BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,041
COMMITMENTS
460 124 77 4,822 5,091 5,359 5,292 682 749
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 177)
53 13 4 131 125 188 142 -11 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 2.1 1.3 79.8 84.3 88.7 87.6 11.3 12.4
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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,426
COMMITMENTS
6,130 9,173 1,005 21,297 16,570 28,432 26,748 3,994 5,678
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 367)
586 -54 50 170 982 806 978 -439 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 28.3 3.1 65.7 51.1 87.7 82.5 12.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
12 19 10 24 23 43 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 265,875
COMMITMENTS
68,208 71,284 47,850 119,608 108,386 235,666 227,520 30,209 38,355
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 6,813)
4,709 10,869 -1,072 2,261 -2,868 5,898 6,929 915 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 26.8 18.0 45.0 40.8 88.6 85.6 11.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
92 102 122 53 72 215 251
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 354,737
COMMITMENTS
123,859 77,774 53,413 149,803 160,029 327,075 291,216 27,662 63,521
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 3,985)
1,459 7,980 -1,383 2,934 -1,824 3,010 4,773 975 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 21.9 15.1 42.2 45.1 92.2 82.1 7.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
129 98 125 76 149 265 322
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,664
COMMITMENTS
4,161 3,651 984 2,865 3,258 8,010 7,893 1,654 1,771
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -683)
54 519 -637 237 -425 -346 -543 -337 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 37.8 10.2 29.6 33.7 82.9 81.7 17.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
30 24 17 20 21 61 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,535
COMMITMENTS
20,138 6,315 9,824 9,525 11,316 39,487 27,455 10,048 22,080
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -1,242)
-488 -344 766 -985 -494 -707 -72 -535 -1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 12.7 19.8 19.2 22.8 79.7 55.4 20.3 44.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
55 39 44 38 60 119 127
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,490
COMMITMENTS
183 5,109 47 8,479 2,779 8,709 7,935 781 1,555
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 552)
-9 409 9 578 5 578 423 -26 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 53.8 0.5 89.3 29.3 91.8 83.6 8.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 8 4 13 9 18 18
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 123,562
COMMITMENTS
11,349 6,333 3,193 108,463 113,885 123,005 123,411 557 151
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -41)
-337 40 0 264 -43 -73 -3 32 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 5.1 2.6 87.8 92.2 99.5 99.9 0.5 0.1
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 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,621
COMMITMENTS
53,432 29,695 906 30,438 75,445 84,776 106,046 37,845 16,575
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -67,249)
-9,336 9,242 -19,065 -34,183 -51,676 -62,584 -61,499 -4,665 -5,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 24.2 0.7 24.8 61.5 69.1 86.5 30.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
31 13 3 21 20 54 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,852
COMMITMENTS
6,293 21,389 221 24,561 7,877 31,075 29,487 11,777 13,365
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -764)
-5,454 -1,549 52 2,362 3,737 -3,040 2,240 2,276 -3,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 49.9 0.5 57.3 18.4 72.5 68.8 27.5 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 13 2 8 9 16 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 178,551
COMMITMENTS
91,900 9,067 371 78,429 166,888 170,700 176,326 7,851 2,225
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 3,860)
4,418 -54,086 98 -1,074 60,733 3,442 6,745 418 -2,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.5 5.1 0.2 43.9 93.5 95.6 98.8 4.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
63 9 2 18 19 82 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 135,147
COMMITMENTS
26,609 37,719 157 83,813 74,825 110,579 112,701 24,568 22,446
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -6,264)
658 -4,084 58 -12,198 -372 -11,482 -4,398 5,218 -1,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 27.9 0.1 62.0 55.4 81.8 83.4 18.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 25 2 21 26 46 52
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 145,497
COMMITMENTS
10,905 78,527 58 123,120 19,024 134,083 97,609 11,414 47,888
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 5,728)
-24,018 17,783 42 30,391 -13,914 6,415 3,911 -687 1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 54.0 0.0 84.6 13.1 92.2 67.1 7.8 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 55 1 24 18 37 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 239,446
COMMITMENTS
34,033 123,162 1,194 168,190 55,639 203,417 179,995 36,029 59,451
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -19,089)
-16,383 -10,208 132 -8,339 -8,335 -24,590 -18,411 5,501 -678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 51.4 0.5 70.2 23.2 85.0 75.2 15.0 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
27 72 12 41 41 77 116
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,247
COMMITMENTS
14,046 10,062 152 2,594 8,703 16,792 18,917 3,455 1,330
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -41)
-640 -414 -64 294 946 -410 468 369 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.4 49.7 0.8 12.8 43.0 82.9 93.4 17.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
23 12 1 4 8 27 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,259,216
COMMITMENTS
680,120 687,202 1753544 5026248 4918232 7459912 7358978 799,304 900,238
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 262,729)
84,284 -9,132 -4,911 130,658 267,942 210,031 253,899 52,698 8,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 8.3 21.2 60.9 59.5 90.3 89.1 9.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
54 44 79 129 132 229 222
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 772,728
COMMITMENTS
81,917 110,007 13,446 538,797 538,473 634,160 661,926 138,569 110,802
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 11,598)
2,973 -940 1,344 -251 10,129 4,066 10,533 7,533 1,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 14.2 1.7 69.7 69.7 82.1 85.7 17.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548)
103 113 45 228 217 356 350
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 226,179
COMMITMENTS
12,674 7,782 897 150,646 154,274 164,217 162,953 61,962 63,226
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 3,912)
1,443 2,135 182 -824 874 801 3,191 3,111 721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 3.4 0.4 66.6 68.2 72.6 72.0 27.4 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
11 13 8 55 51 70 68
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,732,746
COMMITMENTS
368,550 533,461 40,407 1940756 1920997 2349713 2494865 383,033 237,881
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 38,431)
20,902 -2,122 -7,445 2,866 46,275 16,323 36,708 22,108 1,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 19.5 1.5 71.0 70.3 86.0 91.3 14.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520)
102 109 40 198 201 321 329
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,640
COMMITMENTS
13,095 5,171 0 77,394 92,632 90,489 97,803 10,151 2,837
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,693)
-810 632 -26 2,504 1,901 1,668 2,507 25 -814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 5.1 0.0 76.9 92.0 89.9 97.2 10.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
13 4 0 58 37 71 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 87,135
COMMITMENTS
25,074 8,638 1,290 55,110 70,199 81,473 80,126 5,661 7,008
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -1,205)
-1,601 39 565 -538 -3,040 -1,573 -2,435 368 1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 9.9 1.5 63.2 80.6 93.5 92.0 6.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
77 45 11 67 83 147 136
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 435,674
COMMITMENTS
125,370 43,189 6,449 275,548 350,994 407,367 400,632 28,307 35,042
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -6,027)
-8,003 195 2,827 -2,689 -15,198 -7,865 -12,176 1,838 6,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 9.9 1.5 63.2 80.6 93.5 92.0 6.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
77 45 11 67 83 147 136
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 147,373
COMMITMENTS
91,615 32,041 901 27,485 95,723 120,001 128,665 27,372 18,708
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -13,014)
-5,410 -19,793 705 -5,545 7,253 -10,250 -11,835 -2,764 -1,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.2 21.7 0.6 18.6 65.0 81.4 87.3 18.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
29 22 5 20 22 52 46
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,659
COMMITMENTS
7,467 18,304 0 31,768 5,183 39,235 23,487 6,424 22,172
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 749)
739 925 0 407 -10 1,146 915 -397 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 40.1 0.0 69.6 11.4 85.9 51.4 14.1 48.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 8 0 26 7 42 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,875
COMMITMENTS
18,312 2,588 3,383 17,408 13,095 39,103 19,066 7,772 27,809
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 1,703)
331 -626 2,550 -2,409 4,612 472 6,536 1,231 -4,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 5.5 7.2 37.1 27.9 83.4 40.7 16.6 59.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 4 3 21 23 34 28
Updated March 30, 2012