BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,517
COMMITMENTS
442 104 136 5,177 5,503 5,755 5,743 762 774
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 275)
2 4 14 238 200 254 219 21 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.6 2.1 79.4 84.4 88.3 88.1 11.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 2 13 11 18 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,078
COMMITMENTS
6,007 4,337 13,077 28,911 23,756 47,995 41,170 6,083 12,908
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -998)
-94 14 -789 78 40 -805 -735 -193 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 8.0 24.2 53.5 43.9 88.8 76.1 11.2 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 17 21 33 31 60 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 303,710
COMMITMENTS
64,905 39,234 84,237 122,213 134,654 271,356 258,125 32,354 45,585
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -10,926)
-10,577 1,203 -4,344 4,746 -6,259 -10,175 -9,400 -751 -1,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 12.9 27.7 40.2 44.3 89.3 85.0 10.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
102 82 129 67 77 237 242
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 444,024
COMMITMENTS
124,885 37,374 128,293 160,649 199,759 413,828 365,427 30,196 78,597
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -13,865)
-6,519 1,360 -2,234 -3,556 -12,590 -12,310 -13,464 -1,556 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 8.4 28.9 36.2 45.0 93.2 82.3 6.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436)
141 100 150 102 160 325 342
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,207
COMMITMENTS
4,055 3,200 1,641 2,596 3,646 8,292 8,486 1,915 1,721
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -310)
-110 -112 125 6 35 21 47 -331 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 31.3 16.1 25.4 35.7 81.2 83.1 18.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
27 21 17 14 21 52 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 60,570
COMMITMENTS
23,096 4,152 15,210 11,248 13,766 49,553 33,127 11,017 27,443
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -1,408)
-2,520 -293 -267 -2 -296 -2,790 -857 1,381 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 6.9 25.1 18.6 22.7 81.8 54.7 18.2 45.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
69 40 50 52 78 146 150
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,355
COMMITMENTS
228 4,436 84 8,084 3,118 8,397 7,639 958 1,716
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 243)
2 152 -0 210 44 211 196 32 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 47.4 0.9 86.4 33.3 89.8 81.7 10.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 8 4 13 10 18 19
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 137,641
COMMITMENTS
11,589 6,828 3,316 122,149 127,174 137,054 137,318 587 323
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 342)
10 204 0 301 -96 311 108 31 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 5.0 2.4 88.7 92.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 3 1 14 15 18 19
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 178,558
COMMITMENTS
59,305 32,556 11,623 63,979 114,607 134,907 158,786 43,651 19,772
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 21,359)
3,047 2,884 3,829 12,461 16,524 19,337 23,237 2,022 -1,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 18.2 6.5 35.8 64.2 75.6 88.9 24.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
36 13 11 27 26 69 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,989
COMMITMENTS
9,351 24,274 3,475 33,820 10,809 46,647 38,558 10,342 18,431
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 734)
1,184 -3,301 1,874 -767 -285 2,292 -1,712 -1,558 2,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 42.6 6.1 59.3 19.0 81.9 67.7 18.1 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 15 8 15 14 28 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 247,777
COMMITMENTS
86,449 7,557 37,512 115,569 198,917 239,530 243,986 8,247 3,791
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 39,783)
1,935 -10,610 34,481 640 16,121 37,056 39,992 2,727 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 3.0 15.1 46.6 80.3 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
57 17 8 21 25 83 48
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 207,505
COMMITMENTS
21,552 63,288 9,114 158,463 105,466 189,129 177,867 18,376 29,637
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 17,133)
-659 4,354 6,399 14,288 3,897 20,028 14,651 -2,896 2,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 30.5 4.4 76.4 50.8 91.1 85.7 8.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
17 34 15 30 31 58 70
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 213,010
COMMITMENTS
22,315 64,772 13,338 162,358 80,246 198,011 158,357 14,999 54,653
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 38,899)
-10,613 11,421 228 50,126 20,931 39,741 32,580 -843 6,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 30.4 6.3 76.2 37.7 93.0 74.3 7.0 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
17 51 24 31 31 64 90
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 352,838
COMMITMENTS
39,869 138,177 43,047 222,524 93,187 305,441 274,411 47,397 78,427
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 9,666)
-386 -13,301 -2,423 3,438 12,601 629 -3,124 9,037 12,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 39.2 12.2 63.1 26.4 86.6 77.8 13.4 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
34 82 54 55 56 122 159
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,911
COMMITMENTS
19,223 6,000 4,454 5,280 20,713 28,957 31,167 3,954 1,744
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 2,961)
-4,283 -718 3,971 3,241 -41 2,929 3,212 32 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 18.2 13.5 16.0 62.9 88.0 94.7 12.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
25 8 6 9 14 35 27
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 15,024,023
COMMITMENTS
738,948 655,986 6157936 7285435 7227820 14182318 14041742 841,705 982,281
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 341,430)
-17,098 32,499 146,999 246,608 164,328 376,509 343,826 -35,079 -2,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 4.4 41.0 48.5 48.1 94.4 93.5 5.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
66 64 111 155 157 284 277
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,147,669
COMMITMENTS
87,684 103,364 99,672 796,020 795,287 983,375 998,322 164,294 149,347
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 146,827)
7,060 -4,800 20,242 95,157 106,627 122,459 122,069 24,369 24,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 9.0 8.7 69.4 69.3 85.7 87.0 14.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593)
122 124 123 266 255 449 441
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 403,574
COMMITMENTS
15,874 13,294 36,707 266,656 271,949 319,236 321,951 84,338 81,624
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 64,604)
1,712 -8,938 7,285 50,642 44,255 59,639 42,602 4,965 22,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.3 9.1 66.1 67.4 79.1 79.8 20.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
21 13 27 80 70 112 99
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,720,471
COMMITMENTS
410,884 502,181 262,989 2646820 2616686 3320693 3381857 399,778 338,614
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 411,117)
19,509 13,454 72,019 222,572 311,861 314,100 397,334 97,017 13,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 13.5 7.1 71.1 70.3 89.3 90.9 10.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
110 120 113 239 239 408 414
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 126,556
COMMITMENTS
16,075 6,322 9 100,090 115,152 116,174 121,483 10,382 5,073
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 14,059)
-933 450 9 14,144 12,849 13,220 13,308 839 751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 5.0 0.0 79.1 91.0 91.8 96.0 8.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 5 1 61 47 75 52
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 142,663
COMMITMENTS
34,165 6,222 6,107 90,276 121,432 130,548 133,761 12,115 8,902
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 24,957)
2,584 -640 3,413 16,425 19,072 22,422 21,844 2,535 3,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 4.4 4.3 63.3 85.1 91.5 93.8 8.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
89 33 21 93 100 191 146
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,702
COMMITMENTS
1,218 1,348 939 14,723 18,219 16,880 20,506 5,822 2,196
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 3,077)
-238 369 664 -167 865 259 1,898 2,818 1,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.9 4.1 64.9 80.3 74.4 90.3 25.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 2 2 10 12 14 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 599,805
COMMITMENTS
173,860 33,494 16,716 377,763 516,067 568,340 566,277 31,465 33,528
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 109,399)
17,054 -2,103 10,799 82,962 91,036 110,815 99,732 -1,416 9,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 5.6 2.8 63.0 86.0 94.8 94.4 5.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
89 32 20 90 99 186 145
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 208,030
COMMITMENTS
98,118 31,429 20,134 56,789 133,470 175,041 185,033 32,989 22,997
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 30,315)
2,337 -2,967 11,414 19,058 24,930 32,808 33,376 -2,493 -3,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 15.1 9.7 27.3 64.2 84.1 88.9 15.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
37 27 15 24 30 74 59
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,950
COMMITMENTS
6,291 18,256 0 33,050 5,433 39,341 23,689 6,609 22,261
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -4,260)
824 6,766 -4,156 587 -10,709 -2,745 -8,099 -1,515 3,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 39.7 0.0 71.9 11.8 85.6 51.6 14.4 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 12 0 24 6 36 18
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,893
COMMITMENTS
19,298 9,259 154 18,205 10,891 37,657 20,304 8,236 25,589
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: -22,747)
5,121 5,285 -10,138 -3,450 -19,062 -8,467 -23,915 -14,280 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 20.2 0.3 39.7 23.7 82.1 44.2 17.9 55.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 8 2 19 16 36 25
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 11,692
COMMITMENTS
6,394 828 0 3,673 10,451 10,067 11,279 1,625 413
CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST: 1,342)
143 85 0 989 1,111 1,132 1,196 210 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 7.1 0.0 31.4 89.4 86.1 96.5 13.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 2 0 7 3 18 5
Updated March 16, 2012