MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,556
COMMITMENTS
1,273 5,234 8,288 28,571 20,039 38,132 33,561 4,424 8,995
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 1,753)
243 86 531 963 774 1,737 1,391 16 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 12.3 19.5 67.1 47.1 89.6 78.9 10.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
9 19 19 41 31 61 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 247,271
COMMITMENTS
62,938 15,145 62,066 94,658 127,005 219,662 204,216 27,609 43,054
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -5,283)
-7,561 -603 3,881 -821 -8,837 -4,501 -5,559 -782 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 6.1 25.1 38.3 51.4 88.8 82.6 11.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
105 53 107 53 63 213 187
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 448,365
COMMITMENTS
142,086 19,372 133,431 139,858 214,115 415,375 366,919 32,990 81,447
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -23,553)
-16,493 2,062 -3,741 -532 -13,991 -20,766 -15,669 -2,786 -7,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 4.3 29.8 31.2 47.8 92.6 81.8 7.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
156 57 116 98 186 303 323
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,838
COMMITMENTS
3,139 1,077 952 2,148 4,203 6,238 6,231 1,600 1,607
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -667)
-465 705 23 -22 -1,419 -464 -691 -203 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 13.7 12.1 27.4 53.6 79.6 79.5 20.4 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
19 13 10 14 14 36 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,528
COMMITMENTS
19,762 3,857 6,027 10,840 10,942 36,629 20,827 6,899 22,701
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -2,914)
-1,696 583 -520 -904 -2,261 -3,120 -2,198 206 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 8.9 13.8 24.9 25.1 84.2 47.8 15.8 52.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
48 27 27 46 73 109 115
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 27,963
COMMITMENTS
3,564 205 236 18,569 27,259 22,369 27,700 5,594 263
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -1,313)
-1,506 0 0 268 -1,310 -1,238 -1,310 -75 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 0.7 0.8 66.4 97.5 80.0 99.1 20.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 2 2 13 13 21 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,961
COMMITMENTS
54,238 7,153 5,650 38,774 110,114 98,662 122,917 42,299 18,045
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 5,940)
-4,416 -37 1,019 7,736 6,081 4,339 7,063 1,601 -1,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 5.1 4.0 27.5 78.1 70.0 87.2 30.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
30 7 13 25 23 58 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,838
COMMITMENTS
10,465 25,149 3,266 29,108 5,464 42,838 33,879 10,000 18,960
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -755)
427 -2,404 1,787 -2,397 1,038 -183 421 -572 -1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 47.6 6.2 55.1 10.3 81.1 64.1 18.9 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 20 8 12 9 27 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 85,778
COMMITMENTS
42,037 6,335 20 38,938 77,884 80,995 84,239 4,783 1,539
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -10,163)
-5,470 786 20 -4,816 -10,716 -10,266 -9,910 103 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 7.4 0.0 45.4 90.8 94.4 98.2 5.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 15 1 21 19 48 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 181,833
COMMITMENTS
10,708 86,217 20,305 131,083 38,081 162,095 144,602 19,738 37,231
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 20,065)
1,347 4,797 6,550 11,767 9,411 19,664 20,758 401 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 47.4 11.2 72.1 20.9 89.1 79.5 10.9 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
14 50 23 24 29 54 86
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 157,949
COMMITMENTS
21,498 55,045 9,876 109,542 58,192 140,916 123,112 17,033 34,837
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -2,826)
-1,941 -2,259 444 69 -5,043 -1,428 -6,858 -1,398 4,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 34.8 6.3 69.4 36.8 89.2 77.9 10.8 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
23 41 18 25 27 58 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 431,261
COMMITMENTS
61,595 152,277 91,930 216,745 114,597 370,269 358,804 60,991 72,457
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 50,956)
17,826 3,363 24,831 4,153 17,156 46,810 45,350 4,146 5,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 35.3 21.3 50.3 26.6 85.9 83.2 14.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
48 80 59 46 52 130 155
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,357
COMMITMENTS
16,740 4,187 0 2,171 15,281 18,911 19,468 2,446 1,889
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -2,858)
-3,688 651 0 1,269 -4,220 -2,419 -3,569 -439 711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.4 19.6 0.0 10.2 71.6 88.5 91.2 11.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 7 0 6 10 18 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,559,632
COMMITMENTS
1158590 397,216 4753243 6751705 7327713 12663539 12478172 896,093 1081460
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -10,039)
-98,680 6,346 -30,976 108,887 35,173 -20,769 10,542 10,730 -20,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 2.9 35.1 49.8 54.0 93.4 92.0 6.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
56 78 112 144 157 274 280
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 448,220
COMMITMENTS
24,991 39,213 45,557 287,604 288,760 358,152 373,530 90,068 74,690
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 25,605)
5,162 3,424 7,106 8,327 14,709 20,595 25,240 5,010 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 8.7 10.2 64.2 64.4 79.9 83.3 20.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
31 27 41 81 70 131 119
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,958,443
COMMITMENTS
319,150 317,912 154,649 2090677 2226241 2564476 2698802 393,967 259,641
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 21,447)
-32,903 -34,839 12,326 60,510 81,792 39,932 59,279 -18,486 -37,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 10.7 5.2 70.7 75.3 86.7 91.2 13.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 498)
106 111 91 183 202 333 360
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,150
COMMITMENTS
14,098 8,703 1,267 76,192 85,643 91,557 95,613 9,593 5,537
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 3,431)
1,579 86 1,267 -145 858 2,701 2,211 730 1,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 8.6 1.3 75.3 84.7 90.5 94.5 9.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 3 1 48 36 61 40
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,158
COMMITMENTS
5,801 1,714 0 14,751 10,431 20,552 12,145 3,606 12,012
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 617)
-492 0 0 1,067 845 575 845 42 -228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 7.1 0.0 61.1 43.2 85.1 50.3 14.9 49.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 15 14 17 16
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 357,302
COMMITMENTS
86,307 88,372 6,810 183,946 244,570 277,063 339,753 80,239 17,549
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -3,443)
-15,125 1,204 -1,126 15,063 -3,867 -1,187 -3,789 -2,255 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 24.7 1.9 51.5 68.4 77.5 95.1 22.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
64 43 19 74 76 147 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 122,391
COMMITMENTS
50,621 12,911 4,175 39,034 86,106 93,830 103,191 28,561 19,200
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 1,263)
-5,638 5,770 1,987 1,862 -7,849 -1,789 -93 3,052 1,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 10.5 3.4 31.9 70.4 76.7 84.3 23.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
28 12 9 19 20 50 38
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,320
COMMITMENTS
16,305 7,699 0 18,350 21,477 34,655 29,176 8,665 14,144
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -11,632)
1,207 95 0 -302 -963 905 -868 -12,537 -10,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 17.8 0.0 42.4 49.6 80.0 67.3 20.0 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 12 0 14 19 31 31
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,254
COMMITMENTS
13,786 12,648 848 17,712 36,636 32,346 50,132 25,908 8,122
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -144)
5,026 -66 -203 422 2,320 5,245 2,051 -5,389 -2,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 21.7 1.5 30.4 62.9 55.5 86.1 44.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 16 3 20 25 34 43
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,121
COMMITMENTS
4,942 0 80 22,596 29,536 27,618 29,616 3,503 1,505
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 2,591)
276 0 0 2,216 3,164 2,492 3,164 99 -573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 0.3 72.6 94.9 88.7 95.2 11.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 0 1 23 21 32 22
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 21,834
COMMITMENTS
5,551 202 0 10,323 19,499 15,874 19,701 5,960 2,133
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -151)
33 202 0 476 -180 509 22 -660 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 0.9 0.0 47.3 89.3 72.7 90.2 27.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 1 0 10 9 19 10
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,637
COMMITMENTS
3,587 7,147 529 10,033 9,162 14,149 16,838 3,488 799
CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -4,540)
-1,793 1,151 211 -1,254 -4,382 -2,836 -3,020 -1,704 -1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 40.5 3.0 56.9 51.9 80.2 95.5 19.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 7 3 7 1 18 9
Updated May 27, 2010