MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,740
COMMITMENTS
6,746 5,027 1,477 25,435 26,885 33,658 33,389 4,082 4,351
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 917)
-810 -70 191 2,789 764 2,170 885 -1,253 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 13.3 3.9 67.4 71.2 89.2 88.5 10.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
18 15 20 35 37 64 63
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,518
COMMITMENTS
64,861 24,581 40,167 92,237 120,251 197,265 184,999 23,253 35,519
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -7,912)
-5,791 -3,009 -561 871 -5,094 -5,481 -8,664 -2,431 752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 11.1 18.2 41.8 54.5 89.5 83.9 10.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
90 47 93 54 68 193 180
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 371,349
COMMITMENTS
125,890 59,100 63,598 150,299 175,979 339,787 298,677 31,562 72,672
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 9,227)
-4,005 1,784 6,414 6,060 -2,198 8,469 6,000 758 3,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 15.9 17.1 40.5 47.4 91.5 80.4 8.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436)
132 77 115 85 191 289 335
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,065
COMMITMENTS
4,191 1,474 614 2,747 5,367 7,552 7,455 1,513 1,610
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -469)
-85 112 -270 -133 -290 -488 -448 19 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 16.3 6.8 30.3 59.2 83.3 82.2 16.7 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
29 12 12 20 31 52 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,701
COMMITMENTS
19,909 4,447 5,241 13,271 13,183 38,421 22,871 7,280 22,830
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -2,747)
-686 -1,472 244 -1,507 -398 -1,949 -1,626 -798 -1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 9.7 11.5 29.0 28.8 84.1 50.0 15.9 50.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
58 32 40 31 72 113 129
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 70,451
COMMITMENTS
13,665 0 0 55,371 69,240 69,036 69,240 1,415 1,211
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 4,931)
213 0 0 4,102 4,024 4,315 4,024 616 907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 0.0 0.0 78.6 98.3 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 0 0 13 13 20 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 189,157
COMMITMENTS
60,789 3,798 1,565 74,231 165,059 136,585 170,422 52,572 18,735
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 14,442)
-20,464 89 812 36,780 12,418 17,128 13,319 -2,686 1,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 2.0 0.8 39.2 87.3 72.2 90.1 27.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
35 7 4 22 31 60 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 61,506
COMMITMENTS
32,295 4,655 19 3,361 45,748 35,675 50,422 25,831 11,084
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -1,430)
1,454 -2,525 -54 -1,800 -760 -400 -3,339 -1,030 1,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.5 7.6 0.0 5.5 74.4 58.0 82.0 42.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
21 6 2 6 13 27 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 161,361
COMMITMENTS
130,652 9,077 141 22,795 149,716 153,588 158,934 7,773 2,427
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 3,586)
11,840 3,430 -1,499 -6,079 678 4,262 2,609 -676 977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.0 5.6 0.1 14.1 92.8 95.2 98.5 4.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
78 10 1 14 22 92 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 98,181
COMMITMENTS
28,580 28,805 42 41,676 50,188 70,298 79,035 27,883 19,146
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -47,171)
-26,387 7,744 -2,626 -6,281 -46,002 -35,294 -40,884 -11,877 -6,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 29.3 0.0 42.4 51.1 71.6 80.5 28.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
28 22 2 22 23 52 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 114,701
COMMITMENTS
52,603 22,373 470 29,577 56,979 82,650 79,822 32,051 34,879
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -16,546)
9,398 -4,176 107 -30,965 -11,781 -21,460 -15,850 4,914 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 19.5 0.4 25.8 49.7 72.1 69.6 27.9 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
28 34 1 16 26 44 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 190,848
COMMITMENTS
86,506 40,190 1,945 44,477 108,111 132,928 150,246 57,920 40,602
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -72,854)
-11,665 4,313 -8,657 -48,713 -59,472 -69,035 -63,816 -3,819 -9,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 21.1 1.0 23.3 56.6 69.7 78.7 30.3 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
54 28 11 35 40 92 76
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 15,851
COMMITMENTS
7,277 10,086 210 5,986 3,295 13,473 13,591 2,378 2,260
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -11,848)
-6,190 965 -639 -4,797 -12,154 -11,626 -11,828 -222 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 63.6 1.3 37.8 20.8 85.0 85.7 15.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 15 1 12 8 24 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,702,082
COMMITMENTS
937,620 625,375 865,101 6016179 6255644 7818900 7746120 883,182 955,962
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -822,140)
-47,552 -201,220 -127,940 -690,391 -440,841 -865,883 -770,001 43,743 -52,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 7.2 9.9 69.1 71.9 89.9 89.0 10.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
50 50 75 124 133 223 218
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,173,662
COMMITMENTS
81,187 103,701 112,848 815,196 810,236 1009231 1026785 164,431 146,877
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 194,135)
2,562 6,008 53,793 116,264 94,491 172,619 154,293 21,515 39,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 8.8 9.6 69.5 69.0 86.0 87.5 14.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
103 122 90 249 248 405 412
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 454,544
COMMITMENTS
15,006 82,619 16,700 312,573 299,621 344,279 398,940 110,265 55,604
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 82,576)
346 31,563 7,222 62,931 32,670 70,499 71,455 12,077 11,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 18.2 3.7 68.8 65.9 75.7 87.8 24.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
15 21 19 74 67 101 97
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,595,592
COMMITMENTS
696,413 470,915 115,234 2513115 2553076 3324762 3139225 270,830 456,367
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 557,793)
161,835 22,983 82,100 266,666 309,107 510,601 414,190 47,192 143,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 13.1 3.2 69.9 71.0 92.5 87.3 7.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534)
98 120 75 219 232 362 384
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 128,945
COMMITMENTS
12,119 7,841 534 104,533 116,565 117,186 124,940 11,759 4,005
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 24,975)
1,057 -662 -521 24,237 26,344 24,773 25,161 202 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 6.1 0.4 81.1 90.4 90.9 96.9 9.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
10 6 1 55 45 65 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 112,617
COMMITMENTS
13,530 11,474 8,881 80,712 85,525 103,123 105,881 9,493 6,736
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 18,947)
-8,258 1,049 5,443 23,046 11,915 20,230 18,407 -1,283 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 10.2 7.9 71.7 75.9 91.6 94.0 8.4 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
64 42 24 91 95 165 152
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 26,962
COMMITMENTS
835 9,100 137 22,239 15,024 23,211 24,261 3,751 2,701
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 6,046)
50 4,369 137 5,674 1,602 5,861 6,108 185 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 33.8 0.5 82.5 55.7 86.1 90.0 13.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 5 1 16 15 20 20
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 428,273
COMMITMENTS
98,072 46,469 9,123 292,366 352,507 399,561 408,099 28,712 20,174
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 64,507)
-19,714 5,229 4,703 86,858 51,564 71,847 61,496 -7,340 3,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 10.9 2.1 68.3 82.3 93.3 95.3 6.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
64 40 20 87 92 158 145
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 100,326
COMMITMENTS
56,352 8,401 32 12,897 74,230 69,281 82,663 31,045 17,663
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -52,539)
-24,404 1,340 -5,148 -17,483 -51,430 -47,035 -55,238 -5,504 2,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 8.4 0.0 12.9 74.0 69.1 82.4 30.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
26 12 2 9 20 35 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 47,888
COMMITMENTS
11,348 7,516 15 22,808 19,591 34,171 27,122 13,717 20,766
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -16,467)
3,718 -4,893 -2,404 -11,971 -58 -10,657 -7,355 -5,810 -9,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 15.7 0.0 47.6 40.9 71.4 56.6 28.6 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 12 1 20 18 38 30
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 76,375
COMMITMENTS
15,544 14,437 447 53,411 33,667 69,402 48,551 6,973 27,824
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 2,345)
-1,968 9,805 -950 9,302 -13,700 6,384 -4,845 -4,039 7,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 18.9 0.6 69.9 44.1 90.9 63.6 9.1 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
20 14 1 29 21 50 35
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 34,230
COMMITMENTS
3,506 757 265 24,759 28,168 28,530 29,190 5,700 5,040
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: .)
-1,192 -784 0 2,026 859 834 75 . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 2.2 0.8 72.3 82.3 83.3 85.3 16.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 3 1 24 23 30 27
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 41,402
COMMITMENTS
10,728 1,717 84 24,032 36,254 34,844 38,055 6,558 3,347
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: .)
1,364 -566 0 2,737 5,531 4,101 4,965 . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 4.1 0.2 58.0 87.6 84.2 91.9 15.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 4 1 24 22 40 26
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/15/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,407
COMMITMENTS
4,268 2,879 12 7,012 10,680 11,292 13,571 3,115 836
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -309)
-102 -238 -42 -364 -198 -508 -478 199 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 20.0 0.1 48.7 74.1 78.4 94.2 21.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 3 1 7 3 19 6
Updated March 18, 2011