BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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: 6,242
COMMITMENTS
441 100 121 4,939 5,303 5,501 5,524 741 718
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -396)
-90 -7 -11 -214 -342 -315 -360 -80 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.6 1.9 79.1 85.0 88.1 88.5 11.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 2 13 11 18 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 55,075
COMMITMENTS
6,101 4,323 13,866 28,832 23,716 48,799 41,905 6,276 13,170
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -4,722)
-721 -371 -326 -3,736 -3,245 -4,783 -3,942 62 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 7.8 25.2 52.4 43.1 88.6 76.1 11.4 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
15 21 23 34 32 62 64
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 314,636
COMMITMENTS
75,483 38,031 88,581 117,467 140,913 281,531 267,525 33,105 47,111
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 3,245)
-5,294 1,460 1,036 7,425 -100 3,167 2,396 78 848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 12.1 28.2 37.3 44.8 89.5 85.0 10.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
101 86 130 73 85 244 253
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 457,889
COMMITMENTS
131,404 36,014 130,528 164,206 212,349 426,138 378,891 31,751 78,998
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 3,996)
-5,045 -2,662 5,991 3,876 300 4,822 3,630 -826 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 7.9 28.5 35.9 46.4 93.1 82.7 6.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458)
166 93 147 105 174 346 347
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 10,517
COMMITMENTS
4,165 3,312 1,516 2,590 3,611 8,271 8,438 2,245 2,078
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -104)
-66 10 -202 -84 -167 -352 -358 248 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 31.5 14.4 24.6 34.3 78.6 80.2 21.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
28 22 15 14 21 52 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 61,978
COMMITMENTS
25,616 4,445 15,477 11,249 14,062 52,343 33,984 9,635 27,994
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -400)
84 -149 -1,652 972 -102 -596 -1,903 197 1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 7.2 25.0 18.2 22.7 84.5 54.8 15.5 45.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
79 37 61 51 79 158 159
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED 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: 9,112
COMMITMENTS
227 4,285 85 7,875 3,074 8,186 7,443 926 1,668
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: -174)
166 -208 -0 -350 -29 -184 -238 10 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 47.0 0.9 86.4 33.7 89.8 81.7 10.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 8 4 13 10 18 19
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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: 137,300
COMMITMENTS
11,579 6,624 3,316 121,849 127,271 136,744 137,211 556 89
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 4,831)
53 -118 0 4,790 4,948 4,843 4,830 -12 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 4.8 2.4 88.7 92.7 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
OPTION AND FUTURES COMBINED 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: 157,199
COMMITMENTS
56,258 29,672 7,794 51,518 98,084 115,569 135,549 41,629 21,650
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 12,906)
5,503 1,301 2,631 2,650 7,533 10,784 11,465 2,122 1,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 18.9 5.0 32.8 62.4 73.5 86.2 26.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
37 13 10 26 25 68 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 56,256
COMMITMENTS
8,167 27,575 1,601 34,587 11,094 44,355 40,270 11,900 15,986
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,479)
-1,659 -1,281 417 5,624 840 4,382 -24 -2,903 1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 49.0 2.8 61.5 19.7 78.8 71.6 21.2 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 20 7 14 17 26 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 190,372
COMMITMENTS
22,211 58,934 2,715 144,175 101,568 169,101 163,217 21,271 27,155
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 7,634)
-4,270 9,029 23 11,389 -90 7,142 8,962 492 -1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 31.0 1.4 75.7 53.4 88.8 85.7 11.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
19 30 10 33 31 60 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 174,111
COMMITMENTS
32,927 53,351 13,110 112,233 59,316 158,270 125,776 15,842 48,335
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,696)
-18,311 502 2,490 18,984 -2,021 3,163 971 -1,467 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 30.6 7.5 64.5 34.1 90.9 72.2 9.1 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
20 55 26 29 31 68 93
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 343,172
COMMITMENTS
40,255 151,478 45,470 219,086 80,586 304,811 277,534 38,361 65,638
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 20,349)
6,041 11,144 5,212 10,332 4,723 21,585 21,078 -1,236 -729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 44.1 13.3 63.8 23.5 88.8 80.9 11.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
40 79 56 54 56 127 159
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 14,682,594
COMMITMENTS
756,046 623,487 6010937 7038827 7063493 13805810 13697916 876,784 984,677
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 171,856)
52,139 91,418 97,755 34,777 9,392 184,671 198,565 -12,815 -26,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 4.2 40.9 47.9 48.1 94.0 93.3 6.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
63 66 108 153 154 281 269
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED 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: 1,000,841
COMMITMENTS
80,624 108,164 79,430 700,863 688,660 860,916 876,253 139,925 124,588
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 47,187)
436 5,116 10,539 19,701 15,330 30,676 30,986 16,511 16,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 10.8 7.9 70.0 68.8 86.0 87.6 14.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
118 114 105 247 246 412 419
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 338,970
COMMITMENTS
14,162 22,232 29,422 216,013 227,694 259,598 279,348 79,373 59,622
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 13,287)
378 4,818 2,499 5,400 -3,944 8,277 3,374 5,010 9,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 6.6 8.7 63.7 67.2 76.6 82.4 23.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
20 16 27 72 66 102 99
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 3,309,354
COMMITMENTS
391,375 488,728 190,970 2424248 2304826 3006593 2984523 302,761 324,831
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 169,498)
23,358 24,562 17,128 71,506 96,370 111,992 138,061 57,506 31,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 14.8 5.8 73.3 69.6 90.9 90.2 9.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545)
111 108 93 224 231 376 391
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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: 112,497
COMMITMENTS
17,008 5,872 0 85,945 102,304 102,953 108,176 9,544 4,321
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 240)
2,145 1,220 0 -82 -1,582 2,063 -362 -1,823 602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 51 38 63 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED 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: 117,707
COMMITMENTS
31,581 6,862 2,694 73,850 102,360 108,126 111,917 9,581 5,790
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,104)
807 1,307 238 -611 -999 434 546 670 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 5.8 2.3 62.7 87.0 91.9 95.1 8.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
82 32 24 81 90 172 138
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 19,625
COMMITMENTS
1,456 979 275 14,890 17,354 16,621 18,608 3,004 1,017
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 1,073)
77 0 275 793 604 1,145 879 -72 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.0 1.4 75.9 88.4 84.7 94.8 15.3 5.2
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
OPTION AND FUTURES COMBINED 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: 490,406
COMMITMENTS
156,807 35,597 5,917 294,801 425,031 457,525 466,545 32,881 23,861
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 152)
4,032 6,914 -567 -7,021 -8,014 -3,556 -1,667 3,708 1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 7.3 1.2 60.1 86.7 93.3 95.1 6.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
81 33 22 77 88 165 136
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 177,714
COMMITMENTS
95,781 34,396 8,720 37,731 108,540 142,233 151,657 35,482 26,058
CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST: 4,418)
-7,450 9,393 1,054 11,694 -9,279 5,299 1,168 -880 3,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 19.4 4.9 21.2 61.1 80.0 85.3 20.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
38 30 17 27 33 75 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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