BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,680
COMMITMENTS
255 1,141 113 2,688 2,032 3,056 3,286 624 394
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -331)
-53 -24 112 -173 -250 -114 -162 -217 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 31.0 3.1 73.0 55.2 83.1 89.3 16.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 2 11 11 14 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,589
COMMITMENTS
4,462 1,929 11,722 30,732 30,618 46,915 44,269 6,674 9,320
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -9,747)
-2,538 -999 -2,323 -4,528 -5,284 -9,388 -8,605 -358 -1,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.6 21.9 57.3 57.1 87.5 82.6 12.5 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
27 8 23 39 39 72 64
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 285,498
COMMITMENTS
73,271 13,291 84,166 98,567 148,024 256,004 245,480 29,495 40,018
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 14,757)
4,986 762 8,163 2,554 5,133 15,702 14,058 -946 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 4.7 29.5 34.5 51.8 89.7 86.0 10.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
117 52 113 62 75 239 196
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 480,576
COMMITMENTS
123,695 23,019 147,522 175,444 224,967 446,661 395,508 33,915 85,068
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -9,466)
9,169 1,894 -20,447 1,487 8,858 -9,791 -9,695 325 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 4.8 30.7 36.5 46.8 92.9 82.3 7.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
150 76 144 110 190 345 348
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,424
COMMITMENTS
4,705 2,159 1,041 2,847 5,342 8,593 8,542 1,831 1,882
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 411)
235 607 4 52 -421 291 190 120 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.1 20.7 10.0 27.3 51.2 82.4 81.9 17.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
34 18 21 19 29 61 65
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,352
COMMITMENTS
20,853 1,756 8,400 12,130 13,189 41,383 23,346 6,969 25,006
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -1,598)
1,150 453 -2,488 335 -247 -1,003 -2,282 -594 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 3.6 17.4 25.1 27.3 85.6 48.3 14.4 51.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
58 22 39 50 73 125 126
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 90,166
COMMITMENTS
13,655 0 133 74,097 88,144 87,885 88,277 2,281 1,889
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 2,011)
492 0 124 -240 312 376 436 1,635 1,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.0 0.1 82.2 97.8 97.5 97.9 2.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 0 2 13 15 22 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 152,166
COMMITMENTS
66,337 4,279 6,347 25,511 120,542 98,195 131,168 53,972 20,998
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 22,542)
13,455 2,022 2,608 687 14,673 16,749 19,303 5,793 3,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 2.8 4.2 16.8 79.2 64.5 86.2 35.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
46 8 14 22 28 73 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 63,165
COMMITMENTS
21,458 10,167 1,515 13,845 41,950 36,817 53,631 26,348 9,534
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 3,478)
-2,597 5,651 -35 6,182 -1,480 3,549 4,136 -72 -658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 16.1 2.4 21.9 66.4 58.3 84.9 41.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 13 7 10 12 27 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 158,825
COMMITMENTS
126,414 7,352 8 23,925 149,905 150,347 157,265 8,478 1,560
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 29,464)
34,726 3,739 -219 -5,335 25,986 29,172 29,506 292 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.6 4.6 0.0 15.1 94.4 94.7 99.0 5.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
81 9 1 11 24 92 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 122,050
COMMITMENTS
53,313 22,269 5,340 29,203 72,504 87,856 100,113 34,195 21,937
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 7,566)
23,123 -4,355 -1,200 -18,350 12,800 3,572 7,245 3,994 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 18.2 4.4 23.9 59.4 72.0 82.0 28.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
33 28 15 26 31 69 64
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 153,322
COMMITMENTS
18,145 63,540 17,227 91,812 27,722 127,184 108,488 26,139 44,834
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 32,191)
-20,022 32,388 6,187 51,348 -17,109 37,513 21,467 -5,322 10,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 41.4 11.2 59.9 18.1 83.0 70.8 17.0 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
31 42 26 32 21 74 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 284,507
COMMITMENTS
97,005 34,318 33,711 84,288 159,940 215,003 227,968 69,504 56,539
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 21,028)
5,639 4,163 186 10,731 11,975 16,556 16,323 4,472 4,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 12.1 11.8 29.6 56.2 75.6 80.1 24.4 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
65 55 57 45 54 138 138
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,456
COMMITMENTS
32,067 26,202 0 4,056 11,117 36,123 37,319 1,333 137
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.6 70.0 0.0 10.8 29.7 96.4 99.6 3.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 2 0 2 7 12 9
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 16,197
COMMITMENTS
10,129 7,434 3 2,772 7,022 12,904 14,459 3,293 1,738
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 2,796)
3,531 1,075 -213 -1,584 2,255 1,734 3,117 1,062 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.5 45.9 0.0 17.1 43.4 79.7 89.3 20.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 9 1 5 10 19 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,529,717
COMMITMENTS
854,996 381,467 4401113 8359653 8674242 13615762 13456822 913,954 1072895
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 574,533)
59,101 -46,846 145,009 345,269 443,446 549,379 541,609 25,154 32,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.6 30.3 57.5 59.7 93.7 92.6 6.3 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
62 58 107 153 164 276 277
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 968,350
COMMITMENTS
80,316 92,695 70,274 648,650 675,124 799,240 838,093 169,110 130,257
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 16,404)
9,492 -4,424 -2,834 -292 20,919 6,367 13,661 10,038 2,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 9.6 7.3 67.0 69.7 82.5 86.5 17.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576)
111 132 98 236 236 402 412
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 389,425
COMMITMENTS
15,369 27,643 35,162 221,569 272,128 272,100 334,933 117,325 54,492
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 8,112)
469 -8,377 -1,050 3,495 17,478 2,913 8,051 5,198 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 7.1 9.0 56.9 69.9 69.9 86.0 30.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
21 26 35 73 66 113 108
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,894,627
COMMITMENTS
364,711 365,235 135,586 2135404 2014978 2635702 2515800 258,925 378,827
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 41,464)
17,273 -8,082 18,926 -18,933 17,204 17,266 28,049 24,198 13,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 12.6 4.7 73.8 69.6 91.1 86.9 8.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
103 118 81 207 217 353 373
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 112,255
COMMITMENTS
15,215 8,577 0 87,681 100,984 102,896 109,561 9,359 2,694
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 1,995)
715 855 0 856 1,089 1,571 1,944 423 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.6 0.0 78.1 90.0 91.7 97.6 8.3 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
13 8 0 53 40 66 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 91,616
COMMITMENTS
25,110 9,506 7,760 49,009 70,414 81,879 87,680 9,738 3,936
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 16,026)
5,783 -448 4,016 5,565 13,529 15,365 17,098 661 -1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 10.4 8.5 53.5 76.9 89.4 95.7 10.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
65 38 23 84 88 157 141
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,993
COMMITMENTS
6,977 611 0 7,221 16,129 14,198 16,740 3,795 1,253
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 6,752)
3,926 -513 0 2,914 7,769 6,840 7,256 -88 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 3.4 0.0 40.1 89.6 78.9 93.0 21.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 0 10 14 13 16
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 368,114
COMMITMENTS
124,053 77,863 5,411 208,939 271,422 338,403 354,697 29,711 13,417
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 46,370)
29,554 20,593 -186 13,256 28,799 42,625 49,207 3,745 -2,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 21.2 1.5 56.8 73.7 91.9 96.4 8.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
62 40 20 80 84 150 136
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,537
COMMITMENTS
100,332 8,814 3,833 16,425 125,726 120,591 138,373 35,946 18,164
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 8,274)
7,763 1,991 304 -331 5,427 7,736 7,721 538 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.1 5.6 2.4 10.5 80.3 77.0 88.4 23.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
41 15 12 15 20 61 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 57,183
COMMITMENTS
21,520 8,140 12 28,322 30,781 49,854 38,933 7,329 18,250
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 458)
1,325 2,221 0 -604 -1,925 721 296 -263 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 14.2 0.0 49.5 53.8 87.2 68.1 12.8 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
20 13 1 20 22 40 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,219
COMMITMENTS
11,647 17,241 1,229 44,945 40,071 57,821 58,541 6,398 5,678
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -2,659)
2,118 -1,485 477 4,226 -1,643 6,821 -2,651 -9,480 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 26.8 1.9 70.0 62.4 90.0 91.2 10.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 14 5 26 24 50 39
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,640
COMMITMENTS
3,425 1,913 280 23,530 27,596 27,235 29,789 4,405 1,851
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: -201)
798 -278 -30 -1,086 135 -318 -173 117 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 6.0 0.9 74.4 87.2 86.1 94.1 13.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 5 1 22 24 27 30
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 38,042
COMMITMENTS
12,047 2,626 94 19,240 32,193 31,381 34,913 6,661 3,129
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 2,506)
1,394 168 -29 267 1,541 1,632 1,680 874 826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 6.9 0.2 50.6 84.6 82.5 91.8 17.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 8 3 24 20 42 30
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,417
COMMITMENTS
6,888 2,807 12 4,523 10,267 11,423 13,086 1,994 331
CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST: 45)
2,860 18 0 -2,017 49 843 67 -798 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 20.9 0.1 33.7 76.5 85.1 97.5 14.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 3 1 7 3 20 6
Updated April 8, 2011