BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,280
COMMITMENTS
308 1,165 1 2,196 1,692 2,505 2,858 775 422
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 244)
55 222 -4 251 129 302 347 -58 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 35.5 0.0 67.0 51.6 76.4 87.1 23.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 4 1 11 11 13 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,325
COMMITMENTS
7,386 6,077 795 27,612 28,554 35,793 35,426 4,532 4,899
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 1,203)
-317 545 -406 1,529 741 806 880 397 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 15.1 2.0 68.5 70.8 88.8 87.9 11.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 16 16 36 36 61 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 231,147
COMMITMENTS
65,315 26,652 44,804 92,041 125,129 202,160 196,585 28,987 34,562
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 14,788)
5,353 644 6,096 -1,308 6,899 10,141 13,639 4,647 1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 11.5 19.4 39.8 54.1 87.5 85.0 12.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
114 40 104 57 66 219 180
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 382,223
COMMITMENTS
113,976 53,376 76,819 160,339 178,539 351,134 308,734 31,089 73,489
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 21,232)
460 -3,168 12,437 5,904 6,254 18,801 15,523 2,431 5,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 14.0 20.1 41.9 46.7 91.9 80.8 8.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
133 74 115 91 183 289 324
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,748
COMMITMENTS
4,470 1,614 847 2,769 5,677 8,086 8,138 1,662 1,610
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 319)
65 128 178 168 159 411 465 -92 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 16.6 8.7 28.4 58.2 83.0 83.5 17.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
29 15 10 16 30 49 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,997
COMMITMENTS
19,575 4,695 4,887 11,474 11,765 35,936 21,347 7,061 21,650
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 1,803)
1,867 492 333 -512 4 1,688 829 115 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.5 10.9 11.4 26.7 27.4 83.6 49.6 16.4 50.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
57 24 36 36 66 112 116
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 88,144
COMMITMENTS
13,172 0 0 74,326 87,830 87,498 87,830 646 314
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 219)
-391 0 0 651 286 260 286 -41 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 0.0 0.0 84.3 99.6 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 0 0 14 13 20 13
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 119,128
COMMITMENTS
52,886 1,641 135 20,231 102,773 73,252 104,549 45,876 14,579
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 686)
3,164 -2,104 135 -1,357 3,258 1,942 1,289 -1,256 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 1.4 0.1 17.0 86.3 61.5 87.8 38.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
36 6 2 17 23 53 31
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,730
COMMITMENTS
24,184 5,227 1 6,623 42,205 30,808 47,433 25,922 9,297
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -56)
-699 1,645 1 2,573 -1,039 1,875 607 -1,931 -663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 9.2 0.0 11.7 74.4 54.3 83.6 45.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 10 1 7 11 25 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 129,361
COMMITMENTS
91,688 3,613 227 29,260 123,919 121,175 127,759 8,186 1,602
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 2,286)
2,042 1,515 0 281 1,558 2,323 3,073 -37 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.9 2.8 0.2 22.6 95.8 93.7 98.8 6.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
67 7 1 16 18 83 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 104,506
COMMITMENTS
30,077 29,334 200 45,367 54,500 75,644 84,034 28,862 20,472
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -13,468)
-23,271 5,710 200 15,132 -22,358 -7,939 -16,448 -5,529 2,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 28.1 0.2 43.4 52.2 72.4 80.4 27.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
27 24 4 25 25 56 49
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 100,377
COMMITMENTS
37,737 30,685 329 33,152 38,976 71,218 69,990 29,159 30,387
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -11,674)
-14,747 12,726 82 3,086 -26,936 -11,579 -14,128 -95 2,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 30.6 0.3 33.0 38.8 71.0 69.7 29.0 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
26 32 2 19 25 46 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 218,177
COMMITMENTS
93,031 36,401 2,150 62,196 134,511 157,377 173,062 60,800 45,115
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 23,468)
11,457 3,180 115 9,176 21,496 20,748 24,791 2,720 -1,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 16.7 1.0 28.5 61.7 72.1 79.3 27.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
51 43 11 41 44 96 94
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 13,401
COMMITMENTS
6,598 6,359 216 4,356 4,767 11,170 11,342 2,231 2,059
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -573)
593 -1,128 4 -1,357 1,031 -760 -93 187 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 47.5 1.6 32.5 35.6 83.4 84.6 16.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 9 2 7 8 22 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,793,701
COMMITMENTS
811,210 650,844 870,054 6294397 6325988 7975661 7846886 818,040 946,815
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -73,270)
-149,110 -13,423 14,472 114,006 -85,066 -20,632 -84,017 -52,638 10,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 7.4 9.9 71.6 71.9 90.7 89.2 9.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
52 53 73 132 141 230 227
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 826,332
COMMITMENTS
72,854 95,623 18,580 584,123 595,107 675,557 709,310 150,775 117,022
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 17,385)
6,476 2,395 -5,427 -422 19,782 628 16,750 16,757 635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 11.6 2.2 70.7 72.0 81.8 85.8 18.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552)
87 124 48 222 223 338 368
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 295,190
COMMITMENTS
13,532 32,398 512 174,539 214,039 188,583 246,949 106,607 48,241
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 473)
-2,573 -147 -406 -7,745 3,521 -10,724 2,968 11,197 -2,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 11.0 0.2 59.1 72.5 63.9 83.7 36.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
14 16 6 54 54 72 72
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,655,711
COMMITMENTS
356,283 375,794 30,669 2047920 1905342 2434872 2311805 220,839 343,906
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 84,560)
19,578 -12,959 564 36,616 81,307 56,758 68,912 27,802 15,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 14.2 1.2 77.1 71.7 91.7 87.1 8.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 514)
85 118 33 194 202 296 337
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,257
COMMITMENTS
14,500 7,722 0 86,823 99,893 101,323 107,615 8,934 2,642
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 5,783)
2,347 1,656 -9 3,666 4,572 6,004 6,219 -221 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 7.0 0.0 78.7 90.6 91.9 97.6 8.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
12 9 0 54 41 66 50
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 74,143
COMMITMENTS
19,335 9,964 3,358 42,517 56,009 65,210 69,331 8,934 4,812
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 19,179)
6,687 -712 2,208 5,839 16,663 14,735 18,160 4,444 1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 13.4 4.5 57.3 75.5 88.0 93.5 12.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
46 38 10 69 93 120 137
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 11,195
COMMITMENTS
3,051 1,124 0 4,307 8,354 7,358 9,478 3,837 1,717
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -15,767)
2,216 -7,976 -137 -17,932 -6,670 -15,853 -14,783 86 -984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 10.0 0.0 38.5 74.6 65.7 84.7 34.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 9 7 12 8
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 314,742
COMMITMENTS
94,538 57,320 3,669 191,051 238,276 289,258 299,265 25,484 15,477
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 39,918)
31,301 3,942 -2,078 7,662 41,544 36,885 43,408 3,033 -3,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 18.2 1.2 60.7 75.7 91.9 95.1 8.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
45 38 8 63 90 111 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 138,638
COMMITMENTS
91,791 6,226 20 12,988 117,432 104,799 123,678 33,839 14,960
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 37,458)
32,165 -1,666 15 -875 37,883 31,305 36,232 6,153 1,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.2 4.5 0.0 9.4 84.7 75.6 89.2 24.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
36 13 2 8 22 44 37
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,725
COMMITMENTS
20,195 5,919 12 28,926 32,706 49,133 38,637 7,592 18,088
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 1,037)
3,233 -1,530 0 -1,127 3,084 2,106 1,554 -1,069 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 10.4 0.0 51.0 57.7 86.6 68.1 13.4 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
20 11 1 20 22 40 34
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,878
COMMITMENTS
9,529 18,726 752 40,719 41,714 51,000 61,192 15,878 5,686
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -3,415)
-5,982 -2,117 247 4,146 1,227 -1,589 -643 -1,826 -2,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 28.0 1.1 60.9 62.4 76.3 91.5 23.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
18 15 5 28 24 49 41
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,841
COMMITMENTS
2,627 2,191 310 24,616 27,461 27,553 29,962 4,288 1,879
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 184)
269 518 0 -393 -539 -124 -21 308 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 6.9 1.0 77.3 86.2 86.5 94.1 13.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 5 1 23 25 27 31
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 35,536
COMMITMENTS
10,653 2,458 123 18,973 30,652 29,749 33,233 5,787 2,303
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: 742)
1,866 10 5 -1,533 1,280 338 1,295 404 -553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 6.9 0.3 53.4 86.3 83.7 93.5 16.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 7 3 22 20 38 29
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/29/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,372
COMMITMENTS
4,028 2,789 12 6,540 10,218 10,580 13,019 2,792 353
CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST: -49)
44 0 0 -97 3 -53 3 4 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 20.9 0.1 48.9 76.4 79.1 97.4 20.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 3 1 6 3 17 6
Updated April 1, 2011