BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,368
COMMITMENTS
390 100 53 4,202 4,578 4,645 4,731 723 637
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -352)
-86 -13 -3 -184 -303 -273 -319 -79 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 1.9 1.0 78.3 85.3 86.5 88.1 13.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 2 10 10 15 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,745
COMMITMENTS
5,262 10,110 873 20,201 14,358 26,336 25,341 4,409 5,404
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -4,440)
-519 -188 -193 -3,670 -3,237 -4,382 -3,618 -58 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 32.9 2.8 65.7 46.7 85.7 82.4 14.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 23 8 23 22 39 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,570
COMMITMENTS
76,943 54,110 49,706 110,772 123,193 237,421 227,009 31,149 41,561
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,712)
-5,332 1,225 -52 7,259 -74 1,875 1,099 -163 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 20.1 18.5 41.2 45.9 88.4 84.5 11.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
98 83 119 56 83 219 245
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 364,976
COMMITMENTS
130,863 65,561 57,179 148,311 176,065 336,353 298,805 28,623 66,171
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,036)
-4,811 -4,180 1,315 3,845 2,392 349 -473 -1,385 -563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 18.0 15.7 40.6 48.2 92.2 81.9 7.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
146 93 121 74 165 290 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,377
COMMITMENTS
4,154 3,346 1,414 2,590 3,562 8,158 8,322 2,219 2,055
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -80)
-83 -11 -173 -81 -155 -337 -339 257 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 32.2 13.6 25.0 34.3 78.6 80.2 21.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
27 23 12 14 21 50 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,124
COMMITMENTS
25,290 7,893 10,033 10,777 12,586 46,100 30,512 9,024 24,612
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -1,083)
7 -256 -2,122 917 -115 -1,198 -2,493 115 1,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 14.3 18.2 19.6 22.8 83.6 55.4 16.4 44.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
70 37 49 31 66 127 138
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,262
COMMITMENTS
166 4,263 21 7,412 2,628 7,599 6,912 663 1,350
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -268)
105 -211 6 -409 -55 -298 -260 30 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 51.6 0.3 89.7 31.8 92.0 83.7 8.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 8 3 12 8 16 17
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 133,184
COMMITMENTS
11,579 6,624 3,316 117,733 123,155 132,628 133,095 556 89
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 3,852)
53 -118 0 3,811 3,969 3,864 3,851 -12 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 5.0 2.5 88.4 92.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 3 1 15 15 19 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 146,771
COMMITMENTS
55,906 29,874 4,960 47,002 92,186 107,868 127,020 38,903 19,751
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 10,218)
5,143 1,591 1,668 1,633 5,290 8,444 8,549 1,774 1,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 20.4 3.4 32.0 62.8 73.5 86.5 26.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
35 13 5 25 23 63 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,649
COMMITMENTS
8,114 27,592 348 33,875 10,434 42,337 38,374 11,312 15,275
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,289)
-1,661 -1,574 221 5,602 797 4,162 -556 -2,873 1,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 51.4 0.6 63.1 19.4 78.9 71.5 21.1 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 19 4 10 17 19 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 207,994
COMMITMENTS
84,514 18,167 3,031 114,929 182,796 202,474 203,994 5,520 4,000
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 18,216)
10,704 5,107 2,155 5,687 9,850 18,546 17,112 -330 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 8.7 1.5 55.3 87.9 97.3 98.1 2.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
48 22 9 21 21 75 51
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 184,104
COMMITMENTS
22,308 59,407 598 142,025 98,699 164,931 158,704 19,173 25,400
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 7,219)
-4,623 9,241 -165 11,816 -808 7,028 8,268 191 -1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 32.3 0.3 77.1 53.6 89.6 86.2 10.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
20 29 7 30 31 55 62
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 147,952
COMMITMENTS
33,281 52,639 1,770 101,188 50,071 136,239 104,480 11,713 43,472
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -358)
-18,277 -122 1,066 17,826 -2,264 615 -1,320 -973 962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 35.6 1.2 68.4 33.8 92.1 70.6 7.9 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
17 49 8 26 28 49 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 284,739
COMMITMENTS
39,943 156,416 6,110 205,574 63,286 251,627 225,812 33,112 58,927
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 13,457)
4,215 11,014 622 11,062 230 15,899 11,866 -2,442 1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 54.9 2.1 72.2 22.2 88.4 79.3 11.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
31 72 19 46 51 88 132
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,950
COMMITMENTS
23,506 6,718 483 2,039 20,754 26,028 27,955 3,922 1,995
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -5,209)
-3,500 1,826 65 -1,071 -7,305 -4,506 -5,414 -703 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.5 22.4 1.6 6.8 69.3 86.9 93.3 13.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
25 10 3 7 13 33 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,722,939
COMMITMENTS
831,646 809,528 1835160 5232775 5163773 7899581 7808461 823,358 914,478
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 155,091)
56,145 98,483 72,042 42,097 16,663 170,284 187,188 -15,193 -32,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 9.3 21.0 60.0 59.2 90.6 89.5 9.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
60 47 88 134 141 244 236
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 846,787
COMMITMENTS
79,292 109,191 29,530 609,663 595,589 718,485 734,310 128,301 112,477
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 34,794)
-1,099 4,573 7,471 13,001 5,655 19,373 17,699 15,420 17,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 12.9 3.5 72.0 70.3 84.8 86.7 15.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
101 104 58 233 239 360 376
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 252,705
COMMITMENTS
12,689 21,638 1,722 166,144 176,454 180,555 199,814 72,150 52,891
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 6,296)
265 4,198 -95 931 -8,484 1,101 -4,381 5,195 10,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 8.6 0.7 65.7 69.8 71.4 79.1 28.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
12 11 7 58 55 74 69
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,970,409
COMMITMENTS
386,231 490,981 85,825 2217596 2095673 2689652 2672479 280,757 297,930
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 142,488)
16,119 24,813 14,891 60,351 70,695 91,361 110,399 51,127 32,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 16.5 2.9 74.7 70.6 90.5 90.0 9.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526)
99 102 51 208 224 328 356
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 112,490
COMMITMENTS
17,008 5,872 0 85,941 102,301 102,949 108,173 9,541 4,317
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 240)
2,145 1,220 0 -81 -1,583 2,064 -363 -1,824 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 5.2 0.0 76.4 90.9 91.5 96.2 8.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
12 6 0 50 38 62 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 115,730
COMMITMENTS
31,506 6,949 2,014 72,809 101,186 106,329 110,150 9,401 5,580
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 935)
801 1,367 95 -598 -1,110 299 352 636 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 6.0 1.7 62.9 87.4 91.9 95.2 8.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
79 32 18 76 90 163 133
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 19,618
COMMITMENTS
1,456 979 275 14,890 17,354 16,621 18,608 2,997 1,010
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,074)
77 0 275 793 604 1,145 879 -71 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 5.0 1.4 75.9 88.5 84.7 94.9 15.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 2 11 12 16 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 480,559
COMMITMENTS
156,430 36,030 2,517 289,593 419,162 448,540 457,709 32,019 22,850
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -697)
4,003 7,215 -1,280 -6,955 -8,569 -4,232 -2,634 3,535 1,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 7.5 0.5 60.3 87.2 93.3 95.2 6.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
78 33 15 71 88 154 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 164,007
COMMITMENTS
96,358 34,638 3,356 31,532 103,390 131,246 141,384 32,761 22,623
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 2,788)
-7,307 9,174 456 11,376 -9,755 4,525 -125 -1,737 2,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.8 21.1 2.0 19.2 63.0 80.0 86.2 20.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
35 29 8 22 31 63 62
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 50,210
COMMITMENTS
5,467 11,490 4,156 32,463 16,142 42,086 31,788 8,124 18,422
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 13,546)
-909 188 3,656 9,848 9,999 12,595 13,843 951 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 22.9 8.3 64.7 32.1 83.8 63.3 16.2 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
11 9 8 25 12 41 26
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,640
COMMITMENTS
14,177 3,974 10,292 21,655 29,953 46,124 44,219 22,516 24,421
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 23,379)
1,187 -430 7,220 1,498 3,037 9,905 9,827 13,474 13,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 5.8 15.0 31.5 43.6 67.2 64.4 32.8 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
14 10 7 26 29 46 42
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/06/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 10,350
COMMITMENTS
6,251 743 0 2,684 9,340 8,935 10,083 1,415 267
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 822)
898 98 0 -70 598 828 696 -6 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.4 7.2 0.0 25.9 90.2 86.3 97.4 13.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 2 0 6 3 17 5
Updated March 9, 2012