BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,987
COMMITMENTS
289 1,216 139 2,845 2,220 3,273 3,575 714 412
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 193)
0 47 15 147 147 162 210 31 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 30.5 3.5 71.4 55.7 82.1 89.7 17.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 5 3 12 12 16 17
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,146
COMMITMENTS
4,773 1,919 11,630 31,901 31,962 48,305 45,511 6,842 9,635
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 445)
-168 208 -57 804 384 578 535 -133 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.5 21.1 57.8 58.0 87.6 82.5 12.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 13 24 42 42 77 67
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,527
COMMITMENTS
64,776 10,729 74,000 96,167 141,942 234,944 226,672 28,584 36,856
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -13,392)
-2,803 -1,609 -7,624 -3,135 -3,460 -13,563 -12,693 170 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 4.1 28.1 36.5 53.9 89.2 86.0 10.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
108 36 106 56 72 223 183
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 468,386
COMMITMENTS
126,437 19,725 136,958 173,955 227,084 437,350 383,767 31,036 84,619
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -7,383)
-764 -1,731 -6,008 -194 252 -6,966 -7,488 -417 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 4.2 29.2 37.1 48.5 93.4 81.9 6.6 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
147 81 141 105 192 330 351
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,138
COMMITMENTS
3,841 3,315 766 3,354 3,725 7,961 7,806 2,177 2,332
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -262)
-347 597 -179 107 -821 -419 -403 157 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 32.7 7.6 33.1 36.7 78.5 77.0 21.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
26 34 13 18 19 50 60
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 47,518
COMMITMENTS
20,110 2,300 8,521 11,795 12,880 40,425 23,701 7,093 23,817
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -1,023)
-543 353 -52 -822 -480 -1,417 -180 394 -843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 4.8 17.9 24.8 27.1 85.1 49.9 14.9 50.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
56 27 38 50 75 121 128
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 86,748
COMMITMENTS
15,186 0 7 70,692 86,621 85,885 86,628 863 120
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 2,903)
3,001 0 2 102 3,310 3,105 3,312 -202 -409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 0.0 0.0 81.5 99.9 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 0 1 14 15 23 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 150,575
COMMITMENTS
66,768 2,337 3,470 27,261 125,564 97,499 131,371 53,076 19,204
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 1,046)
980 91 384 1,446 -11 2,811 464 -1,765 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 1.6 2.3 18.1 83.4 64.8 87.2 35.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
47 7 11 18 25 69 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 71,663
COMMITMENTS
27,025 9,613 1,066 13,189 49,962 41,280 60,641 30,383 11,022
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 7,890)
4,903 2,152 275 1,243 4,976 6,422 7,403 1,469 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 13.4 1.5 18.4 69.7 57.6 84.6 42.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 9 6 10 13 32 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 174,299
COMMITMENTS
142,812 8,683 137 22,620 163,034 165,569 171,854 8,730 2,445
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 7,680)
11,124 1,841 137 -4,054 5,373 7,207 7,351 473 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.9 5.0 0.1 13.0 93.5 95.0 98.6 5.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
78 18 1 11 26 90 44
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 116,862
COMMITMENTS
50,116 20,515 4,079 27,254 72,635 81,449 97,228 35,413 19,633
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -11,350)
-3,082 -6,104 190 -1,103 -4,353 -3,994 -10,267 -7,355 -1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 17.6 3.5 23.3 62.2 69.7 83.2 30.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
37 23 14 24 34 69 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 147,192
COMMITMENTS
13,256 67,652 9,448 103,848 26,380 126,552 103,480 20,640 43,712
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -1,000)
-1,307 -57 -26 1,938 3,065 605 2,983 -1,605 -3,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 46.0 6.4 70.6 17.9 86.0 70.3 14.0 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
17 49 23 32 24 64 81
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 284,984
COMMITMENTS
100,945 35,865 29,868 85,358 166,573 216,171 232,306 68,812 52,678
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 6,121)
-2,445 -263 3,704 6,633 6,711 7,892 10,152 -1,770 -4,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 12.6 10.5 30.0 58.4 75.9 81.5 24.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
57 64 52 43 51 131 136
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 37,402
COMMITMENTS
31,911 26,202 0 4,100 11,010 36,011 37,212 1,391 190
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 6)
27 0 0 -68 -42 -41 -42 47 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.3 70.1 0.0 11.0 29.4 96.3 99.5 3.7 0.5
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 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,789
COMMITMENTS
17,722 8,383 213 3,666 15,986 21,601 24,582 4,188 1,207
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 4,646)
3,489 486 213 318 4,198 4,020 4,897 626 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 32.5 0.8 14.2 62.0 83.8 95.3 16.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
19 9 1 4 19 23 29
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,724,176
COMMITMENTS
1008494 486,386 4322212 8422616 8784049 13753322 13592647 970,853 1131529
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 63,095)
109,185 47,924 -15,280 -36,941 47,675 56,964 80,320 6,130 -17,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 3.3 29.4 57.2 59.7 93.4 92.3 6.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
66 61 107 155 162 283 275
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 965,147
COMMITMENTS
71,692 103,436 64,144 654,633 659,322 790,470 826,901 174,678 138,246
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -13,088)
-6,363 4,108 -10,691 621 -13,448 -16,434 -20,031 3,345 6,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 10.7 6.6 67.8 68.3 81.9 85.7 18.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560)
105 126 85 233 231 386 395
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 391,100
COMMITMENTS
14,222 34,873 28,664 222,955 275,346 265,841 338,883 125,259 52,217
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -4,094)
-847 1,215 -7,632 -2,717 2,866 -11,196 -3,550 7,103 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 8.9 7.3 57.0 70.4 68.0 86.6 32.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
17 30 35 69 61 108 104
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,870,239
COMMITMENTS
370,456 425,920 94,293 2158395 1919880 2623144 2440093 247,095 430,146
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -44,973)
-6,077 35,969 -36,802 16,694 -81,570 -26,186 -82,403 -18,787 37,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 14.8 3.3 75.2 66.9 91.4 85.0 8.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
102 109 69 204 211 340 355
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 116,769
COMMITMENTS
10,232 7,542 706 95,925 105,680 106,863 113,928 9,906 2,841
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 3,587)
-2,900 -794 645 5,368 3,444 3,113 3,295 474 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 6.5 0.6 82.1 90.5 91.5 97.6 8.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
12 6 1 51 40 63 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 78,758
COMMITMENTS
17,401 9,133 2,146 50,157 62,739 69,704 74,018 9,054 4,740
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -7,676)
-3,810 -709 -4,780 1,121 -3,107 -7,469 -8,596 -207 920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 11.6 2.7 63.7 79.7 88.5 94.0 11.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
62 38 20 80 93 150 144
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 14,384
COMMITMENTS
1,732 1,376 0 8,734 11,953 10,466 13,329 3,918 1,055
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -3,218)
-4,088 42 -120 641 -3,040 -3,566 -3,118 348 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 9.6 0.0 60.7 83.1 72.8 92.7 27.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 2 0 11 12 16 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 321,871
COMMITMENTS
84,220 44,660 4,856 207,115 253,928 296,190 303,443 25,681 18,428
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -22,286)
-20,516 -25,663 -1,395 2,397 -333 -19,515 -27,390 -2,772 5,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 13.9 1.5 64.3 78.9 92.0 94.3 8.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
60 39 16 77 89 142 139
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 151,885
COMMITMENTS
91,670 6,238 3,134 20,356 122,172 115,161 131,544 36,724 20,341
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -4,474)
-5,498 -212 529 1,614 -4,532 -3,355 -4,215 -1,119 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.4 4.1 2.1 13.4 80.4 75.8 86.6 24.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
44 11 11 17 20 64 39
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,815
COMMITMENTS
21,882 8,466 0 27,206 29,904 49,088 38,370 6,727 17,445
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 1,262)
-1,369 1,018 -6 3,250 -67 1,875 945 -613 317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 15.2 0.0 48.7 53.6 87.9 68.7 12.1 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 15 0 22 17 40 32
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 61,071
COMMITMENTS
11,697 18,145 603 41,543 36,740 53,843 55,488 7,228 5,583
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -331)
1,419 -516 -396 -1,242 4,296 -219 3,384 -112 -3,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 29.7 1.0 68.0 60.2 88.2 90.9 11.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 12 3 26 24 47 36
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 32,808
COMMITMENTS
3,718 1,623 305 24,417 28,997 28,440 30,925 4,368 1,883
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -79)
-505 -488 25 614 772 134 309 -213 -388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 4.9 0.9 74.4 88.4 86.7 94.3 13.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 5 1 23 24 28 30
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 41,816
COMMITMENTS
13,434 3,684 34 22,505 35,130 35,973 38,848 5,843 2,968
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: 1,344)
-146 350 -41 2,388 841 2,201 1,150 -857 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 8.8 0.1 53.8 84.0 86.0 92.9 14.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 9 1 27 21 46 31
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 12,040
COMMITMENTS
5,606 691 12 4,315 10,768 9,933 11,471 2,107 569
CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST: -1,800)
-1,254 -2,118 -36 -513 456 -1,803 -1,698 3 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 5.7 0.1 35.8 89.4 82.5 95.3 17.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 3 1 5 3 16 6
Updated April 22, 2011