MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,505
COMMITMENTS
1,380 5,928 9,562 30,791 20,632 41,734 36,123 4,772 10,382
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,370)
-805 507 69 2,061 979 1,324 1,555 46 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 12.7 20.6 66.2 44.4 89.7 77.7 10.3 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
7 27 21 39 34 61 68
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 223,477
COMMITMENTS
61,525 12,373 49,045 88,993 129,102 199,563 190,519 23,914 32,958
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 2,937)
1,777 249 497 1,089 4,123 3,364 4,869 -427 -1,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 5.5 21.9 39.8 57.8 89.3 85.3 10.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
101 48 96 50 59 202 167
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 430,542
COMMITMENTS
134,684 12,697 115,924 146,040 214,742 396,648 343,363 33,894 87,179
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 33,572)
556 -2,655 19,008 10,145 11,466 29,709 27,819 3,863 5,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 2.9 26.9 33.9 49.9 92.1 79.8 7.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
146 61 124 105 188 321 327
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,499
COMMITMENTS
3,684 495 1,181 2,773 6,303 7,638 7,979 1,861 1,520
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -217)
-129 15 15 -1 -169 -115 -139 -103 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 5.2 12.4 29.2 66.4 80.4 84.0 19.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
31 12 15 17 25 56 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,831
COMMITMENTS
18,767 2,573 8,643 10,216 13,457 37,626 24,674 6,204 19,157
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 746)
1,512 -392 -332 -120 1,047 1,060 323 -314 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 5.9 19.7 23.3 30.7 85.8 56.3 14.2 43.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
51 29 35 40 58 113 105
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 24,133
COMMITMENTS
7,842 200 0 9,602 23,696 17,444 23,896 6,689 237
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -1,020)
2,090 0 -30 -3,121 -991 -1,061 -1,021 41 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 0.8 0.0 39.8 98.2 72.3 99.0 27.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 1 0 8 12 18 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 191,737
COMMITMENTS
82,259 11,316 11,142 53,976 148,931 147,376 171,388 44,360 20,349
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 43,256)
10,102 1,282 5,821 26,255 33,481 42,178 40,584 1,079 2,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 5.9 5.8 28.2 77.7 76.9 89.4 23.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
37 14 17 22 31 69 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 34,188
COMMITMENTS
8,799 14,399 1,156 11,171 7,151 21,126 22,706 13,062 11,482
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -15,412)
-1,646 -1,473 75 -16,535 -13,045 -18,106 -14,443 2,694 -969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 42.1 3.4 32.7 20.9 61.8 66.4 38.2 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 12 4 7 8 17 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 127,293
COMMITMENTS
109,662 6,408 420 9,371 120,427 119,453 127,255 7,840 38
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -40,780)
6,869 -2,911 -1,207 -45,239 -33,885 -39,577 -38,003 -1,203 -2,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.1 5.0 0.3 7.4 94.6 93.8 100.0 6.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
56 14 3 12 18 68 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 136,213
COMMITMENTS
12,344 76,402 8,358 98,149 17,425 118,850 102,185 17,363 34,028
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -26,446)
1,420 2,354 -1,477 -23,787 -24,522 -23,845 -23,645 -2,602 -2,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 56.1 6.1 72.1 12.8 87.3 75.0 12.7 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
16 43 18 17 20 44 70
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 106,194
COMMITMENTS
41,318 24,655 7,008 36,642 45,347 84,968 77,010 21,226 29,184
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -40,897)
-10,632 280 -142 -26,749 -41,759 -37,523 -41,621 -3,374 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 23.2 6.6 34.5 42.7 80.0 72.5 20.0 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 35 23 18 25 60 70
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 199,309
COMMITMENTS
43,599 88,316 27,113 86,633 36,714 157,344 152,143 41,965 47,166
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -80,782)
10,364 -18,132 -2,968 -87,276 -56,911 -79,879 -78,011 -903 -2,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 44.3 13.6 43.5 18.4 78.9 76.3 21.1 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
53 57 50 26 34 106 114
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 15,638
COMMITMENTS
11,334 8,525 0 1,827 5,970 13,161 14,495 2,477 1,143
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -6,225)
-630 -192 -135 -5,410 -5,520 -6,175 -5,847 -50 -378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.5 54.5 0.0 11.7 38.2 84.2 92.7 15.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 12 0 5 8 16 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,799,457
COMMITMENTS
1425361 419,229 3931643 5603235 6493667 10960240 10844540 839,217 954,917
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -2,471,473)
-157,171 -71,795 -1078230 -1222942 -1312911 -2458344 -2462936 -13,129 -8,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 3.6 33.3 47.5 55.0 92.9 91.9 7.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
78 68 117 137 138 282 263
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 599,926
COMMITMENTS
25,674 94,469 48,466 375,178 368,506 449,318 511,441 150,609 88,485
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 99,727)
-694 3,288 7,770 56,610 57,092 63,686 68,150 36,041 31,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 15.7 8.1 62.5 61.4 74.9 85.3 25.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
26 31 41 87 70 138 117
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,784,040
COMMITMENTS
690,392 523,747 137,517 2528429 2531700 3356338 3192965 427,703 591,076
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 643,545)
-7,313 30,907 30,555 409,684 320,151 432,927 381,613 210,618 261,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 13.8 3.6 66.8 66.9 88.7 84.4 11.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 477)
100 116 94 193 197 344 358
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 114,838
COMMITMENTS
12,672 9,883 0 91,818 98,814 104,490 108,697 10,349 6,141
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 15,682)
286 291 0 13,193 12,897 13,479 13,188 2,203 2,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 8.6 0.0 80.0 86.0 91.0 94.7 9.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
13 4 0 51 38 64 42
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 23,658
COMMITMENTS
1,523 2,827 1,592 16,484 15,909 19,599 20,328 4,059 3,331
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -811)
860 -3,137 844 -2,310 71 -606 -2,222 -205 1,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 11.9 6.7 69.7 67.2 82.8 85.9 17.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 3 13 15 19 18
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 427,533
COMMITMENTS
146,381 97,605 21,823 226,993 288,624 395,197 408,052 32,336 19,481
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 6,629)
-21,563 -21,349 13,917 1,836 10,846 -5,811 3,414 12,439 3,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 22.8 5.1 53.1 67.5 92.4 95.4 7.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
78 52 28 77 85 172 148
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 130,697
COMMITMENTS
74,328 10,347 2,578 23,371 106,590 100,278 119,515 30,419 11,182
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -4,137)
3,960 1,545 -517 -6,840 -2,573 -3,397 -1,546 -740 -2,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 7.9 2.0 17.9 81.6 76.7 91.4 23.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
35 8 11 10 18 49 33
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,227
COMMITMENTS
14,179 13,909 0 19,733 13,876 33,912 27,785 8,315 14,442
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -19,115)
-433 4,085 -6,194 -7,858 -12,721 -14,485 -14,830 -4,630 -4,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 32.9 0.0 46.7 32.9 80.3 65.8 19.7 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 12 0 15 12 30 24
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 32,350
COMMITMENTS
16,181 2,918 294 10,442 15,672 26,917 18,884 5,433 13,466
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: -31,405)
1,650 -5,885 -6,011 -20,941 -18,652 -25,302 -30,548 -6,103 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 9.0 0.9 32.3 48.4 83.2 58.4 16.8 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 5 1 17 16 31 22
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 29,365
COMMITMENTS
4,443 527 83 21,037 26,665 25,563 27,275 3,802 2,090
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,261)
-569 527 43 941 396 415 966 846 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 1.8 0.3 71.6 90.8 87.1 92.9 12.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 2 2 17 21 25 24
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 25,169
COMMITMENTS
3,377 908 0 13,440 19,941 16,817 20,849 8,352 4,320
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 4,660)
-519 -265 -82 2,835 2,688 2,234 2,341 2,426 2,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 3.6 0.0 53.4 79.2 66.8 82.8 33.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 2 0 12 9 17 11
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/16/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 18,556
COMMITMENTS
4,494 1,568 0 12,480 15,719 16,974 17,287 1,582 1,269
CHANGES FROM 03/09/10 (CHANGE IN OPEN INTEREST: 1,971)
625 -92 0 1,539 2,162 2,164 2,070 -193 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 8.5 0.0 67.3 84.7 91.5 93.2 8.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 3 0 6 3 16 6
Updated March 19, 2010