BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,638
COMMITMENTS
531 107 132 5,153 5,645 5,816 5,884 822 754
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 399)
104 22 18 358 439 480 479 -81 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.6 2.0 77.6 85.0 87.6 88.6 12.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 2 15 11 20 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 59,797
COMMITMENTS
6,822 4,694 14,193 32,568 26,960 53,583 45,847 6,214 13,950
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 2,244)
378 492 536 1,613 546 2,528 1,575 -283 669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 7.9 23.7 54.5 45.1 89.6 76.7 10.4 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
18 18 21 38 34 65 64
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,391
COMMITMENTS
80,777 36,571 87,545 110,042 141,014 278,364 265,129 33,027 46,262
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 8,622)
1,370 1,493 4,419 288 632 6,078 6,544 2,544 2,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 11.7 28.1 35.3 45.3 89.4 85.1 10.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
98 99 136 66 80 245 256
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 453,893
COMMITMENTS
136,449 38,676 124,537 160,330 212,049 421,316 375,261 32,577 78,632
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 8,965)
2,165 3,778 6,247 -409 -1,187 8,004 8,839 961 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 8.5 27.4 35.3 46.7 92.8 82.7 7.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 469)
163 100 144 102 176 348 349
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,621
COMMITMENTS
4,232 3,302 1,718 2,675 3,778 8,624 8,797 1,997 1,824
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 480)
91 82 289 -63 444 318 815 163 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 31.1 16.2 25.2 35.6 81.2 82.8 18.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
31 24 20 18 24 63 60
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 62,378
COMMITMENTS
25,532 4,594 17,129 10,277 14,164 52,939 35,887 9,439 26,491
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,600)
899 97 14 317 632 1,229 743 371 858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 7.4 27.5 16.5 22.7 84.9 57.5 15.1 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
81 41 65 47 80 161 164
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,286
COMMITMENTS
61 4,493 85 8,224 3,103 8,370 7,681 916 1,605
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 742)
-5 265 33 563 298 591 596 151 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 48.4 0.9 88.6 33.4 90.1 82.7 9.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 8 4 13 11 18 19
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 132,469
COMMITMENTS
11,526 6,742 3,316 117,059 122,323 131,901 132,381 568 88
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 3,187)
230 4,952 0 2,856 -1,749 3,086 3,203 101 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 5.1 2.5 88.4 92.3 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 4 1 14 15 18 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 144,292
COMMITMENTS
50,755 28,371 5,163 48,867 90,550 104,785 124,084 39,507 20,209
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 7,505)
2,979 -5,215 -1,209 5,121 13,851 6,892 7,427 614 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 19.7 3.6 33.9 62.8 72.6 86.0 27.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
30 14 10 24 27 59 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,776
COMMITMENTS
9,826 28,856 1,184 28,963 10,254 39,973 40,294 14,804 14,483
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,442)
2,032 1,392 142 -2,890 1,303 -716 2,836 2,158 -1,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 52.7 2.2 52.9 18.7 73.0 73.6 27.0 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 19 6 14 16 27 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,778
COMMITMENTS
73,810 13,060 876 109,242 172,946 183,928 186,882 5,850 2,896
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 16,696)
11,035 -290 -799 6,225 17,877 16,461 16,788 235 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 6.9 0.5 57.6 91.1 96.9 98.5 3.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
52 21 4 20 20 75 44
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 182,738
COMMITMENTS
26,481 49,905 2,692 132,786 101,658 161,959 154,255 20,779 28,484
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -8,805)
-1,103 -8,707 699 -8,263 -1,537 -8,667 -9,545 -139 740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 27.3 1.5 72.7 55.6 88.6 84.4 11.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
21 31 10 26 32 56 64
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 172,415
COMMITMENTS
51,238 52,849 10,619 93,248 61,336 155,106 124,805 17,309 47,610
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 3,655)
-10,939 7,808 3,864 13,155 -11,360 6,080 312 -2,425 3,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 30.7 6.2 54.1 35.6 90.0 72.4 10.0 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
20 55 24 29 29 67 90
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 322,823
COMMITMENTS
34,214 140,334 40,258 208,754 75,863 283,227 256,456 39,596 66,367
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -9,723)
5,097 -26,262 6,527 -23,308 12,511 -11,684 -7,224 1,961 -2,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 43.5 12.5 64.7 23.5 87.7 79.4 12.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
35 77 54 55 56 124 154
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,159
COMMITMENTS
27,006 4,892 418 3,110 28,059 30,534 33,369 4,625 1,790
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -1,730)
-2,416 -319 0 398 -1,518 -2,018 -1,837 288 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.8 13.9 1.2 8.8 79.8 86.8 94.9 13.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
25 10 2 7 12 33 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,510,738
COMMITMENTS
703,907 532,069 5913182 7004049 7054100 13621138 13499351 889,599 1011386
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 190,743)
-71,224 35,425 131,857 119,093 -11,686 179,726 155,597 11,016 35,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.7 40.8 48.3 48.6 93.9 93.0 6.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
65 59 108 150 152 277 266
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 953,654
COMMITMENTS
80,188 103,047 68,891 681,162 673,329 830,240 845,267 123,414 108,387
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 15,095)
5,176 -6,028 299 10,057 14,034 15,532 8,304 -437 6,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 10.8 7.2 71.4 70.6 87.1 88.6 12.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
119 118 102 252 246 419 418
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 325,683
COMMITMENTS
13,784 17,414 26,923 210,613 231,638 251,320 275,975 74,363 49,708
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 4,453)
1,249 -1,660 1,729 2,297 -651 5,276 -581 -823 5,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.3 8.3 64.7 71.1 77.2 84.7 22.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
13 17 23 72 65 98 92
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,139,856
COMMITMENTS
368,017 464,165 173,841 2352742 2208455 2894601 2846462 245,255 293,393
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 53,209)
15,234 -26,244 -2,750 38,797 73,421 51,281 44,427 1,928 8,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 14.8 5.5 74.9 70.3 92.2 90.7 7.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
115 108 92 228 232 383 392
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 112,257
COMMITMENTS
14,863 4,652 0 86,027 103,886 100,890 108,538 11,367 3,719
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 3,543)
914 -677 0 1,695 4,302 2,609 3,625 935 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 4.1 0.0 76.6 92.5 89.9 96.7 10.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
13 6 0 53 36 66 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 116,603
COMMITMENTS
30,774 5,556 2,457 74,462 103,359 107,692 111,371 8,911 5,232
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 4,512)
2,310 -571 352 1,405 4,185 4,067 3,965 445 547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 4.8 2.1 63.9 88.6 92.4 95.5 7.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
80 32 20 84 92 171 138
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,552
COMMITMENTS
1,379 979 0 14,097 16,750 15,476 17,729 3,076 823
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 352)
560 -246 0 -225 493 335 247 17 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.3 0.0 76.0 90.3 83.4 95.6 16.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 10 11 14 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 490,254
COMMITMENTS
152,774 28,683 6,484 301,823 433,045 461,081 468,212 29,173 22,042
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 20,799)
10,475 98 35 8,148 18,458 18,658 18,591 2,140 2,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 5.9 1.3 61.6 88.3 94.0 95.5 6.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
78 34 18 78 91 162 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 173,296
COMMITMENTS
103,231 25,003 7,666 26,037 117,819 136,934 150,489 36,362 22,807
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 13,196)
11,053 7,745 1,365 845 6,002 13,262 15,112 -66 -1,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 14.4 4.4 15.0 68.0 79.0 86.8 21.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
42 26 17 22 29 75 61
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 36,664
COMMITMENTS
6,376 11,302 500 22,615 6,143 29,491 17,945 7,173 18,719
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 5,054)
1,008 1,144 0 4,502 19 5,510 1,163 -456 3,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 30.8 1.4 61.7 16.8 80.4 48.9 19.6 51.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
13 11 1 26 9 40 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,261
COMMITMENTS
12,990 4,404 3,072 20,157 26,916 36,219 34,392 9,042 10,869
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: 1,507)
1,028 1,895 583 -1,376 4,934 235 7,412 1,272 -5,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 9.7 6.8 44.5 59.5 80.0 76.0 20.0 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 8 4 23 25 41 37
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 9,528
COMMITMENTS
5,353 645 0 2,754 8,742 8,107 9,387 1,421 141
CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST: -183)
996 -344 0 -1,359 175 -363 -169 180 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 6.8 0.0 28.9 91.8 85.1 98.5 14.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 2 0 6 3 17 5
Updated March 2, 2012