BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,727
COMMITMENTS
253 943 5 2,569 2,138 2,827 3,086 900 641
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 25.3 0.1 68.9 57.4 75.9 82.8 24.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 2 12 11 15 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 62,372
COMMITMENTS
7,353 2,741 14,289 34,094 35,132 55,736 52,162 6,636 10,209
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,693)
619 404 124 757 867 1,501 1,396 192 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 4.4 22.9 54.7 56.3 89.4 83.6 10.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
25 13 26 45 47 80 76
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 252,879
COMMITMENTS
63,130 13,652 66,424 97,395 135,148 226,950 215,225 25,929 37,654
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -2,320)
-2,842 1,293 -890 694 -784 -3,038 -380 718 -1,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 5.4 26.3 38.5 53.4 89.7 85.1 10.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
111 36 106 60 71 214 187
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 459,624
COMMITMENTS
109,612 22,316 152,345 165,871 205,755 427,828 380,416 31,796 79,208
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -9,435)
-12,264 -1,000 1,013 4,440 -3,862 -6,811 -3,849 -2,624 -5,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 4.9 33.1 36.1 44.8 93.1 82.8 6.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
135 73 131 110 188 312 338
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,657
COMMITMENTS
4,392 1,417 842 2,622 5,598 7,856 7,857 1,801 1,800
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 350)
165 -28 94 -139 144 119 210 231 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 14.7 8.7 27.2 58.0 81.4 81.4 18.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
32 12 13 17 30 53 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,151
COMMITMENTS
17,721 1,060 10,554 12,380 13,389 40,656 25,004 7,495 23,148
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -4,669)
-2,517 -369 -470 -1,345 -1,474 -4,332 -2,313 -337 -2,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 2.2 21.9 25.7 27.8 84.4 51.9 15.6 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
51 24 43 55 75 129 129
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 87,934
COMMITMENTS
13,556 0 7 73,684 87,546 87,247 87,553 687 381
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 17,468)
-96 0 -6 18,298 18,304 18,196 18,298 -728 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 0.0 0.0 83.8 99.6 99.2 99.6 0.8 0.4
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 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,298
COMMITMENTS
49,745 3,607 3,732 25,173 102,979 78,650 110,318 49,648 17,980
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -70,405)
-11,298 53 -1,126 -52,509 -66,107 -64,933 -67,180 -5,472 -3,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 2.8 2.9 19.6 80.3 61.3 86.0 38.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
36 9 12 25 22 67 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 59,701
COMMITMENTS
24,755 3,076 1,342 5,202 44,078 31,299 48,496 28,402 11,205
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -3,828)
-7,448 -1,433 755 1,221 -2,149 -5,472 -2,827 1,644 -1,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 5.2 2.2 8.7 73.8 52.4 81.2 47.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 7 4 9 13 30 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 127,075
COMMITMENTS
89,646 2,098 227 28,979 122,361 118,852 124,686 8,223 2,389
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -34,286)
-41,006 -6,979 86 6,184 -27,355 -34,736 -34,248 450 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.5 1.7 0.2 22.8 96.3 93.5 98.1 6.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
69 9 1 13 19 82 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 126,884
COMMITMENTS
52,865 24,569 4,002 34,676 79,217 91,543 107,788 35,341 19,096
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 20,810)
24,357 -2,965 -340 -9,497 25,332 14,520 22,027 6,290 -1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 19.4 3.2 27.3 62.4 72.1 85.0 27.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
33 23 11 21 30 60 58
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 131,550
COMMITMENTS
51,326 18,773 10,024 38,587 70,673 99,936 99,469 31,614 32,081
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -2,412)
-1,251 -6,509 2,187 -257 9,377 679 5,056 -3,091 -7,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 14.3 7.6 29.3 53.7 76.0 75.6 24.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
32 38 25 26 27 75 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 240,256
COMMITMENTS
79,293 27,849 33,880 65,194 124,394 178,367 186,124 61,889 54,132
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 11,814)
-5,609 -7,918 6,788 11,380 5,900 12,559 4,769 -745 7,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 11.6 14.1 27.1 51.8 74.2 77.5 25.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
56 50 51 42 46 123 122
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 13,974
COMMITMENTS
6,005 7,487 212 5,713 3,736 11,930 11,435 2,044 2,539
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -1,877)
-1,272 -2,599 2 -273 441 -1,543 -2,156 -334 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 53.6 1.5 40.9 26.7 85.4 81.8 14.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 11 2 11 8 22 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,612,968
COMMITMENTS
943,864 469,768 3986097 7749180 8138082 12679141 12593947 933,827 1019021
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 285,202)
35,018 11,518 48,923 213,916 235,492 297,856 295,932 -12,654 -10,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 3.5 29.3 56.9 59.8 93.1 92.5 6.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
70 52 103 140 147 262 255
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 927,965
COMMITMENTS
65,540 94,383 76,157 644,058 632,376 785,755 802,915 142,210 125,050
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -420,087)
-12,169 -12,502 -109,357 -263,867 -263,213 -385,394 -385,073 -34,693 -35,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 10.2 8.2 69.4 68.1 84.7 86.5 15.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
102 134 95 233 236 393 410
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 377,818
COMMITMENTS
17,135 35,237 36,899 222,951 249,715 276,985 321,852 100,833 55,966
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -189,263)
936 -49,978 -27,421 -146,088 -104,278 -172,573 -181,678 -16,690 -7,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.3 9.8 59.0 66.1 73.3 85.2 26.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
22 27 36 71 60 114 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,750,734
COMMITMENTS
332,682 386,382 105,632 2105535 1913301 2543849 2405316 206,884 345,418
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -1,154,118)
-339,202 -86,296 -136,005 -588,899 -794,676 -1064106 -1016976 -90,013 -137,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 14.0 3.8 76.5 69.6 92.5 87.4 7.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518)
96 119 75 205 218 342 371
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 104,477
COMMITMENTS
12,153 6,066 9 83,158 95,323 95,320 101,398 9,157 3,079
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -24,478)
34 -1,775 -525 -21,377 -21,251 -21,868 -23,551 -2,611 -927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 5.8 0.0 79.6 91.2 91.2 97.1 8.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
9 6 1 49 42 58 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,045
COMMITMENTS
12,598 10,554 1,558 37,280 40,043 51,436 52,155 4,609 3,889
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -61,044)
-958 -816 -9,213 -44,509 -46,767 -54,680 -56,796 -6,365 -4,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 18.8 2.8 66.5 71.4 91.8 93.1 8.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
41 37 18 68 83 116 131
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 280,223
COMMITMENTS
62,989 52,769 7,792 186,399 200,215 257,180 260,776 23,043 19,447
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -162,889)
-36,550 4,911 -7,890 -111,349 -158,457 -155,789 -161,436 -7,100 -1,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 18.8 2.8 66.5 71.4 91.8 93.1 8.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
41 37 18 68 83 116 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 109,078
COMMITMENTS
59,994 8,798 2,924 17,120 81,653 80,039 93,376 29,040 15,703
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 189)
3,569 -1,503 8 340 5,493 3,918 3,999 -3,729 -3,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.0 8.1 2.7 15.7 74.9 73.4 85.6 26.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
30 15 13 15 20 50 43
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,688
COMMITMENTS
16,962 7,449 12 30,053 29,622 47,027 37,083 8,661 18,605
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 7,800)
5,614 -67 -3 7,245 10,031 12,856 9,961 -5,056 -2,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 13.4 0.0 54.0 53.2 84.4 66.6 15.6 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 13 1 20 24 36 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,293
COMMITMENTS
15,511 20,843 505 36,573 40,487 52,589 61,835 17,704 8,458
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -6,082)
-33 6,406 58 -16,838 6,820 -16,813 13,284 10,731 -19,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 29.7 0.7 52.0 57.6 74.8 88.0 25.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
25 14 2 26 20 53 34
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,657
COMMITMENTS
2,358 1,673 310 25,009 28,000 27,677 29,983 3,980 1,674
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -2,573)
-1,148 916 45 250 -168 -853 793 -1,720 -3,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.3 1.0 79.0 88.4 87.4 94.7 12.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 6 1 23 23 26 30
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 34,794
COMMITMENTS
8,787 2,448 118 20,506 29,372 29,411 31,938 5,383 2,856
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -6,608)
-1,941 731 34 -3,526 -6,882 -5,433 -6,117 -1,175 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 7.0 0.3 58.9 84.4 84.5 91.8 15.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 7 2 23 19 37 27
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,421
COMMITMENTS
3,984 2,789 12 6,637 10,215 10,633 13,016 2,788 405
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -986)
-284 -90 0 -375 -465 -659 -555 -327 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 20.8 0.1 49.5 76.1 79.2 97.0 20.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 3 1 5 2 17 5
Updated March 25, 2011