BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,794
COMMITMENTS
289 1,169 123 2,698 2,073 3,111 3,365 683 429
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 114)
34 28 10 10 41 54 79 59 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 30.8 3.3 71.1 54.6 82.0 88.7 18.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 5 2 12 11 15 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,701
COMMITMENTS
4,942 1,711 11,687 31,097 31,578 47,726 44,976 6,975 9,725
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,112)
480 -218 -35 365 960 811 707 301 405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 3.1 21.4 56.8 57.7 87.2 82.2 12.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 10 23 40 40 72 64
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,920
COMMITMENTS
67,579 12,338 81,625 99,303 145,402 248,506 239,365 28,414 37,555
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -8,579)
-5,692 -953 -2,541 736 -2,621 -7,497 -6,115 -1,081 -2,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 4.5 29.5 35.9 52.5 89.7 86.4 10.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
122 36 111 60 75 231 192
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 475,769
COMMITMENTS
127,201 21,456 142,966 174,149 226,832 444,316 391,255 31,453 84,514
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -4,807)
3,506 -1,563 -4,556 -1,296 1,865 -2,345 -4,253 -2,462 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 4.5 30.0 36.6 47.7 93.4 82.2 6.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
155 72 141 110 190 343 344
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,400
COMMITMENTS
4,188 2,718 945 3,247 4,546 8,380 8,210 2,020 2,191
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -24)
-517 559 -96 400 -796 -213 -333 189 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 26.1 9.1 31.2 43.7 80.6 78.9 19.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
32 28 19 23 23 64 64
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,540
COMMITMENTS
20,653 1,947 8,573 12,616 13,360 41,842 23,880 6,698 24,660
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 189)
-200 191 173 487 171 459 534 -270 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 4.0 17.7 26.0 27.5 86.2 49.2 13.8 50.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
59 25 39 50 77 123 130
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 83,845
COMMITMENTS
12,185 0 5 70,590 83,311 82,780 83,316 1,065 529
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -6,321)
-1,470 0 -128 -3,507 -4,833 -5,105 -4,961 -1,216 -1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 0.0 0.0 84.2 99.4 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 0 1 13 15 22 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 149,529
COMMITMENTS
65,787 2,246 3,086 25,815 125,575 94,688 130,907 54,841 18,622
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -2,637)
-549 -2,033 -3,261 304 5,033 -3,507 -261 870 -2,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 1.5 2.1 17.3 84.0 63.3 87.5 36.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
44 5 10 20 27 66 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 63,772
COMMITMENTS
22,122 7,460 791 11,946 44,986 34,858 53,238 28,914 10,535
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 607)
664 -2,707 -724 -1,899 3,037 -1,959 -394 2,566 1,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 11.7 1.2 18.7 70.5 54.7 83.5 45.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 9 4 11 13 30 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 166,619
COMMITMENTS
131,688 6,842 0 26,674 157,661 158,362 164,503 8,257 2,116
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 7,794)
5,274 -510 -8 2,749 7,756 8,015 7,238 -221 556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.0 4.1 0.0 16.0 94.6 95.0 98.7 5.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
80 14 0 15 22 95 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 128,211
COMMITMENTS
53,198 26,619 3,888 28,357 76,988 85,443 107,495 42,768 20,716
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 6,161)
-114 4,350 -1,452 -846 4,484 -2,412 7,382 8,573 -1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 20.8 3.0 22.1 60.0 66.6 83.8 33.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
32 25 12 25 35 66 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 148,192
COMMITMENTS
14,562 67,708 9,474 101,910 23,315 125,947 100,498 22,245 47,694
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -5,130)
-3,583 4,168 -7,752 10,098 -4,407 -1,237 -7,991 -3,894 2,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 45.7 6.4 68.8 15.7 85.0 67.8 15.0 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
23 43 20 32 22 64 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 278,862
COMMITMENTS
103,390 36,128 26,165 78,725 159,862 208,280 222,154 70,583 56,708
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -5,645)
6,385 1,811 -7,546 -5,562 -78 -6,723 -5,814 1,078 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 13.0 9.4 28.2 57.3 74.7 79.7 25.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
59 57 50 44 53 131 132
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,396
COMMITMENTS
31,884 26,202 0 4,168 11,052 36,052 37,254 1,344 142
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -60)
-183 0 0 112 -65 -71 -65 11 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.3 70.1 0.0 11.1 29.6 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 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,143
COMMITMENTS
14,233 7,897 0 3,348 11,788 17,581 19,685 3,562 1,458
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 4,946)
4,104 463 -3 576 4,766 4,677 5,226 269 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 37.4 0.0 15.8 55.8 83.2 93.1 16.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 8 0 3 17 23 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,661,081
COMMITMENTS
899,309 438,461 4337492 8459557 8736373 13696358 13512327 964,723 1148754
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 131,364)
44,313 56,995 -63,621 99,904 62,132 80,596 55,505 50,769 75,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 3.0 29.6 57.7 59.6 93.4 92.2 6.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
70 58 109 152 161 282 275
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 978,236
COMMITMENTS
78,056 99,327 74,836 654,012 672,769 806,903 846,932 171,332 131,303
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 9,886)
-2,261 6,632 4,561 5,363 -2,354 7,663 8,839 2,222 1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 10.2 7.7 66.9 68.8 82.5 86.6 17.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
118 134 110 236 236 414 421
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 395,193
COMMITMENTS
15,069 33,658 36,296 225,672 272,479 277,037 342,433 118,156 52,760
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 5,768)
-300 6,015 1,134 4,103 351 4,938 7,500 831 -1,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 8.5 9.2 57.1 68.9 70.1 86.6 29.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
22 29 37 72 64 114 110
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,915,212
COMMITMENTS
376,533 389,951 131,095 2141701 2001450 2649330 2522497 265,882 392,715
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 20,585)
11,822 24,716 -4,491 6,297 -13,527 13,628 6,697 6,957 13,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 13.4 4.5 73.5 68.7 90.9 86.5 9.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526)
111 116 91 208 217 365 378
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 113,182
COMMITMENTS
13,132 8,336 61 90,557 102,236 103,750 110,633 9,432 2,549
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 927)
-2,083 -241 61 2,876 1,253 854 1,073 73 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 7.4 0.1 80.0 90.3 91.7 97.7 8.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
13 6 1 54 39 68 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 86,434
COMMITMENTS
21,211 9,842 6,926 49,036 65,845 77,173 82,613 9,261 3,820
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -5,183)
-3,899 336 -834 27 -4,569 -4,706 -5,066 -477 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 11.4 8.0 56.7 76.2 89.3 95.6 10.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
70 38 21 81 96 158 149
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,602
COMMITMENTS
5,820 1,334 120 8,093 14,993 14,032 16,447 3,570 1,156
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -391)
-1,157 723 120 872 -1,136 -166 -294 -225 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 7.6 0.7 46.0 85.2 79.7 93.4 20.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 3 11 11 18 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 344,158
COMMITMENTS
104,736 70,323 6,251 204,718 254,260 315,705 330,834 28,453 13,324
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -23,956)
-19,317 -7,540 839 -4,221 -17,162 -22,698 -23,863 -1,258 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 20.4 1.8 59.5 73.9 91.7 96.1 8.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
66 41 18 77 92 150 144
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,359
COMMITMENTS
97,168 6,450 2,606 18,742 126,704 118,516 135,759 37,843 20,599
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -178)
-3,164 -2,364 -1,228 2,317 978 -2,075 -2,613 1,897 2,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.1 4.1 1.7 12.0 81.0 75.8 86.8 24.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
41 12 10 16 19 61 37
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,553
COMMITMENTS
23,251 7,448 6 23,956 29,971 47,213 37,425 7,340 17,128
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -2,630)
1,731 -692 -6 -4,366 -810 -2,641 -1,508 11 -1,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 13.7 0.0 43.9 54.9 86.5 68.6 13.5 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
20 15 1 20 21 40 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,402
COMMITMENTS
10,278 18,661 999 42,785 32,444 54,062 52,104 7,340 9,298
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -2,817)
-1,369 1,420 -230 -2,160 -7,627 -3,759 -6,437 942 3,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 30.4 1.6 69.7 52.8 88.0 84.9 12.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
18 14 5 25 24 47 39
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 32,887
COMMITMENTS
4,223 2,111 280 23,803 28,225 28,306 30,616 4,581 2,271
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,247)
798 198 0 273 629 1,071 827 176 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 6.4 0.9 72.4 85.8 86.1 93.1 13.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 1 22 24 27 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 40,472
COMMITMENTS
13,580 3,334 75 20,117 34,289 33,772 37,698 6,700 2,774
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 2,430)
1,533 708 -19 877 2,096 2,391 2,785 39 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 8.2 0.2 49.7 84.7 83.4 93.1 16.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 8 2 26 22 47 31
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,840
COMMITMENTS
6,860 2,809 48 4,828 10,312 11,736 13,169 2,104 671
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 423)
-28 2 36 305 45 313 83 110 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 20.3 0.3 34.9 74.5 84.8 95.2 15.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 3 2 8 5 21 9
Updated April 15, 2011