BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,036
COMMITMENTS
253 943 5 1,945 1,563 2,203 2,511 833 525
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 31.1 0.2 64.1 51.5 72.6 82.7 27.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 2 11 11 14 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,122
COMMITMENTS
7,703 5,532 1,201 26,083 27,813 34,987 34,546 4,135 4,576
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 1,382)
957 505 -276 648 928 1,329 1,157 53 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 14.1 3.1 66.7 71.1 89.4 88.3 10.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 15 16 35 37 63 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 216,359
COMMITMENTS
59,962 26,008 38,708 93,349 118,230 192,019 182,946 24,340 33,413
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -4,159)
-4,899 1,427 -1,459 1,112 -2,021 -5,246 -2,053 1,087 -2,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 12.0 17.9 43.1 54.6 88.8 84.6 11.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
96 45 97 55 67 201 179
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 360,991
COMMITMENTS
113,516 56,544 64,382 154,435 172,285 332,333 293,211 28,658 67,780
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -10,358)
-12,374 -2,556 784 4,136 -3,694 -7,454 -5,466 -2,904 -4,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 15.7 17.8 42.8 47.7 92.1 81.2 7.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
118 79 112 84 182 268 323
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,429
COMMITMENTS
4,405 1,486 669 2,601 5,518 7,675 7,673 1,754 1,756
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 364)
214 12 55 -146 151 123 218 241 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 15.8 7.1 27.6 58.5 81.4 81.4 18.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
31 12 9 16 29 50 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,194
COMMITMENTS
17,708 4,203 4,554 11,986 11,761 34,248 20,518 6,946 20,676
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -4,507)
-2,201 -244 -687 -1,285 -1,422 -4,173 -2,353 -334 -2,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 10.2 11.1 29.1 28.6 83.1 49.8 16.9 50.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
46 26 35 37 66 104 116
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 87,925
COMMITMENTS
13,563 0 0 73,675 87,544 87,238 87,544 687 381
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 17,474)
-102 0 0 18,304 18,304 18,202 18,304 -728 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 0.0 0.0 83.8 99.6 99.2 99.6 0.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 0 0 13 13 20 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 118,442
COMMITMENTS
49,722 3,745 0 21,588 99,515 71,310 103,260 47,132 15,182
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -70,715)
-11,067 -53 -1,565 -52,643 -65,544 -65,275 -67,162 -5,440 -3,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 3.2 0.0 18.2 84.0 60.2 87.2 39.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
34 7 0 21 21 55 28
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,786
COMMITMENTS
24,883 3,582 0 4,050 43,244 28,933 46,826 27,853 9,960
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -4,720)
-7,412 -1,073 -19 689 -2,504 -6,742 -3,596 2,022 -1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 6.3 0.0 7.1 76.2 51.0 82.5 49.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
18 7 0 6 11 24 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 127,075
COMMITMENTS
89,646 2,098 227 28,979 122,361 118,852 124,686 8,223 2,389
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -34,286)
-41,006 -6,979 86 6,184 -27,355 -34,736 -34,248 450 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.5 1.7 0.2 22.8 96.3 93.5 98.1 6.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
69 9 1 13 19 82 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 117,974
COMMITMENTS
53,348 23,624 0 30,235 76,858 83,583 100,482 34,391 17,492
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 19,793)
24,768 -5,181 -42 -11,441 26,670 13,285 21,447 6,508 -1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 20.0 0.0 25.6 65.1 70.8 85.2 29.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
33 22 0 16 28 49 50
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 112,051
COMMITMENTS
52,484 17,959 247 30,066 65,912 82,797 84,118 29,254 27,933
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -2,650)
-119 -4,414 -223 489 8,933 147 4,296 -2,797 -6,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.8 16.0 0.2 26.8 58.8 73.9 75.1 26.1 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
34 27 3 19 26 55 54
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 194,709
COMMITMENTS
81,574 33,221 2,035 53,020 113,015 136,629 148,271 58,080 46,438
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 3,861)
-4,932 -6,969 90 8,543 4,904 3,701 -1,975 160 5,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 17.1 1.0 27.2 58.0 70.2 76.2 29.8 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
49 41 9 38 39 90 86
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 13,974
COMMITMENTS
6,005 7,487 212 5,713 3,736 11,930 11,435 2,044 2,539
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -1,877)
-1,272 -2,599 2 -273 441 -1,543 -2,156 -334 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 53.6 1.5 40.9 26.7 85.4 81.8 14.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 11 2 11 8 22 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,866,971
COMMITMENTS
960,320 664,267 855,582 6180391 6411054 7996293 7930903 870,678 936,068
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 164,889)
22,700 38,892 -9,519 164,212 155,410 177,393 184,783 -12,504 -19,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 7.5 9.6 69.7 72.3 90.2 89.4 9.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
51 52 76 128 133 227 220
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 808,947
COMMITMENTS
66,378 93,228 24,007 584,545 575,325 674,930 692,560 134,017 116,388
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -364,715)
-14,809 -10,473 -88,841 -230,651 -234,911 -334,302 -334,225 -30,414 -30,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 11.5 3.0 72.3 71.1 83.4 85.6 16.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
90 119 56 212 221 336 366
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 294,717
COMMITMENTS
16,105 32,545 918 182,284 210,518 199,307 243,981 95,410 50,736
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -159,827)
1,099 -50,074 -15,782 -130,289 -89,103 -144,972 -154,959 -14,855 -4,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 11.0 0.3 61.9 71.4 67.6 82.8 32.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
16 16 9 55 54 78 72
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,571,151
COMMITMENTS
336,705 388,753 30,105 2011304 1824035 2378114 2242893 193,037 328,258
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -1,024,441)
-359,708 -82,162 -85,129 -501,811 -729,041 -946,648 -896,332 -77,793 -128,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 15.1 1.2 78.2 70.9 92.5 87.2 7.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 506)
86 117 39 185 198 292 334
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 104,474
COMMITMENTS
12,153 6,066 9 83,157 95,321 95,319 101,396 9,155 3,078
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -24,471)
34 -1,775 -525 -21,376 -21,244 -21,867 -23,544 -2,604 -927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 5.8 0.0 79.6 91.2 91.2 97.1 8.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
9 6 1 48 42 57 49
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,965
COMMITMENTS
12,647 10,676 1,149 36,678 39,346 50,475 51,171 4,490 3,793
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -57,652)
-883 -799 -7,732 -44,034 -46,179 -52,649 -54,709 -5,003 -2,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 19.4 2.1 66.7 71.6 91.8 93.1 8.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
39 36 9 63 80 104 123
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 274,824
COMMITMENTS
63,237 53,378 5,747 183,389 196,732 252,373 255,857 22,451 18,967
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -153,449)
-34,835 6,909 -3,376 -108,977 -155,775 -147,188 -152,242 -6,261 -1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 19.4 2.1 66.7 71.6 91.8 93.1 8.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
39 36 9 63 80 104 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 101,180
COMMITMENTS
59,626 7,892 5 13,863 79,549 73,494 87,446 27,686 13,734
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 854)
3,274 -509 -27 966 5,319 4,213 4,783 -3,359 -3,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.9 7.8 0.0 13.7 78.6 72.6 86.4 27.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
27 14 1 10 19 37 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,688
COMMITMENTS
16,962 7,449 12 30,053 29,622 47,027 37,083 8,661 18,605
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: 7,800)
5,614 -67 -3 7,245 10,031 12,856 9,961 -5,056 -2,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 13.4 0.0 54.0 53.2 84.4 66.6 15.6 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 13 1 20 24 36 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,293
COMMITMENTS
15,511 20,843 505 36,573 40,487 52,589 61,835 17,704 8,458
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -6,082)
-33 6,406 58 -16,838 6,820 -16,813 13,284 10,731 -19,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 29.7 0.7 52.0 57.6 74.8 88.0 25.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
25 14 2 26 20 53 34
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,657
COMMITMENTS
2,358 1,673 310 25,009 28,000 27,677 29,983 3,980 1,674
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -2,573)
-1,148 916 45 250 -168 -853 793 -1,720 -3,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 5.3 1.0 79.0 88.4 87.4 94.7 12.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 6 1 23 23 26 30
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 34,794
COMMITMENTS
8,787 2,448 118 20,506 29,372 29,411 31,938 5,383 2,856
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -6,608)
-1,941 731 34 -3,526 -6,882 -5,433 -6,117 -1,175 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 7.0 0.3 58.9 84.4 84.5 91.8 15.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 7 2 23 19 37 27
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/22/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,421
COMMITMENTS
3,984 2,789 12 6,637 10,215 10,633 13,016 2,788 405
CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST: -986)
-284 -90 0 -375 -465 -659 -555 -327 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 20.8 0.1 49.5 76.1 79.2 97.0 20.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 3 1 5 2 17 5
Updated March 25, 2011