BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY 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: 2,973
COMMITMENTS
368 1,161 1 1,950 1,400 2,319 2,562 654 411
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 57)
45 22 0 -47 1 -2 23 59 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 39.1 0.0 65.6 47.1 78.0 86.2 22.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 1 9 11 12 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY 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: 34,619
COMMITMENTS
4,646 4,217 785 24,984 25,064 30,415 30,066 4,204 4,553
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,153)
97 -529 245 873 778 1,215 494 -62 659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 12.2 2.3 72.2 72.4 87.9 86.8 12.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
18 12 14 33 31 57 51
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY 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: 234,891
COMMITMENTS
66,372 26,436 48,154 93,534 127,061 208,060 201,651 26,831 33,240
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -9,104)
-4,263 -587 -3,185 -577 -2,914 -8,025 -6,686 -1,079 -2,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 11.3 20.5 39.8 54.1 88.6 85.8 11.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
108 42 102 54 71 217 183
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY 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: 388,055
COMMITMENTS
128,100 52,549 69,473 161,568 192,420 359,141 314,442 28,914 73,613
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -5,546)
4,661 602 -6,363 -442 1,434 -2,144 -4,327 -3,402 -1,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 13.5 17.9 41.6 49.6 92.5 81.0 7.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
136 85 120 87 182 305 326
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY 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: 9,967
COMMITMENTS
4,125 2,732 660 3,189 4,520 7,974 7,912 1,993 2,055
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -145)
-517 549 -218 375 -711 -360 -380 215 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 27.4 6.6 32.0 45.3 80.0 79.4 20.0 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
28 30 16 21 23 61 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY 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: 42,891
COMMITMENTS
20,560 4,893 4,102 12,244 11,852 36,906 20,847 5,985 22,044
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -257)
-210 179 -35 437 226 192 370 -449 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.9 11.4 9.6 28.5 27.6 86.0 48.6 14.0 51.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
52 31 38 36 68 108 120
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY 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: 83,772
COMMITMENTS
12,190 0 0 70,556 83,243 82,746 83,243 1,026 529
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -6,353)
-1,472 0 -126 -3,500 -4,867 -5,098 -4,993 -1,255 -1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 0.0 0.0 84.2 99.4 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 0 0 13 15 22 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY 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: 142,022
COMMITMENTS
66,354 2,613 76 22,824 123,079 89,254 125,768 52,768 16,254
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 3,765)
-2,522 -1,233 74 5,392 5,143 2,944 3,984 821 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 1.8 0.1 16.1 86.7 62.8 88.6 37.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
44 4 2 19 24 63 30
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY 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: 61,505
COMMITMENTS
22,272 7,615 17 11,077 44,300 33,366 51,932 28,139 9,573
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,551)
684 -3,130 16 -1,481 3,802 -781 688 2,332 863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 12.4 0.0 18.0 72.0 54.2 84.4 45.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 8 1 9 11 26 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 120,316
COMMITMENTS
53,423 26,752 24 25,408 74,300 78,855 101,076 41,461 19,240
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 9,097)
-373 5,370 -83 1,328 4,902 872 10,189 8,225 -1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 22.2 0.0 21.1 61.8 65.5 84.0 34.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
34 22 2 20 33 56 55
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY 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: 130,084
COMMITMENTS
14,183 67,060 436 95,231 18,248 109,850 85,744 20,234 44,340
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 9,452)
-2,333 7,313 -232 14,078 -911 11,513 6,170 -2,061 3,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 51.6 0.3 73.2 14.0 84.4 65.9 15.6 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
17 44 3 27 19 47 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY 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: 243,203
COMMITMENTS
105,425 40,440 1,700 69,054 151,768 176,179 193,908 67,024 49,295
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 6,933)
6,020 892 201 -1,043 5,126 5,178 6,219 1,755 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.3 16.6 0.7 28.4 62.4 72.4 79.7 27.6 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
61 43 14 41 47 108 98
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 9,389,824
COMMITMENTS
955,664 634,645 868,502 6677351 6835575 8501517 8338722 888,307 1051102
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 135,267)
71,104 19,375 -86,802 94,694 124,291 78,996 56,864 56,271 78,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 6.8 9.2 71.1 72.8 90.5 88.8 9.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
58 48 80 138 148 247 238
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY 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: 843,173
COMMITMENTS
78,729 101,382 19,053 583,679 601,175 681,461 721,611 161,712 121,562
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 4,410)
-4,776 7,809 3,974 3,482 -9,537 2,680 2,246 1,730 2,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 12.0 2.3 69.2 71.3 80.8 85.6 19.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546)
100 119 53 217 220 349 361
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY 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: 304,104
COMMITMENTS
13,285 33,128 896 177,385 222,844 191,566 256,868 112,538 47,236
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 1,748)
-1,342 6,934 386 1,508 -4,548 552 2,772 1,196 -1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 10.9 0.3 58.3 73.3 63.0 84.5 37.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
14 22 7 55 56 74 80
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY 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: 2,695,345
COMMITMENTS
385,592 399,646 32,413 2031472 1891655 2449477 2323714 245,868 371,631
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 13,308)
7,230 28,778 -6,462 9,871 -24,946 10,639 -2,630 2,669 15,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 14.8 1.2 75.4 70.2 90.9 86.2 9.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 507)
98 111 35 189 197 306 324
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY 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: 113,175
COMMITMENTS
13,132 8,336 61 90,556 102,231 103,749 110,628 9,426 2,547
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 924)
-2,083 -241 61 2,876 1,250 854 1,070 70 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 53 39 67 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY 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: 84,480
COMMITMENTS
21,385 10,051 6,009 48,102 64,785 75,497 80,845 8,983 3,635
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -5,662)
-3,714 510 -1,374 9 -4,698 -5,079 -5,563 -582 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 11.9 7.1 56.9 76.7 89.4 95.7 10.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
67 37 13 78 92 149 139
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY 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: 17,258
COMMITMENTS
5,704 1,143 0 8,081 14,989 13,785 16,132 3,473 1,126
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -684)
-1,273 532 0 860 -1,134 -413 -602 -271 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 6.6 0.0 46.8 86.9 79.9 93.5 20.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 0 11 10 15 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY 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: 336,108
COMMITMENTS
104,244 70,379 4,207 200,107 248,978 308,558 323,564 27,550 12,544
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: -24,889)
-19,753 -7,657 676 -4,255 -17,822 -23,332 -24,803 -1,557 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 20.9 1.3 59.5 74.1 91.8 96.3 8.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
64 39 11 73 88 140 135
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY 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: 149,033
COMMITMENTS
97,153 6,502 62 15,943 124,202 113,158 130,766 35,875 18,267
CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST: 2,925)
-2,237 -1,950 56 3,546 1,780 1,365 -114 1,560 3,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.2 4.4 0.0 10.7 83.3 75.9 87.7 24.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
41 10 2 12 19 53 31
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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