BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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: 6,758
COMMITMENTS
444 120 150 5,421 5,692 6,015 5,963 743 795
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 241)
1 16 15 244 189 260 220 -19 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.8 2.2 80.2 84.2 89.0 88.2 11.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 2 14 11 19 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 55,101
COMMITMENTS
6,370 4,332 13,164 29,564 24,328 49,098 41,824 6,003 13,277
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 1,023)
363 -5 87 653 572 1,103 654 -80 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 7.9 23.9 53.7 44.2 89.1 75.9 10.9 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 17 21 34 32 61 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 310,881
COMMITMENTS
59,137 43,699 94,083 125,420 128,386 278,640 266,168 32,241 44,713
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 7,171)
-5,768 4,465 9,846 3,207 -6,268 7,284 8,043 -113 -871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 14.1 30.3 40.3 41.3 89.6 85.6 10.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
94 98 130 69 78 234 255
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 446,496
COMMITMENTS
119,013 40,118 133,064 163,938 196,264 416,014 369,445 30,482 77,051
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 2,472)
-5,873 2,744 4,770 3,289 -3,496 2,186 4,018 286 -1,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 9.0 29.8 36.7 44.0 93.2 82.7 6.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
153 93 158 105 154 330 340
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 10,526
COMMITMENTS
4,122 3,104 1,745 2,630 3,728 8,497 8,578 2,029 1,948
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 319)
67 -95 105 33 83 204 92 115 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 29.5 16.6 25.0 35.4 80.7 81.5 19.3 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
28 24 19 13 22 53 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 58,320
COMMITMENTS
21,009 3,779 14,789 11,145 13,081 46,943 31,649 11,378 26,671
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -2,250)
-2,087 -373 -421 -102 -684 -2,611 -1,478 361 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 6.5 25.4 19.1 22.4 80.5 54.3 19.5 45.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
69 38 53 56 74 149 149
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED 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: 9,722
COMMITMENTS
251 4,716 90 8,289 3,197 8,630 8,003 1,092 1,719
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 367)
23 279 6 204 79 233 364 135 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 48.5 0.9 85.3 32.9 88.8 82.3 11.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 7 3 13 11 17 19
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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: 126,240
COMMITMENTS
11,686 6,293 3,193 110,836 116,565 125,715 126,051 525 189
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -11,401)
97 -535 -123 -11,313 -10,609 -11,339 -11,267 -62 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 5.0 2.5 87.8 92.3 99.6 99.9 0.4 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
OPTION AND FUTURES COMBINED 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: 196,138
COMMITMENTS
62,495 20,041 21,856 67,505 130,196 151,856 172,093 44,282 24,044
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 17,580)
3,189 -12,514 10,233 3,527 15,589 16,950 13,308 631 4,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 10.2 11.1 34.4 66.4 77.4 87.7 22.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
36 13 14 30 29 74 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 44,583
COMMITMENTS
11,747 22,768 515 22,383 4,335 34,645 27,618 9,938 16,965
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -12,406)
2,396 -1,506 -2,961 -11,437 -6,473 -12,002 -10,940 -404 -1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 51.1 1.2 50.2 9.7 77.7 61.9 22.3 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 14 3 9 9 17 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 147,315
COMMITMENTS
25,047 41,786 2,284 99,214 77,122 126,545 121,192 20,771 26,124
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -60,189)
3,495 -21,502 -6,830 -59,249 -28,343 -62,584 -56,676 2,395 -3,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 28.4 1.6 67.3 52.4 85.9 82.3 14.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 26 7 28 28 54 58
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 158,978
COMMITMENTS
35,091 60,960 8,984 99,721 39,880 143,795 109,824 15,182 49,154
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -54,032)
12,776 -3,812 -4,354 -62,638 -40,367 -54,216 -48,533 184 -5,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 38.3 5.7 62.7 25.1 90.5 69.1 9.5 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
18 51 22 27 27 57 88
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 301,280
COMMITMENTS
49,780 131,766 29,570 188,370 73,650 267,719 234,986 33,560 66,294
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -51,558)
9,910 -6,411 -13,477 -34,155 -19,536 -37,721 -39,425 -13,837 -12,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 43.7 9.8 62.5 24.4 88.9 78.0 11.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
31 80 44 50 48 113 140
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 13,379,012
COMMITMENTS
563,577 551,730 5370380 6642883 6486089 12576840 12408199 802,171 970,813
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -1,645,011)
-175,371 -104,256 -787,556 -642,551 -741,732 -1605478 -1633543 -39,534 -11,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 4.1 40.1 49.7 48.5 94.0 92.7 6.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
61 54 99 139 141 252 249
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED 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: 896,569
COMMITMENTS
77,901 111,373 55,746 623,580 609,055 757,228 776,175 139,341 120,394
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -251,100)
-9,783 8,009 -43,925 -172,440 -186,231 -226,147 -222,147 -24,952 -28,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 12.4 6.2 69.6 67.9 84.5 86.6 15.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
110 123 94 239 236 403 399
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 296,263
COMMITMENTS
11,554 5,801 23,108 197,538 199,210 232,200 228,119 64,064 68,145
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -107,311)
-4,319 -7,493 -13,599 -69,118 -72,739 -87,037 -93,832 -20,274 -13,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.0 7.8 66.7 67.2 78.4 77.0 21.6 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
15 16 25 69 60 100 85
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 3,001,528
COMMITMENTS
340,125 536,251 154,803 2130212 2049228 2625139 2740281 376,389 261,247
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -718,943)
-70,759 34,069 -108,186 -516,608 -567,458 -695,554 -641,575 -23,389 -77,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 17.9 5.2 71.0 68.3 87.5 91.3 12.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535)
103 117 85 213 216 364 370
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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: 98,948
COMMITMENTS
13,905 4,539 26 74,891 90,732 88,822 95,297 10,127 3,652
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -27,608)
-2,170 -1,783 17 -25,199 -24,421 -27,352 -26,187 -256 -1,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 53 36 66 40
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED 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: 90,316
COMMITMENTS
26,635 8,320 1,706 56,595 74,304 84,937 84,330 5,379 5,986
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -52,347)
-7,530 2,098 -4,401 -33,680 -47,128 -45,611 -49,431 -6,736 -2,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 9.2 1.9 62.7 82.3 94.0 93.4 6.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
80 40 14 75 86 162 133
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 451,580
COMMITMENTS
133,177 41,598 8,530 282,977 371,522 424,684 421,650 26,896 29,930
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -148,225)
-40,684 8,104 -8,186 -94,786 -144,545 -143,656 -144,627 -4,569 -3,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 9.2 1.9 62.7 82.3 94.0 93.4 6.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
80 40 14 75 86 162 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 170,004
COMMITMENTS
96,724 52,149 3,956 37,358 91,713 138,037 147,817 31,966 22,186
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -38,026)
-1,394 20,720 -16,179 -19,431 -41,757 -37,004 -37,216 -1,022 -810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 30.7 2.3 22.0 53.9 81.2 86.9 18.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
33 31 14 21 26 64 61
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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