BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,652
COMMITMENTS
393 104 68 4,445 4,788 4,906 4,960 746 692
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 284)
3 4 15 243 210 261 229 23 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 1.8 1.2 78.6 84.7 86.8 87.8 13.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 2 11 10 16 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,092
COMMITMENTS
5,120 9,546 853 20,665 14,969 26,638 25,368 4,454 5,724
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 347)
-142 -564 -20 464 611 302 27 45 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 30.7 2.7 66.5 48.1 85.7 81.6 14.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
11 21 8 23 23 40 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 256,308
COMMITMENTS
66,308 53,917 45,224 114,849 117,314 226,381 216,455 29,927 39,853
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -12,262)
-10,635 -193 -4,482 4,077 -5,879 -11,040 -10,554 -1,222 -1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 21.0 17.6 44.8 45.8 88.3 84.5 11.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
96 81 117 52 76 212 235
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 351,454
COMMITMENTS
123,752 67,802 54,946 145,603 162,743 324,301 285,491 27,153 65,963
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -13,522)
-7,111 2,241 -2,233 -2,708 -13,322 -12,052 -13,314 -1,470 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 19.3 15.6 41.4 46.3 92.3 81.2 7.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
131 92 118 70 149 265 310
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,043
COMMITMENTS
4,034 3,220 1,536 2,594 3,589 8,164 8,345 1,879 1,698
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -334)
-120 -126 122 4 27 6 23 -340 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 32.1 15.3 25.8 35.7 81.3 83.1 18.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
27 20 14 14 21 50 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 53,578
COMMITMENTS
22,826 7,645 9,609 10,794 12,289 43,229 29,543 10,349 24,035
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -1,546)
-2,464 -248 -424 17 -297 -2,871 -969 1,325 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 14.3 17.9 20.1 22.9 80.7 55.1 19.3 44.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
61 38 40 31 64 116 126
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,568
COMMITMENTS
169 4,433 16 7,686 2,687 7,871 7,136 697 1,432
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 306)
3 170 -5 274 59 272 224 34 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 51.7 0.2 89.7 31.4 91.9 83.3 8.1 16.7
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 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 133,461
COMMITMENTS
11,589 6,828 3,316 117,969 122,994 132,874 133,138 587 323
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 277)
10 204 0 236 -161 246 43 31 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 5.1 2.5 88.4 92.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 3 1 14 15 18 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,856
COMMITMENTS
59,548 32,827 10,051 61,100 111,626 130,699 154,504 42,157 18,352
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 26,085)
3,642 2,953 5,091 14,098 19,440 22,831 27,484 3,254 -1,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 19.0 5.8 35.3 64.6 75.6 89.4 24.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
33 14 8 24 23 62 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,305
COMMITMENTS
9,351 24,149 3,420 33,675 10,630 46,446 38,199 9,859 18,106
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 2,656)
1,237 -3,443 3,072 -200 196 4,109 -175 -1,453 2,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 42.9 6.1 59.8 18.9 82.5 67.8 17.5 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 15 8 12 14 25 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 247,777
COMMITMENTS
86,449 7,557 37,512 115,569 198,917 239,530 243,986 8,247 3,791
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 39,783)
1,935 -10,610 34,481 640 16,121 37,056 39,992 2,727 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 3.0 15.1 46.6 80.3 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
57 17 8 21 25 83 48
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 202,880
COMMITMENTS
21,924 63,772 7,246 156,862 103,648 186,032 174,666 16,848 28,214
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 18,776)
-384 4,365 6,648 14,837 4,949 21,101 15,962 -2,325 2,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 31.4 3.6 77.3 51.1 91.7 86.1 8.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
19 32 12 27 29 53 67
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 196,396
COMMITMENTS
22,249 64,629 6,066 156,362 74,440 184,677 145,135 11,719 51,261
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 48,444)
-11,032 11,990 4,296 55,174 24,369 48,438 40,655 6 7,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 32.9 3.1 79.6 37.9 94.0 73.9 6.0 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
12 48 7 30 29 47 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 311,057
COMMITMENTS
40,325 139,661 14,877 212,175 83,411 267,377 237,949 43,680 73,108
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 26,318)
382 -16,755 8,767 6,601 20,125 15,750 12,137 10,568 14,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 44.9 4.8 68.2 26.8 86.0 76.5 14.0 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
27 75 25 49 50 89 137
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,911
COMMITMENTS
19,223 6,000 4,454 5,280 20,713 28,957 31,167 3,954 1,744
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 2,961)
-4,283 -718 3,971 3,241 -41 2,929 3,212 32 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.4 18.2 13.5 16.0 62.9 88.0 94.7 12.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
25 8 6 9 14 35 27
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,870,995
COMMITMENTS
803,461 856,500 1902443 5386286 5209384 8092190 7968327 778,805 902,668
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 148,056)
-28,185 46,972 67,283 153,511 45,611 192,609 159,866 -44,553 -11,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 9.7 21.4 60.7 58.7 91.2 89.8 8.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
57 49 88 137 143 246 240
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 967,328
COMMITMENTS
87,438 104,556 40,192 686,658 688,240 814,288 832,988 153,040 134,340
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 120,541)
8,146 -4,635 10,661 76,995 92,652 95,802 98,678 24,739 21,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 10.8 4.2 71.0 71.1 84.2 86.1 15.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
114 104 73 255 244 398 393
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 303,611
COMMITMENTS
12,588 14,499 5,245 208,681 210,694 226,514 230,438 77,097 73,173
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 50,906)
-101 -7,139 3,523 42,537 34,240 45,959 30,624 4,947 20,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 4.8 1.7 68.7 69.4 74.6 75.9 25.4 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
11 11 11 70 63 87 79
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,318,585
COMMITMENTS
419,953 495,986 129,032 2389884 2387732 2938869 3012750 379,716 305,835
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 348,176)
33,722 5,005 43,207 172,288 292,059 249,217 340,271 98,959 7,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 14.9 3.9 72.0 72.0 88.6 90.8 11.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 537)
109 103 66 223 228 358 373
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 126,548
COMMITMENTS
16,075 6,322 9 100,084 115,150 116,168 121,481 10,380 5,067
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 14,058)
-933 450 9 14,143 12,849 13,219 13,308 839 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 5.0 0.0 79.1 91.0 91.8 96.0 8.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 5 1 60 47 74 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 140,207
COMMITMENTS
33,952 6,324 5,378 88,916 119,961 128,245 131,663 11,961 8,544
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 24,477)
2,446 -625 3,363 16,108 18,774 21,916 21,513 2,561 2,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 4.5 3.8 63.4 85.6 91.5 93.9 8.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
87 31 17 88 100 182 142
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,693
COMMITMENTS
1,218 1,348 939 14,723 18,219 16,880 20,506 5,813 2,187
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 3,075)
-238 369 664 -167 865 259 1,898 2,816 1,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 5.9 4.1 64.9 80.3 74.4 90.4 25.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 10 12 14 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 587,569
COMMITMENTS
172,792 34,005 13,069 370,966 508,709 556,827 555,783 30,742 31,786
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 107,010)
16,362 -2,025 10,552 81,373 89,547 108,287 98,074 -1,277 8,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 5.8 2.2 63.1 86.6 94.8 94.6 5.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
87 30 15 84 99 175 141
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 200,719
COMMITMENTS
98,469 31,713 17,037 53,899 131,001 169,405 179,751 31,314 20,968
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 36,712)
2,111 -2,925 13,681 22,367 27,611 38,159 38,367 -1,447 -1,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 15.8 8.5 26.9 65.3 84.4 89.6 15.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
35 25 12 20 29 66 55
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,950
COMMITMENTS
6,291 18,256 0 33,050 5,433 39,341 23,689 6,609 22,261
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -4,260)
824 6,766 -4,156 587 -10,709 -2,745 -8,099 -1,515 3,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 39.7 0.0 71.9 11.8 85.6 51.6 14.4 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 12 0 24 6 36 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,893
COMMITMENTS
19,298 9,259 154 18,205 10,891 37,657 20,304 8,236 25,589
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -22,747)
5,121 5,285 -10,138 -3,450 -19,062 -8,467 -23,915 -14,280 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 20.2 0.3 39.7 23.7 82.1 44.2 17.9 55.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 8 2 19 16 36 25
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 11,692
COMMITMENTS
6,394 828 0 3,673 10,451 10,067 11,279 1,625 413
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 1,342)
143 85 0 989 1,111 1,132 1,196 210 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.7 7.1 0.0 31.4 89.4 86.1 96.5 13.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 2 0 7 3 18 5
Updated March 16, 2012