BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,329
COMMITMENTS
228 587 2 2,260 1,908 2,490 2,497 839 832
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 194)
0 102 -2 119 78 117 178 76 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 17.6 0.1 67.9 57.3 74.8 75.0 25.2 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 1 14 13 17 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 62,518
COMMITMENTS
8,114 2,663 13,238 32,913 36,524 54,266 52,425 8,252 10,093
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,246)
485 -280 98 1,173 1,281 1,757 1,100 -511 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 4.3 21.2 52.6 58.4 86.8 83.9 13.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
32 9 26 43 46 82 75
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 269,823
COMMITMENTS
75,692 17,026 68,877 98,076 143,699 242,645 229,601 27,178 40,221
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -2,984)
1,481 -1,153 -1,443 -662 -119 -625 -2,715 -2,359 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 6.3 25.5 36.3 53.3 89.9 85.1 10.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
118 59 122 64 73 248 211
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 442,164
COMMITMENTS
125,872 26,762 131,548 154,288 206,888 411,707 365,198 30,456 76,966
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -244)
-2,856 1,130 6,022 -1,458 -3,039 1,708 4,114 -1,952 -4,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 6.1 29.8 34.9 46.8 93.1 82.6 6.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
163 71 137 102 197 322 361
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,002
COMMITMENTS
4,501 1,539 975 2,896 5,852 8,372 8,366 1,630 1,636
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -586)
-247 251 -116 152 -979 -212 -844 -374 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 15.4 9.7 29.0 58.5 83.7 83.6 16.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
27 15 15 21 30 58 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 56,259
COMMITMENTS
20,778 2,770 11,838 15,665 15,206 48,281 29,815 7,978 26,444
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -652)
481 374 -1,396 306 192 -609 -830 -43 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 4.9 21.0 27.8 27.0 85.8 53.0 14.2 47.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
59 36 50 59 81 150 143
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 66,467
COMMITMENTS
16,238 0 3,772 45,291 61,710 65,301 65,482 1,166 985
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 987)
386 0 -10 -6 112 369 102 618 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 0.0 5.7 68.1 92.8 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 0 2 12 12 20 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,656
COMMITMENTS
77,644 5,856 3,416 21,637 126,238 102,697 135,511 55,959 23,145
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 10,819)
5,419 1,485 824 1,141 4,685 7,383 6,994 3,436 3,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 3.7 2.2 13.6 79.6 64.7 85.4 35.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
43 9 9 17 31 64 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 61,681
COMMITMENTS
29,509 10,775 1,603 3,288 36,232 34,400 48,611 27,281 13,071
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 13,807)
10,841 5,309 88 -4,665 9,639 6,264 15,036 7,542 -1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 17.5 2.6 5.3 58.7 55.8 78.8 44.2 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 7 6 7 21 27 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 134,821
COMMITMENTS
101,537 4,335 721 25,227 128,045 127,485 133,101 7,336 1,720
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -15,034)
-16,911 163 -28 2,809 -14,432 -14,130 -14,297 -904 -737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.3 3.2 0.5 18.7 95.0 94.6 98.7 5.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
68 12 4 16 23 87 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 138,814
COMMITMENTS
51,335 26,286 7,292 44,031 81,565 102,658 115,144 36,156 23,670
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 3,704)
-731 9,648 201 1,658 -6,696 1,128 3,153 2,576 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 18.9 5.3 31.7 58.8 74.0 82.9 26.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
33 27 18 26 34 70 68
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 151,756
COMMITMENTS
62,623 22,448 7,774 53,386 83,357 123,783 113,579 27,973 38,176
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 14,654)
39,028 -29,579 779 -29,253 42,196 10,554 13,397 4,100 1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 14.8 5.1 35.2 54.9 81.6 74.8 18.4 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
34 42 23 31 34 80 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 271,193
COMMITMENTS
80,406 26,649 42,386 80,867 143,464 203,659 212,498 67,534 58,694
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 12,755)
4,527 355 3,090 225 8,112 7,841 11,557 4,914 1,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 9.8 15.6 29.8 52.9 75.1 78.4 24.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
61 51 66 46 53 139 138
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,966
COMMITMENTS
15,326 7,915 142 8,738 17,260 24,206 25,317 2,760 1,649
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -864)
-649 41 0 272 -1,010 -377 -969 -487 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 29.4 0.5 32.4 64.0 89.8 93.9 10.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 10 1 12 12 26 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,915,557
COMMITMENTS
867,462 491,963 4832888 8315384 8495386 14015733 13820237 899,824 1095321
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 508,932)
33,756 102,151 -137,444 610,864 577,620 507,176 542,327 1,756 -33,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.3 32.4 55.7 57.0 94.0 92.7 6.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
70 63 109 146 158 279 273
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,089,709
COMMITMENTS
78,551 99,137 110,962 745,269 764,783 934,782 974,882 154,928 114,827
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 43,845)
-3,826 -4,497 15,748 13,094 29,147 25,017 40,398 18,828 3,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 9.1 10.2 68.4 70.2 85.8 89.5 14.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589)
123 122 105 247 247 427 418
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 446,488
COMMITMENTS
18,893 47,564 48,417 279,335 300,148 346,645 396,130 99,843 50,358
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 26,198)
2,031 1,176 10,766 5,354 13,030 18,151 24,973 8,046 1,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 10.7 10.8 62.6 67.2 77.6 88.7 22.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
25 24 33 75 68 116 109
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,216,107
COMMITMENTS
482,560 442,133 128,456 2329666 2323173 2940682 2893762 275,425 322,345
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 88,235)
-8,459 -7,544 4,086 38,702 80,585 34,329 77,127 53,906 11,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 13.7 4.0 72.4 72.2 91.4 90.0 8.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 537)
111 112 85 220 227 379 376
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,538
COMMITMENTS
11,119 6,516 1,530 76,674 89,310 89,323 97,356 12,215 4,182
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 703)
-3,035 -228 1,526 648 -1,483 -861 -185 1,564 888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 6.4 1.5 75.5 88.0 88.0 95.9 12.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
13 6 1 48 43 61 50
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 94,877
COMMITMENTS
19,923 9,677 3,771 59,699 74,948 83,393 88,397 11,485 6,481
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -2,970)
-6,207 613 -1,116 1,357 -2,179 -5,966 -2,683 2,996 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 10.2 4.0 62.9 79.0 87.9 93.2 12.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
75 43 23 86 85 170 142
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,822
COMMITMENTS
1,048 3,022 304 15,253 13,874 16,605 17,200 4,217 3,622
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -516)
-2,757 488 -0 1,911 -1,133 -846 -645 329 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 14.5 1.5 73.3 66.6 79.7 82.6 20.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 13 12 16 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 370,276
COMMITMENTS
101,018 39,923 10,689 222,230 305,373 333,937 355,985 36,339 14,291
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -12,267)
-27,153 -9,279 4,321 -2,768 -5,229 -25,600 -10,187 13,333 -2,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 10.8 2.9 60.0 82.5 90.2 96.1 9.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
76 41 22 81 82 164 138
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 143,901
COMMITMENTS
80,978 8,227 4,514 20,376 113,341 105,869 126,083 38,032 17,818
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 11,305)
8,355 1,296 676 -130 9,314 8,900 11,285 2,405 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 5.7 3.1 14.2 78.8 73.6 87.6 26.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
43 15 18 19 26 66 55
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,396
COMMITMENTS
8,632 12,154 406 24,819 10,572 33,857 23,132 10,539 21,264
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: -3,488)
-680 -3,380 214 -1,915 90 -2,381 -3,076 -1,107 -412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 27.4 0.9 55.9 23.8 76.3 52.1 23.7 47.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
19 12 3 22 15 41 30
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,564
COMMITMENTS
15,065 3,941 1,379 36,048 33,069 52,492 38,389 12,072 26,175
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 1,905)
-1,067 1,192 -226 835 -1,138 -458 -172 2,363 2,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 6.1 2.1 55.8 51.2 81.3 59.5 18.7 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
21 5 4 20 23 42 31
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,328
COMMITMENTS
3,916 3,122 0 7,907 10,890 11,823 14,012 2,505 316
CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST: 45)
88 15 0 -60 -3 28 12 17 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 21.8 0.0 55.2 76.0 82.5 97.8 17.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 4 0 6 2 15 6
Updated March 4, 2011