MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,651
COMMITMENTS
1,059 10,248 957 26,137 14,985 28,153 26,190 3,498 5,461
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,798)
183 1,060 58 1,454 312 1,695 1,430 103 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 32.4 3.0 82.6 47.3 88.9 82.7 11.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
6 26 12 31 28 46 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 202,959
COMMITMENTS
62,452 25,319 29,237 89,056 120,587 180,745 175,143 22,214 27,816
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 4,407)
2,770 1,065 411 1,755 4,155 4,936 5,631 -529 -1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 12.5 14.4 43.9 59.4 89.1 86.3 10.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
90 58 85 41 56 181 167
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 358,017
COMMITMENTS
130,983 36,070 68,320 129,839 180,790 329,142 285,180 28,875 72,837
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 9,567)
6,009 4,796 6,246 -354 1,797 11,901 12,839 -2,334 -3,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 10.1 19.1 36.3 50.5 91.9 79.7 8.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
153 60 105 81 177 296 306
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,541
COMMITMENTS
3,818 640 1,221 2,776 6,262 7,815 8,123 1,726 1,418
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 265)
139 18 212 14 72 365 302 -100 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 6.7 12.8 29.1 65.6 81.9 85.1 18.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
31 14 12 16 26 57 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,713
COMMITMENTS
20,945 6,263 5,143 9,278 12,149 35,366 23,555 6,347 18,158
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 2,670)
2,206 1,394 112 -56 136 2,262 1,642 408 1,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.2 15.0 12.3 22.2 29.1 84.8 56.5 15.2 43.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
53 35 31 29 50 103 99
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 25,831
COMMITMENTS
8,997 200 0 10,134 25,456 19,131 25,656 6,700 175
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,698)
1,155 0 0 532 1,760 1,687 1,760 11 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 0.8 0.0 39.2 98.5 74.1 99.3 25.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 1 0 9 13 18 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 152,885
COMMITMENTS
90,278 17,251 115 14,953 120,060 105,346 137,426 47,539 15,459
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -27,299)
9,296 5,909 -5,809 -35,924 -25,735 -32,437 -25,635 5,138 -1,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.0 11.3 0.1 9.8 78.5 68.9 89.9 31.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
47 8 3 17 25 65 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 30,910
COMMITMENTS
9,239 10,327 131 9,433 11,335 18,803 21,793 12,107 9,117
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -1,247)
262 -3,883 0 -1,352 4,634 -1,090 751 -157 -1,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 33.4 0.4 30.5 36.7 60.8 70.5 39.2 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 13 1 6 9 16 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 132,840
COMMITMENTS
114,686 4,824 385 10,122 125,898 125,193 131,107 7,647 1,733
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 5,547)
5,024 -1,584 -35 751 5,471 5,740 3,852 -193 1,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.3 3.6 0.3 7.6 94.8 94.2 98.7 5.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
62 10 1 13 20 75 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 130,646
COMMITMENTS
11,349 82,973 120 105,029 15,981 116,498 99,074 14,148 31,572
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 9,095)
-382 7,255 -38 10,264 1,770 9,844 8,987 -749 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 63.5 0.1 80.4 12.2 89.2 75.8 10.8 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
10 45 1 15 20 26 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 96,913
COMMITMENTS
41,030 30,869 58 37,353 38,587 78,441 69,514 18,472 27,399
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 914)
-248 4,788 5 2,266 -4,716 2,023 77 -1,109 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 31.9 0.1 38.5 39.8 80.9 71.7 19.1 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 36 2 14 21 38 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 195,287
COMMITMENTS
39,953 114,870 1,314 113,860 31,884 155,127 148,068 40,160 47,219
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 31,465)
-1,847 26,729 -117 31,736 -836 29,772 25,776 1,693 5,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 58.8 0.7 58.3 16.3 79.4 75.8 20.6 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
40 63 10 23 28 68 96
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,599
COMMITMENTS
13,621 8,132 0 1,294 8,155 14,915 16,287 2,684 1,312
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,961)
2,287 -393 0 -533 2,185 1,754 1,792 207 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.4 46.2 0.0 7.4 46.3 84.7 92.5 15.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 12 0 3 9 17 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,351,430
COMMITMENTS
1224542 484,252 1032502 4363918 4930621 6620962 6447375 730,468 904,055
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 142,839)
51,091 31,700 10,409 130,922 84,943 192,422 127,052 -49,583 15,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 6.6 14.0 59.4 67.1 90.1 87.7 9.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
70 58 94 125 130 246 243
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 309,880
COMMITMENTS
23,525 29,729 317 208,848 212,900 232,690 242,946 77,190 66,934
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -171,375)
-1,342 -67,385 -7,081 -98,999 -86,508 -107,422 -160,974 -63,953 -10,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 9.6 0.1 67.4 68.7 75.1 78.4 24.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
17 19 4 57 57 76 78
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,348,917
COMMITMENTS
351,567 375,215 25,940 1644247 1710373 2021754 2111528 327,163 237,389
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -1,229,912)
-349,979 -157,065 -25,589 -768,207 -719,729 -1143775 -902,383 -86,137 -327,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 16.0 1.1 70.0 72.8 86.1 89.9 13.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 451)
103 100 31 136 172 253 289
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 99,613
COMMITMENTS
13,823 9,414 312 75,115 87,971 89,250 97,697 10,363 1,916
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -15,174)
1,151 -469 312 -16,666 -10,843 -15,203 -11,000 29 -4,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 9.5 0.3 75.4 88.3 89.6 98.1 10.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 4 1 46 38 61 43
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 12,884
COMMITMENTS
2,774 1,445 0 5,413 7,443 8,187 8,888 4,697 3,996
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -10,758)
1,247 -1,382 -1,588 -11,071 -8,466 -11,412 -11,436 654 678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 11.2 0.0 42.0 57.8 63.5 69.0 36.5 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 9 10 11 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 287,475
COMMITMENTS
137,664 80,335 1,612 111,216 180,658 250,492 262,605 36,983 24,870
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -128,637)
-8,876 -17,999 -16,442 -108,403 -100,526 -133,721 -134,967 5,084 6,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.9 27.9 0.6 38.7 62.8 87.1 91.3 12.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
78 47 9 63 70 146 121
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,413
COMMITMENTS
84,248 9,909 667 25,514 116,708 110,429 127,284 31,984 15,129
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 16,112)
10,501 -344 40 2,708 10,988 13,249 10,684 2,863 5,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.2 7.0 0.5 17.9 82.0 77.5 89.4 22.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
40 8 4 9 17 49 29
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,251
COMMITMENTS
14,258 13,865 0 20,128 15,455 34,386 29,320 8,865 13,931
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 1,026)
79 -44 0 397 1,579 476 1,535 550 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 32.1 0.0 46.5 35.7 79.5 67.8 20.5 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 12 0 15 12 31 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 36,809
COMMITMENTS
18,573 4,600 539 11,860 16,358 30,972 21,497 5,837 15,312
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 4,459)
2,392 1,682 245 1,418 686 4,055 2,613 404 1,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.5 12.5 1.5 32.2 44.4 84.1 58.4 15.9 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 10 2 17 18 34 29
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 27,501
COMMITMENTS
5,728 270 80 18,847 25,547 24,655 25,897 2,846 1,604
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -1,864)
1,285 -257 -3 -2,190 -1,118 -908 -1,378 -956 -486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 1.0 0.3 68.5 92.9 89.7 94.2 10.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 1 1 15 17 24 19
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 19,973
COMMITMENTS
4,366 793 82 8,715 17,340 13,163 18,215 6,810 1,758
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: -5,196)
989 -115 82 -4,725 -2,601 -3,654 -2,634 -1,542 -2,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 4.0 0.4 43.6 86.8 65.9 91.2 34.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 2 1 10 9 18 12
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/23/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 18,761
COMMITMENTS
4,417 1,706 0 12,593 16,117 17,010 17,823 1,751 938
CHANGES FROM 03/16/10 (CHANGE IN OPEN INTEREST: 205)
-77 138 0 113 398 36 536 169 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 9.1 0.0 67.1 85.9 90.7 95.0 9.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 4 0 6 3 16 7
Updated March 26, 2010