BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,864
COMMITMENTS
407 111 73 4,691 4,966 5,171 5,150 693 714
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 212)
14 7 5 246 178 265 190 -53 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 1.9 1.2 80.0 84.7 88.2 87.8 11.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 2 12 10 17 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,059
COMMITMENTS
5,544 9,227 955 21,127 15,588 27,626 25,770 4,433 6,289
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 967)
424 -319 102 462 619 988 402 -21 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 28.8 3.0 65.9 48.6 86.2 80.4 13.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 19 8 24 22 41 44
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 259,062
COMMITMENTS
63,499 60,415 48,922 117,347 111,254 229,768 220,591 29,294 38,471
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 2,754)
-2,809 6,498 3,698 2,498 -6,060 3,387 4,136 -633 -1,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 23.3 18.9 45.3 42.9 88.7 85.1 11.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
86 97 116 54 76 208 246
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 350,752
COMMITMENTS
122,400 69,794 54,796 146,869 161,853 324,065 286,443 26,687 64,309
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -702)
-1,352 1,992 -150 1,266 -890 -236 952 -466 -1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 19.9 15.6 41.9 46.1 92.4 81.7 7.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
139 87 126 72 143 270 305
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,347
COMMITMENTS
4,107 3,132 1,621 2,628 3,683 8,356 8,436 1,991 1,911
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 304)
73 -88 85 34 94 192 91 112 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 30.3 15.7 25.4 35.6 80.8 81.5 19.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
26 25 16 13 22 51 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,777
COMMITMENTS
20,626 6,659 9,058 10,510 11,810 40,194 27,527 10,583 23,250
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -2,801)
-2,200 -986 -551 -284 -479 -3,035 -2,016 234 -785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 13.1 17.8 20.7 23.3 79.2 54.2 20.8 45.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
60 36 45 37 59 122 124
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,938
COMMITMENTS
192 4,700 38 7,901 2,774 8,131 7,512 807 1,426
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 370)
23 267 22 215 87 260 376 110 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 52.6 0.4 88.4 31.0 91.0 84.0 9.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 7 3 12 9 16 17
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 123,603
COMMITMENTS
11,686 6,293 3,193 108,199 113,928 123,078 123,414 525 189
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -9,858)
97 -535 -123 -9,770 -9,066 -9,796 -9,724 -62 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 5.1 2.6 87.5 92.2 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 1 14 14 18 18
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 189,870
COMMITMENTS
62,768 20,453 19,971 64,621 127,121 147,360 167,545 42,510 22,325
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 17,014)
3,220 -12,374 9,920 3,521 15,495 16,661 13,041 353 3,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 10.8 10.5 34.0 67.0 77.6 88.2 22.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
34 13 8 30 25 68 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 43,616
COMMITMENTS
11,747 22,938 169 22,199 4,140 34,115 27,247 9,501 16,369
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -12,689)
2,396 -1,211 -3,251 -11,476 -6,490 -12,331 -10,952 -358 -1,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 52.6 0.4 50.9 9.5 78.2 62.5 21.8 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 14 1 9 8 15 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 174,691
COMMITMENTS
87,482 63,153 273 79,503 106,155 167,258 169,581 7,433 5,110
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -73,086)
1,033 55,596 -37,239 -36,066 -92,762 -72,272 -74,405 -814 1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 36.2 0.2 45.5 60.8 95.7 97.1 4.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
60 15 2 17 21 79 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 141,411
COMMITMENTS
25,951 41,803 99 96,011 75,197 122,061 117,099 19,350 24,312
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -61,469)
4,027 -21,969 -7,147 -60,851 -28,451 -63,971 -57,567 2,502 -3,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 29.6 0.1 67.9 53.2 86.3 82.8 13.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 25 2 24 26 49 52
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 139,769
COMMITMENTS
34,923 60,744 16 92,729 32,938 127,668 93,698 12,101 46,071
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -56,627)
12,674 -3,885 -6,050 -63,633 -41,502 -57,009 -51,437 382 -5,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 43.5 0.0 66.3 23.6 91.3 67.0 8.7 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
12 48 1 23 20 35 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 258,535
COMMITMENTS
50,416 133,370 1,062 176,529 63,974 228,007 198,406 30,528 60,129
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -52,522)
10,091 -6,291 -13,815 -35,646 -19,437 -39,370 -39,543 -13,152 -12,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 51.6 0.4 68.3 24.7 88.2 76.7 11.8 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
26 69 8 45 38 76 110
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,288
COMMITMENTS
14,686 10,476 216 2,300 7,757 17,202 18,449 3,086 1,839
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -12,623)
-4,537 4,476 -4,238 -2,980 -12,956 -11,755 -12,718 -868 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.4 51.6 1.1 11.3 38.2 84.8 90.9 15.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
22 9 1 4 7 26 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 7,996,487
COMMITMENTS
595,836 696,334 1758455 4895590 4650290 7249881 7105079 746,606 891,408
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -874,508)
-207,625 -160,166 -143,988 -490,696 -559,094 -842,309 -863,248 -32,199 -11,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 8.7 22.0 61.2 58.2 90.7 88.9 9.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
57 42 79 126 131 223 221
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 761,130
COMMITMENTS
78,944 110,947 12,102 539,048 528,344 630,094 651,393 131,036 109,737
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -206,198)
-8,494 6,391 -28,090 -147,610 -159,896 -184,194 -181,595 -22,004 -24,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 14.6 1.6 70.8 69.4 82.8 85.6 17.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547)
104 106 42 221 222 348 347
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 222,267
COMMITMENTS
11,231 5,647 715 151,470 153,400 163,416 159,762 58,851 62,505
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -81,344)
-1,357 -8,852 -4,530 -57,211 -57,294 -63,098 -70,676 -18,246 -10,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 2.5 0.3 68.1 69.0 73.5 71.9 26.5 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
7 11 5 56 49 66 62
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,694,315
COMMITMENTS
347,648 535,583 47,852 1937890 1874722 2333390 2458157 360,925 236,158
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -624,270)
-72,305 39,597 -81,180 -451,994 -513,010 -605,479 -554,593 -18,791 -69,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 19.9 1.8 71.9 69.6 86.6 91.2 13.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 519)
102 104 40 192 203 315 326
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,947
COMMITMENTS
13,905 4,539 26 74,890 90,731 88,821 95,296 10,126 3,651
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -27,601)
-2,170 -1,783 17 -25,194 -24,419 -27,347 -26,185 -254 -1,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 4.6 0.0 75.7 91.7 89.8 96.3 10.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
13 3 1 52 36 65 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 88,340
COMMITMENTS
26,675 8,599 724 55,647 73,238 83,046 82,562 5,294 5,779
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -51,867)
-7,277 2,275 -4,653 -33,269 -46,722 -45,199 -49,101 -6,668 -2,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 9.7 0.8 63.0 82.9 94.0 93.5 6.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
78 39 8 67 86 148 130
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 441,701
COMMITMENTS
133,373 42,994 3,622 278,237 366,192 415,232 412,808 26,469 28,893
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -145,868)
-39,419 8,989 -9,447 -92,729 -142,517 -141,595 -142,975 -4,273 -2,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 9.7 0.8 63.0 82.9 94.0 93.5 6.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
78 39 8 67 86 148 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 160,387
COMMITMENTS
97,025 51,834 196 33,030 88,470 130,251 140,500 30,136 19,887
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -40,332)
-1,444 20,121 -16,841 -20,869 -42,531 -39,154 -39,251 -1,178 -1,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 32.3 0.1 20.6 55.2 81.2 87.6 18.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 27 5 15 24 49 52
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,910
COMMITMENTS
6,728 17,379 0 31,361 5,193 38,089 22,572 6,821 22,338
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -1,040)
437 -877 0 -1,689 -240 -1,252 -1,117 212 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 38.7 0.0 69.8 11.6 84.8 50.3 15.2 49.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 8 0 24 6 38 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,172
COMMITMENTS
17,981 3,214 833 19,817 8,483 38,631 12,530 6,541 32,642
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -721)
-1,317 -6,045 679 1,612 -2,408 974 -7,774 -1,695 7,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 7.1 1.8 43.9 18.8 85.5 27.7 14.5 72.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 5 2 25 15 37 21
Updated March 23, 2012