BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,930
COMMITMENTS
496 130 156 5,550 5,812 6,202 6,099 728 832
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 172)
52 10 6 129 120 187 136 -14 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 1.9 2.3 80.1 83.9 89.5 88.0 10.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 14 11 19 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,293
COMMITMENTS
7,286 4,111 13,333 30,095 25,720 50,714 43,164 5,579 13,129
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,192)
916 -221 169 531 1,392 1,616 1,340 -424 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 7.3 23.7 53.5 45.7 90.1 76.7 9.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
18 15 22 35 33 64 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 318,020
COMMITMENTS
63,594 55,087 93,798 127,505 124,474 284,896 273,358 33,123 44,661
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 7,139)
4,457 11,388 -285 2,085 -3,912 6,257 7,191 882 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 17.3 29.5 40.1 39.1 89.6 86.0 10.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
96 108 133 68 74 239 259
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 454,276
COMMITMENTS
121,328 47,582 135,493 166,175 195,716 422,996 378,791 31,279 75,485
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 7,780)
2,315 7,464 2,429 2,237 -547 6,982 9,346 798 -1,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 10.5 29.8 36.6 43.1 93.1 83.4 6.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
140 109 160 107 159 324 359
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,891
COMMITMENTS
4,157 3,578 1,172 2,868 3,336 8,197 8,085 1,694 1,805
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -635)
35 474 -574 238 -393 -300 -493 -335 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 36.2 11.8 29.0 33.7 82.9 81.7 17.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
30 24 21 20 22 63 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,590
COMMITMENTS
20,539 3,699 15,090 10,098 12,550 45,726 31,338 10,864 25,252
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -1,730)
-470 -81 301 -1,048 -531 -1,216 -311 -514 -1,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 6.5 26.7 17.8 22.2 80.8 55.4 19.2 44.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
65 41 50 58 75 147 151
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,294
COMMITMENTS
241 5,212 97 8,899 3,203 9,237 8,512 1,057 1,782
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 572)
-10 496 8 610 6 607 509 -35 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 50.6 0.9 86.4 31.1 89.7 82.7 10.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 8 4 14 11 19 20
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 126,136
COMMITMENTS
11,349 6,333 3,193 111,037 116,459 125,579 125,985 557 151
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -104)
-337 40 0 201 -106 -136 -66 32 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 5.0 2.5 88.0 92.3 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 1 14 14 18 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,603
COMMITMENTS
53,149 29,241 2,973 33,712 79,018 89,834 111,232 39,769 18,370
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -66,535)
-9,345 9,200 -18,883 -33,794 -51,178 -62,022 -60,861 -4,513 -5,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 22.6 2.3 26.0 61.0 69.3 85.8 30.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
36 10 10 24 25 64 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,808
COMMITMENTS
6,293 21,211 513 24,743 8,031 31,550 29,755 12,258 14,053
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -775)
-5,454 -1,556 -1 2,360 3,695 -3,095 2,138 2,320 -2,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 48.4 1.2 56.5 18.3 72.0 67.9 28.0 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 13 4 8 10 18 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 178,551
COMMITMENTS
91,900 9,067 371 78,429 166,888 170,700 176,326 7,851 2,225
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 3,860)
4,418 -54,086 98 -1,074 60,733 3,442 6,745 418 -2,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 5.1 0.2 43.9 93.5 95.6 98.8 4.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
63 9 2 18 19 82 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 141,842
COMMITMENTS
25,436 37,996 2,878 87,644 76,575 115,958 117,448 25,885 24,394
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -5,473)
389 -3,790 594 -11,570 -547 -10,587 -3,743 5,114 -1,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 26.8 2.0 61.8 54.0 81.8 82.8 18.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
25 24 8 26 28 54 57
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 164,786
COMMITMENTS
11,086 78,551 9,271 130,473 26,203 150,829 114,024 13,957 50,762
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 5,809)
-24,005 17,591 287 30,752 -13,677 7,034 4,200 -1,225 1,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 47.7 5.6 79.2 15.9 91.5 69.2 8.5 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
20 56 26 27 25 61 93
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 284,400
COMMITMENTS
32,635 121,815 31,455 181,507 65,385 245,597 218,656 38,803 65,744
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -16,880)
-17,145 -9,951 1,885 -6,863 -8,265 -22,122 -16,330 5,242 -550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 42.8 11.1 63.8 23.0 86.4 76.9 13.6 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
35 79 49 48 48 116 143
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,247
COMMITMENTS
14,046 10,062 152 2,594 8,703 16,792 18,917 3,455 1,330
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -41)
-640 -414 -64 294 946 -410 468 369 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 49.7 0.8 12.8 43.0 82.9 93.4 17.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
23 12 1 4 8 27 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,399,133
COMMITMENTS
637,032 527,502 5204903 6701353 6690567 12543288 12422972 855,845 976,161
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 20,121)
73,455 -24,228 -165,477 58,470 204,478 -33,552 14,773 53,673 5,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.9 38.8 50.0 49.9 93.6 92.7 6.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
56 58 101 141 141 259 248
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 918,825
COMMITMENTS
81,086 110,619 61,267 630,078 625,685 772,431 797,572 146,394 121,253
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 22,256)
3,185 -754 5,521 6,498 16,630 15,204 21,397 7,053 859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 12.0 6.7 68.6 68.1 84.1 86.8 15.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
109 131 100 244 227 415 396
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 306,008
COMMITMENTS
13,368 7,602 26,247 199,954 203,944 239,570 237,793 66,438 68,215
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 9,744)
1,814 1,801 3,140 2,416 4,734 7,370 9,674 2,374 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.5 8.6 65.3 66.6 78.3 77.7 21.7 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
19 21 34 71 62 110 97
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,064,087
COMMITMENTS
361,425 537,923 152,265 2150617 2108708 2664308 2798896 399,779 265,191
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 62,560)
21,301 1,672 -2,537 20,405 59,480 39,169 58,615 23,391 3,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 17.6 5.0 70.2 68.8 87.0 91.3 13.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 533)
102 121 86 218 212 372 367
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,642
COMMITMENTS
13,095 5,171 0 77,394 92,634 90,489 97,805 10,153 2,837
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,693)
-810 632 -26 2,503 1,902 1,667 2,508 26 -815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 5.1 0.0 76.9 92.0 89.9 97.2 10.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
13 4 0 58 37 71 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 89,534
COMMITMENTS
25,078 8,252 2,255 56,422 71,724 83,756 82,231 5,778 7,303
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -782)
-1,557 -68 549 -173 -2,580 -1,181 -2,099 399 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 9.2 2.5 63.0 80.1 93.5 91.8 6.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
79 46 17 74 83 160 139
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 447,672
COMMITMENTS
125,392 41,259 11,277 282,112 358,621 418,781 411,157 28,892 36,515
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -3,908)
-7,785 -339 2,747 -865 -12,901 -5,903 -10,493 1,995 6,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 9.2 2.5 63.0 80.1 93.5 91.8 6.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
79 46 17 74 83 160 139
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,558
COMMITMENTS
91,287 31,894 5,475 31,895 99,358 128,656 136,726 28,902 20,832
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -12,446)
-5,436 -20,255 1,519 -5,463 7,645 -9,381 -11,091 -3,065 -1,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 20.2 3.5 20.2 63.1 81.7 86.8 18.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
33 25 17 23 27 67 58
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,659
COMMITMENTS
7,467 18,304 0 31,768 5,183 39,235 23,487 6,424 22,172
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 749)
739 925 0 407 -10 1,146 915 -397 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 40.1 0.0 69.6 11.4 85.9 51.4 14.1 48.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 8 0 26 7 42 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,875
COMMITMENTS
18,312 2,588 3,383 17,408 13,095 39,103 19,066 7,772 27,809
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,703)
331 -626 2,550 -2,409 4,612 472 6,536 1,231 -4,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 5.5 7.2 37.1 27.9 83.4 40.7 16.6 59.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 4 3 21 23 34 28
Updated March 30, 2012