MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 60,679
COMMITMENTS
6,733 2,337 14,165 33,337 34,265 54,235 50,766 6,443 9,912
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 2,836)
-1,643 111 1,182 4,656 1,028 4,196 2,321 -1,360 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 3.9 23.3 54.9 56.5 89.4 83.7 10.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
26 10 28 45 45 81 75
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 255,199
COMMITMENTS
65,972 12,359 67,314 96,701 135,932 229,987 215,605 25,212 39,594
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -6,471)
-6,745 -2,311 -163 2,170 -4,776 -4,738 -7,250 -1,734 778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 4.8 26.4 37.9 53.3 90.1 84.5 9.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
108 37 103 61 71 208 188
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 469,059
COMMITMENTS
121,876 23,316 151,332 161,431 209,617 434,639 384,265 34,420 84,794
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 13,002)
-6,645 1,452 12,619 5,760 -4,027 11,734 10,044 1,269 2,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 5.0 32.3 34.4 44.7 92.7 81.9 7.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
150 70 136 111 197 333 350
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 9,307
COMMITMENTS
4,227 1,445 748 2,762 5,453 7,737 7,646 1,570 1,660
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -434)
-60 120 -257 -140 -283 -457 -421 23 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 15.5 8.0 29.7 58.6 83.1 82.2 16.9 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 13 16 21 32 55 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 52,820
COMMITMENTS
20,239 1,430 11,024 13,725 14,863 44,988 27,316 7,833 25,504
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -2,307)
-566 -1,362 367 -1,383 -133 -1,582 -1,128 -726 -1,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 2.7 20.9 26.0 28.1 85.2 51.7 14.8 48.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
66 29 47 53 78 143 139
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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: 70,466
COMMITMENTS
13,652 0 13 55,386 69,242 69,051 69,255 1,415 1,211
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 4,934)
210 0 3 4,105 4,024 4,318 4,027 616 907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 1 13 13 20 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 198,703
COMMITMENTS
61,043 3,554 4,858 77,682 169,087 143,583 177,498 55,120 21,205
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 17,329)
-19,963 -289 2,021 37,224 14,357 19,282 16,089 -1,953 1,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 1.8 2.4 39.1 85.1 72.3 89.3 27.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
38 8 16 24 31 70 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 63,528
COMMITMENTS
32,203 4,509 587 3,981 46,227 36,771 51,322 26,758 12,206
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -1,023)
1,310 -2,522 -8 -1,628 -796 -326 -3,327 -697 2,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.7 7.1 0.9 6.3 72.8 57.9 80.8 42.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
22 6 6 9 14 32 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 106,074
COMMITMENTS
28,508 27,534 4,343 44,173 53,885 77,023 85,762 29,051 20,312
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -46,535)
-26,362 7,373 -2,089 -6,334 -45,571 -34,785 -40,287 -11,750 -6,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 26.0 4.1 41.6 50.8 72.6 80.9 27.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 24 12 24 29 60 57
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 133,962
COMMITMENTS
52,577 25,282 7,836 38,844 61,295 99,257 94,413 34,705 39,548
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -8,648)
9,135 -2,004 2,500 -25,888 -10,676 -14,252 -10,180 5,605 1,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 18.9 5.8 29.0 45.8 74.1 70.5 25.9 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
31 41 20 24 27 65 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 228,442
COMMITMENTS
84,902 35,768 27,092 53,813 118,495 165,808 181,355 62,634 47,087
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -67,701)
-11,094 5,074 -6,552 -46,946 -58,688 -64,593 -60,166 -3,108 -7,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 15.7 11.9 23.6 51.9 72.6 79.4 27.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
54 41 44 40 47 118 108
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 13,327,767
COMMITMENTS
908,847 458,251 3937174 7535264 7902590 12381286 12298015 946,481 1029751
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -1,807,495)
-8,770 -38,655 -873,709 -967,196 -840,407 -1849676 -1752772 42,181 -54,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.4 29.5 56.5 59.3 92.9 92.3 7.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
61 58 102 138 148 260 254
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED 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: 1,348,052
COMMITMENTS
77,709 106,885 185,514 907,926 895,589 1171149 1187988 176,903 160,064
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 220,112)
696 4,759 67,728 129,014 108,345 197,438 180,833 22,674 39,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 7.9 13.8 67.4 66.4 86.9 88.1 13.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 596)
122 130 131 260 254 451 450
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 567,081
COMMITMENTS
16,199 85,216 64,321 369,039 353,993 449,558 503,529 117,523 63,552
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 99,460)
-4 31,763 15,632 71,919 41,459 87,548 88,855 11,913 10,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 15.0 11.3 65.1 62.4 79.3 88.8 20.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
25 27 41 84 70 131 118
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 3,904,852
COMMITMENTS
671,884 472,678 241,637 2694434 2707977 3607955 3422292 296,897 482,560
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 603,258)
156,356 17,838 107,622 285,473 334,429 549,451 459,889 53,807 143,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 12.1 6.2 69.0 69.3 92.4 87.6 7.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545)
109 120 109 234 238 403 409
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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: 128,955
COMMITMENTS
12,119 7,841 534 104,534 116,574 117,187 124,949 11,768 4,006
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 24,976)
1,057 -662 -521 24,237 26,345 24,773 25,162 203 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 56 45 66 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED 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: 117,089
COMMITMENTS
13,556 11,370 10,771 81,788 86,810 106,115 108,951 10,973 8,138
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 19,783)
-7,992 1,432 5,536 23,047 11,893 20,591 18,862 -807 922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 9.7 9.2 69.9 74.1 90.6 93.1 9.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
67 43 30 91 95 171 156
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 28,466
COMMITMENTS
1,035 9,185 248 22,239 15,076 23,522 24,509 4,945 3,958
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 6,138)
-35 4,283 -54 5,674 1,571 5,584 5,799 554 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 32.3 0.9 78.1 53.0 82.6 86.1 17.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 4 2 16 15 21 21
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 443,112
COMMITMENTS
99,539 47,858 15,683 297,747 358,672 412,969 422,213 30,143 20,900
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: 68,225)
-18,811 6,720 6,980 86,863 51,613 75,031 65,312 -6,806 2,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 10.8 3.5 67.2 80.9 93.2 95.3 6.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
65 43 27 87 92 164 150
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 108,889
COMMITMENTS
56,425 10,301 2,916 16,780 76,160 76,121 89,377 32,768 19,512
CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST: -50,267)
-24,573 2,857 -4,663 -16,013 -51,467 -45,249 -53,273 -5,019 3,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 9.5 2.7 15.4 69.9 69.9 82.1 30.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 16 14 15 20 49 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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