BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,200
COMMITMENTS
342 93 129 5,127 5,086 5,598 5,308 602 892
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 116)
1 3 -7 101 22 94 18 22 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 1.5 2.1 82.7 82.0 90.3 85.6 9.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 14 11 18 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,811
COMMITMENTS
5,999 2,915 11,008 25,890 22,481 42,896 36,403 4,914 11,407
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 1,265)
-7 -136 381 953 714 1,327 959 -63 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 6.1 23.0 54.2 47.0 89.7 76.1 10.3 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 12 19 34 32 59 54
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 307,978
COMMITMENTS
60,128 54,546 94,567 121,611 115,659 276,306 264,772 31,672 43,206
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -9,187)
584 -2,655 -3,288 -4,839 -1,841 -7,543 -7,784 -1,644 -1,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 17.7 30.7 39.5 37.6 89.7 86.0 10.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
107 94 130 67 69 242 242
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 441,590
COMMITMENTS
117,205 60,016 121,689 168,987 191,852 407,881 373,557 33,709 68,034
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -35,447)
981 5,734 -35,938 -135 -829 -35,093 -31,033 -354 -4,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 13.6 27.6 38.3 43.4 92.4 84.6 7.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
134 111 149 109 159 305 370
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,713
COMMITMENTS
4,290 4,092 1,704 3,038 3,112 9,032 8,908 1,681 1,805
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -181)
-65 1 29 -52 -96 -88 -66 -93 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 38.2 15.9 28.4 29.0 84.3 83.2 15.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 30 21 22 23 64 64
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,797
COMMITMENTS
14,492 3,789 13,044 12,437 11,151 39,973 27,983 8,824 20,814
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 285)
-2,244 584 193 2,866 431 815 1,207 -530 -923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 7.8 26.7 25.5 22.9 81.9 57.3 18.1 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
44 41 47 53 63 119 138
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,058
COMMITMENTS
246 4,248 106 7,807 2,925 8,159 7,279 899 1,779
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 304)
3 84 8 296 124 306 216 -2 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 46.9 1.2 86.2 32.3 90.1 80.4 9.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 8 4 13 10 18 19
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 127,094
COMMITMENTS
10,430 6,491 3,193 112,945 117,401 126,568 127,085 526 9
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 655)
-780 124 0 1,479 597 699 721 -44 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.1 2.5 88.9 92.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 4 1 16 15 19 20
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,112
COMMITMENTS
47,999 20,055 2,798 32,175 74,379 82,973 97,233 37,139 22,879
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -13,906)
-8,713 -7,140 -233 -948 -10,087 -9,894 -17,459 -4,012 3,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 16.7 2.3 26.8 61.9 69.1 81.0 30.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
30 16 10 23 22 57 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 40,839
COMMITMENTS
6,548 16,467 168 23,446 6,351 30,162 22,986 10,677 17,852
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -3,755)
-75 -4,715 -267 -770 -2,971 -1,111 -7,953 -2,644 4,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 40.3 0.4 57.4 15.6 73.9 56.3 26.1 43.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 8 1 10 11 18 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 174,230
COMMITMENTS
84,600 16,000 673 82,838 154,705 168,111 171,378 6,119 2,852
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -1,462)
-7,144 8,759 253 6,114 -10,682 -777 -1,670 -685 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 9.2 0.4 47.5 88.8 96.5 98.4 3.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
46 28 4 20 17 69 46
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 150,049
COMMITMENTS
29,682 48,682 1,441 96,323 75,787 127,446 125,909 22,603 24,140
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -133)
1,452 10,244 -1,869 4,647 -7,241 4,230 1,134 -4,363 -1,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 32.4 1.0 64.2 50.5 84.9 83.9 15.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
27 28 9 26 25 59 56
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 163,593
COMMITMENTS
15,928 82,082 5,548 129,670 25,618 151,147 113,248 12,446 50,345
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -7,073)
801 2,459 -3,813 -2,810 -2,485 -5,822 -3,839 -1,250 -3,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 50.2 3.4 79.3 15.7 92.4 69.2 7.6 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
14 49 20 28 23 58 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 319,203
COMMITMENTS
38,030 139,408 32,137 215,363 75,737 285,530 247,282 33,672 71,920
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 31,387)
-1,125 21,551 -452 35,826 2,247 34,248 23,345 -2,862 8,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 43.7 10.1 67.5 23.7 89.5 77.5 10.5 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
32 78 41 50 48 110 139
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,802
COMMITMENTS
15,433 8,263 143 2,835 11,762 18,411 20,168 3,391 1,634
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 1,049)
956 -368 -7 292 1,359 1,241 984 -192 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.8 37.9 0.7 13.0 53.9 84.4 92.5 15.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
24 12 1 6 10 30 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,546,649
COMMITMENTS
682,374 551,535 5123410 6896092 6926128 12701876 12601073 844,772 945,575
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -146,142)
14,280 25,299 -86,500 -72,346 -67,922 -144,565 -129,122 -1,577 -17,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.1 37.8 50.9 51.1 93.8 93.0 6.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
66 48 102 142 145 257 255
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 952,269
COMMITMENTS
87,195 112,714 65,373 645,475 653,906 798,043 831,993 154,226 120,275
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 31,772)
4,952 -2,817 5,317 10,965 24,075 21,234 26,575 10,538 5,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 11.8 6.9 67.8 68.7 83.8 87.4 16.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
122 119 112 248 241 430 412
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 321,038
COMMITMENTS
12,607 10,902 26,407 212,564 214,308 251,578 251,618 69,459 69,420
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 18,650)
319 3,934 2,680 12,967 7,124 15,966 13,739 2,684 4,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.4 8.2 66.2 66.8 78.4 78.4 21.6 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
20 19 34 78 67 115 103
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,156,154
COMMITMENTS
414,049 550,168 153,722 2164552 2197989 2732323 2901879 423,832 254,276
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 65,609)
43,436 -13,483 -7,085 -10,012 84,752 26,340 64,183 39,269 1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 17.4 4.9 68.6 69.6 86.6 91.9 13.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
115 108 95 217 222 381 376
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,356
COMMITMENTS
11,375 7,143 867 80,935 89,765 93,177 97,775 8,179 3,581
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 1,085)
-1,868 746 727 3,725 -765 2,584 708 -1,499 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 7.0 0.9 79.9 88.6 91.9 96.5 8.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
12 6 1 59 34 71 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 104,787
COMMITMENTS
29,782 9,490 2,456 60,562 83,956 92,801 95,903 11,987 8,885
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 13,015)
3,144 1,881 685 2,730 9,286 6,558 11,852 6,457 1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 9.1 2.3 57.8 80.1 88.6 91.5 11.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
83 44 20 76 89 171 142
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 12,366
COMMITMENTS
334 1,011 0 5,907 10,225 6,241 11,236 6,125 1,130
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 8.2 0.0 47.8 82.7 50.5 90.9 49.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 8 9 9 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 462,107
COMMITMENTS
150,137 45,292 9,386 273,277 368,655 432,800 423,333 29,307 38,773
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: 3,243)
16,945 7,245 528 -15,887 -4,695 1,586 3,078 1,657 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 9.8 2.0 59.1 79.8 93.7 91.6 6.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
84 43 19 74 86 169 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 163,660
COMMITMENTS
79,774 40,833 4,267 49,795 94,364 133,836 139,464 29,825 24,196
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -2,800)
-6,112 3,497 -2,902 6,482 -4,981 -2,532 -4,386 -269 1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 24.9 2.6 30.4 57.7 81.8 85.2 18.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 29 12 19 26 53 57
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,073
COMMITMENTS
10,615 15,967 0 26,890 5,666 37,505 21,633 6,568 22,440
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -5,585)
-1,466 -3,273 -188 -4,491 -132 -6,145 -3,593 560 -1,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 36.2 0.0 61.0 12.9 85.1 49.1 14.9 50.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
16 7 0 20 9 36 16
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,491
COMMITMENTS
15,800 3,239 3,926 20,432 14,353 40,158 21,518 6,333 24,973
CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST: -2,948)
-2,811 106 101 1,086 933 -1,624 1,140 -1,324 -4,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 7.0 8.4 43.9 30.9 86.4 46.3 13.6 53.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 7 3 24 20 36 29
Updated April 13, 2012