55 222 -4 292 144 343 362 -59 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 29.0 0.0 71.3 56.9 79.0 86.0 21.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 4 1 12 11 14 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 63,336
COMMITMENTS
6,999 2,928 14,044 35,260 35,902 56,304 52,874 7,032 10,462
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 964)
-354 187 -245 1,166 770 568 712 396 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 4.6 22.2 55.7 56.7 88.9 83.5 11.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
25 11 24 45 46 77 74
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,742
COMMITMENTS
68,285 12,529 76,003 96,013 142,891 240,301 231,423 30,441 39,319
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 17,863)
5,155 -1,124 9,579 -1,382 7,743 13,352 16,198 4,511 1,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 4.6 28.1 35.5 52.8 88.8 85.5 11.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
122 37 112 60 71 228 189
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 490,042
COMMITMENTS
114,525 21,125 167,969 173,957 216,109 456,452 405,203 33,590 84,839
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 30,417)
4,914 -1,191 15,624 8,086 10,354 28,624 24,786 1,794 5,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 4.3 34.3 35.5 44.1 93.1 82.7 6.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
139 79 137 115 190 332 343
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,013
COMMITMENTS
4,470 1,552 1,037 2,794 5,763 8,301 8,352 1,712 1,661
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 356)
77 134 195 172 165 445 495 -89 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 15.5 10.4 27.9 57.6 82.9 83.4 17.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
30 15 14 18 30 53 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,949
COMMITMENTS
19,703 1,303 10,889 11,794 13,437 42,386 25,628 7,563 24,321
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 1,798)
1,982 243 334 -586 48 1,731 624 68 1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 2.6 21.8 23.6 26.9 84.9 51.3 15.1 48.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
62 22 45 55 73 137 129
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 88,155
COMMITMENTS
13,163 0 9 74,337 87,832 87,509 87,841 646 314
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 221)
-393 0 2 653 286 262 288 -41 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.0 0.0 84.3 99.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 0 1 14 13 20 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,624
COMMITMENTS
52,882 2,257 3,739 24,825 105,869 81,446 111,865 48,178 17,759
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 1,326)
3,138 -1,350 6 -348 2,890 2,796 1,546 -1,470 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 1.7 2.9 19.2 81.7 62.8 86.3 37.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
38 8 13 22 24 67 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 59,688
COMMITMENTS
24,055 4,516 1,550 7,663 43,430 33,268 49,496 26,420 10,192
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -13)
-700 1,440 208 2,461 -648 1,969 1,000 -1,982 -1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 7.6 2.6 12.8 72.8 55.7 82.9 44.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
19 10 8 9 12 32 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 129,361
COMMITMENTS
91,688 3,613 227 29,260 123,919 121,175 127,759 8,186 1,602
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 2,286)
2,042 1,515 0 281 1,558 2,323 3,073 -37 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.9 2.8 0.2 22.6 95.8 93.7 98.8 6.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
67 7 1 16 18 83 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 114,485
COMMITMENTS
30,190 26,623 6,541 47,553 59,704 84,284 92,868 30,201 21,617
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -12,400)
-22,675 2,055 2,538 12,877 -19,513 -7,259 -14,921 -5,140 2,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 23.3 5.7 41.5 52.1 73.6 81.1 26.4 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
27 26 16 27 29 66 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 121,131
COMMITMENTS
38,167 31,152 11,039 40,464 44,830 89,671 87,022 31,460 34,109
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -10,419)
-13,158 12,379 1,016 1,877 -25,842 -10,266 -12,447 -153 2,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 25.7 9.1 33.4 37.0 74.0 71.8 26.0 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
35 33 25 26 26 72 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 263,479
COMMITMENTS
91,366 30,155 33,525 73,556 147,965 198,447 211,645 65,032 51,834
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 23,223)
12,072 2,306 -355 8,363 23,571 20,080 25,521 3,144 -2,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 11.4 12.7 27.9 56.2 75.3 80.3 24.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
55 54 53 46 50 130 128
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 13,401
COMMITMENTS
6,598 6,359 216 4,356 4,767 11,170 11,342 2,231 2,059
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -573)
593 -1,128 4 -1,357 1,031 -760 -93 187 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 47.5 1.6 32.5 35.6 83.4 84.6 16.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 9 2 7 8 22 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,955,184
COMMITMENTS
795,894 428,313 4256105 8014384 8230795 13066383 12915213 888,800 1039971
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 342,215)
-147,970 -41,455 270,008 265,204 92,713 387,242 321,266 -45,027 20,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.1 30.5 57.4 59.0 93.6 92.5 6.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
67 54 99 148 156 268 261
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 951,946
COMMITMENTS
70,824 97,119 73,108 648,941 654,205 792,873 824,432 159,072 127,513
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 23,981)
5,283 2,736 -3,048 4,883 21,829 7,118 21,517 16,863 2,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 10.2 7.7 68.2 68.7 83.3 86.6 16.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582)
99 142 99 245 235 404 417
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 381,313
COMMITMENTS
14,900 36,020 36,212 218,074 254,650 269,186 326,882 112,127 54,431
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 3,495)
-2,235 783 -687 -4,877 4,935 -7,799 5,030 11,294 -1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 9.4 9.5 57.2 66.8 70.6 85.7 29.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
21 29 37 71 60 113 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,853,163
COMMITMENTS
347,439 373,317 116,660 2154337 1997773 2618436 2487750 234,727 365,412
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 102,429)
14,756 -13,065 11,028 48,802 84,472 74,587 82,435 27,843 19,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 13.1 4.1 75.5 70.0 91.8 87.2 8.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526)
94 122 79 218 218 355 376
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,260
COMMITMENTS
14,500 7,722 0 86,824 99,895 101,324 107,617 8,936 2,643
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 5,783)
2,347 1,656 -9 3,667 4,572 6,005 6,219 -221 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 7.0 0.0 78.7 90.6 91.9 97.6 8.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
12 9 0 55 41 67 50
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,590
COMMITMENTS
19,327 9,954 3,743 43,443 56,885 66,514 70,582 9,077 5,008
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 19,546)
6,729 -600 2,185 6,164 16,842 15,078 18,427 4,468 1,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 13.2 5.0 57.5 75.3 88.0 93.4 12.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
48 40 18 74 93 131 142
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 11,242
COMMITMENTS
3,051 1,124 0 4,307 8,360 7,358 9,484 3,884 1,757
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -17,225)
2,016 -8,061 -248 -17,932 -6,716 -16,164 -15,025 -1,061 -2,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 10.0 0.0 38.3 74.4 65.5 84.4 34.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 9 8 12 9
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 321,744
COMMITMENTS
94,499 57,270 5,597 195,682 242,624 295,778 305,490 25,966 16,254
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 41,521)
31,510 4,500 -2,195 9,284 42,409 38,598 44,714 2,923 -3,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 17.8 1.7 60.8 75.4 91.9 94.9 8.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
47 40 16 70 90 124 139
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 148,262
COMMITMENTS
92,569 6,823 3,529 16,756 120,299 112,855 130,651 35,408 17,611
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 39,184)
32,575 -1,975 605 -365 38,645 32,816 37,275 6,368 1,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 4.6 2.4 11.3 81.1 76.1 88.1 23.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
38 13 13 14 22 56 44
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,725
COMMITMENTS
20,195 5,919 12 28,926 32,706 49,133 38,637 7,592 18,088
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 1,037)
3,233 -1,530 0 -1,127 3,084 2,106 1,554 -1,069 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 10.4 0.0 51.0 57.7 86.6 68.1 13.4 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
20 11 1 20 22 40 34
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,878
COMMITMENTS
9,529 18,726 752 40,719 41,714 51,000 61,192 15,878 5,686
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -3,415)
-5,982 -2,117 247 4,146 1,227 -1,589 -643 -1,826 -2,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 28.0 1.1 60.9 62.4 76.3 91.5 23.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
18 15 5 28 24 49 41
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,841
COMMITMENTS
2,627 2,191 310 24,616 27,461 27,553 29,962 4,288 1,879
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 184)
269 518 0 -393 -539 -124 -21 308 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 6.9 1.0 77.3 86.2 86.5 94.1 13.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 5 1 23 25 27 31
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 35,536
COMMITMENTS
10,653 2,458 123 18,973 30,652 29,749 33,233 5,787 2,303
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 742)
1,866 10 5 -1,533 1,280 338 1,295 404 -553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 6.9 0.3 53.4 86.3 83.7 93.5 16.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 7 3 22 20 38 29
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,372
COMMITMENTS
4,028 2,789 12 6,540 10,218 10,580 13,019 2,792 353
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -49)
44 0 0 -97 3 -53 3 4 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 20.9 0.1 48.9 76.4 79.1 97.4 20.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 3 1 6 3 17 6
Updated April 1, 2011