MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 57,843
COMMITMENTS
8,376 2,225 12,983 28,681 33,237 50,040 48,445 7,803 9,398
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -4,675)
262 -437 -256 -4,232 -3,287 -4,226 -3,980 -449 -695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 3.8 22.4 49.6 57.5 86.5 83.8 13.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
33 8 28 42 44 82 74
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,670
COMMITMENTS
72,717 14,670 67,478 94,531 140,707 234,725 222,855 26,945 38,815
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -8,153)
-2,976 -2,356 -1,399 -3,546 -2,991 -7,920 -6,746 -232 -1,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 5.6 25.8 36.1 53.8 89.7 85.2 10.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
111 51 117 58 72 228 200
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 456,057
COMMITMENTS
128,521 21,864 138,713 155,671 213,644 422,905 374,221 33,152 81,835
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 13,893)
2,649 -4,898 7,165 1,384 6,756 11,198 9,023 2,695 4,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 4.8 30.4 34.1 46.8 92.7 82.1 7.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
153 73 141 105 192 333 350
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,741
COMMITMENTS
4,288 1,326 1,005 2,902 5,736 8,194 8,067 1,547 1,674
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -261)
-214 -213 30 6 -116 -178 -299 -83 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 13.6 10.3 29.8 58.9 84.1 82.8 15.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
27 15 13 18 27 55 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 55,127
COMMITMENTS
20,804 2,791 10,657 15,108 14,996 46,569 28,444 8,558 26,683
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -1,131)
26 21 -1,181 -557 -210 -1,711 -1,370 580 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 5.1 19.3 27.4 27.2 84.5 51.6 15.5 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
60 36 42 53 79 137 139
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 65,532
COMMITMENTS
13,442 0 10 51,281 65,218 64,733 65,228 799 304
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -936)
-2,796 0 -3,762 5,990 3,507 -569 -255 -367 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 0.0 0.0 78.3 99.5 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 0 1 13 13 20 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 181,374
COMMITMENTS
81,006 3,843 2,836 40,458 154,730 124,301 161,409 57,073 19,965
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 22,718)
3,362 -2,013 -580 18,821 28,492 21,603 25,899 1,114 -3,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 2.1 1.6 22.3 85.3 68.5 89.0 31.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
45 9 11 18 33 69 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 64,552
COMMITMENTS
30,893 7,031 595 5,609 47,023 37,097 54,649 27,455 9,903
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 2,870)
1,384 -3,745 -1,008 2,321 10,790 2,697 6,038 173 -3,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 10.9 0.9 8.7 72.8 57.5 84.7 42.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 6 6 10 22 30 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 157,775
COMMITMENTS
118,812 5,647 1,640 28,874 149,038 149,326 156,325 8,449 1,450
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 22,954)
17,275 1,312 919 3,647 20,993 21,841 23,224 1,113 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.3 3.6 1.0 18.3 94.5 94.6 99.1 5.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
76 10 7 19 22 100 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 152,609
COMMITMENTS
54,869 20,160 6,432 50,507 99,456 111,808 126,049 40,801 26,561
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 13,795)
3,535 -6,126 -860 6,475 17,891 9,150 10,905 4,645 2,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 13.2 4.2 33.1 65.2 73.3 82.6 26.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
32 24 15 29 39 72 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 142,609
COMMITMENTS
43,442 27,286 5,336 64,732 71,972 113,509 104,593 29,100 38,016
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: -9,147)
-19,182 4,838 -2,438 11,346 -11,386 -10,274 -8,986 1,127 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 19.1 3.7 45.4 50.5 79.6 73.3 20.4 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
27 35 20 32 30 70 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 296,143
COMMITMENTS
95,997 30,694 33,645 100,760 177,183 230,401 241,522 65,741 54,621
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 24,950)
15,590 4,045 -8,741 19,893 33,719 26,742 29,023 -1,792 -4,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 10.4 11.4 34.0 59.8 77.8 81.6 22.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
54 50 48 47 53 130 122
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,699
COMMITMENTS
13,467 9,121 849 10,783 15,449 25,099 25,419 2,600 2,280
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 733)
-1,859 1,206 707 2,045 -1,811 893 102 -160 631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 32.9 3.1 38.9 55.8 90.6 91.8 9.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 11 2 13 11 26 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 15,135,262
COMMITMENTS
917,617 496,906 4810884 8502461 8742997 14230962 14050787 904,300 1084475
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 219,704)
50,155 4,943 -22,004 187,077 247,611 215,228 230,550 4,476 -10,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 3.3 31.8 56.2 57.8 94.0 92.8 6.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
64 71 114 150 161 284 280
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,127,940
COMMITMENTS
77,013 102,126 117,786 778,912 787,243 973,711 1007155 154,229 120,785
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 38,231)
-1,538 2,988 6,824 33,643 22,461 38,930 32,273 -699 5,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 9.1 10.4 69.1 69.8 86.3 89.3 13.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
114 134 115 248 246 432 427
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 467,621
COMMITMENTS
16,202 53,453 48,688 297,120 312,534 362,010 414,675 105,611 52,946
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 21,133)
-2,690 5,889 271 17,784 12,386 15,365 18,545 5,768 2,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.4 10.4 63.5 66.8 77.4 88.7 22.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
22 27 34 77 69 118 111
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,301,594
COMMITMENTS
515,528 454,840 134,015 2408961 2373548 3058504 2962403 243,090 339,191
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 85,487)
32,968 12,707 5,559 79,295 50,375 117,822 68,641 -32,335 16,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 13.8 4.1 73.0 71.9 92.6 89.7 7.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
106 119 94 219 226 381 384
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 103,979
COMMITMENTS
11,062 8,503 1,055 80,297 90,229 92,414 99,787 11,565 4,192
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 2,442)
-57 1,987 -475 3,623 919 3,091 2,431 -650 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 8.2 1.0 77.2 86.8 88.9 96.0 11.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
13 6 2 49 40 63 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 97,306
COMMITMENTS
21,548 9,938 5,235 58,742 74,917 85,525 90,090 11,781 7,216
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 2,428)
1,625 260 1,464 -957 -31 2,132 1,693 296 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 10.2 5.4 60.4 77.0 87.9 92.6 12.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
73 32 25 83 79 162 130
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,328
COMMITMENTS
1,070 4,902 302 16,565 13,505 17,937 18,710 4,391 3,618
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 1,506)
22 1,880 -2 1,312 -369 1,332 1,510 174 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 22.0 1.4 74.2 60.5 80.3 83.8 19.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 5 1 12 12 16 17
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 374,887
COMMITMENTS
118,350 41,138 8,703 210,885 307,059 337,938 356,900 36,949 17,987
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 4,611)
17,333 1,215 -1,986 -11,346 1,686 4,001 915 610 3,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 11.0 2.3 56.3 81.9 90.1 95.2 9.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
70 33 21 80 77 156 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 159,156
COMMITMENTS
80,998 7,444 7,579 32,793 127,627 121,369 142,650 37,787 16,506
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 15,255)
20 -783 3,064 12,416 14,286 15,501 16,567 -246 -1,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 4.7 4.8 20.6 80.2 76.3 89.6 23.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
32 15 13 21 26 60 47
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 64,355
COMMITMENTS
7,630 12,409 2,419 34,779 19,649 44,828 34,477 19,527 29,878
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 19,959)
-1,002 255 2,013 9,960 9,077 10,971 11,345 8,988 8,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 19.3 3.8 54.0 30.5 69.7 53.6 30.3 46.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 10 6 28 20 46 34
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 74,030
COMMITMENTS
17,512 4,632 1,397 44,109 47,367 63,018 53,396 11,012 20,634
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 9,466)
2,447 691 18 8,061 14,298 10,526 15,007 -1,060 -5,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 6.3 1.9 59.6 64.0 85.1 72.1 14.9 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
21 5 6 28 30 50 40
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/08/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,716
COMMITMENTS
4,370 3,117 54 7,376 10,878 11,800 14,049 2,916 667
CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST: 388)
454 -5 54 -531 -12 -23 37 411 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 21.2 0.4 50.1 73.9 80.2 95.5 19.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 5 3 5 2 17 8
Updated March 11, 2011