BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,367
COMMITMENTS
60 112 0 3,327 4,004 3,387 4,116 980 250
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.6 0.0 76.2 91.7 77.6 94.3 22.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 13 6 14 8
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,410
COMMITMENTS
1,492 5,302 9,022 30,404 21,199 40,918 35,523 4,492 9,888
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 2,854)
219 68 734 1,834 1,160 2,787 1,962 68 892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 11.7 19.9 67.0 46.7 90.1 78.2 9.9 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
13 11 17 43 34 61 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 237,829
COMMITMENTS
54,950 12,421 60,975 95,230 122,938 211,155 196,334 26,674 41,495
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -9,442)
-7,988 -2,724 -1,091 572 -4,067 -8,507 -7,882 -935 -1,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 5.2 25.6 40.0 51.7 88.8 82.6 11.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
108 43 108 56 64 213 183
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 438,263
COMMITMENTS
133,791 21,333 128,096 146,079 213,116 407,966 362,546 30,297 75,718
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -10,102)
-8,296 1,961 -5,335 6,221 -999 -7,409 -4,373 -2,693 -5,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 4.9 29.2 33.3 48.6 93.1 82.7 6.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
160 47 118 104 183 304 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,006
COMMITMENTS
3,158 1,433 1,193 2,189 3,864 6,540 6,490 1,466 1,516
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 168)
19 355 241 41 -338 301 258 -134 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 17.9 14.9 27.3 48.3 81.7 81.1 18.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 17 13 14 14 38 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,199
COMMITMENTS
15,633 3,244 6,705 10,301 9,295 32,639 19,244 7,560 20,955
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -3,329)
-4,129 -613 677 -539 -1,647 -3,990 -1,583 661 -1,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 8.1 16.7 25.6 23.1 81.2 47.9 18.8 52.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
39 30 26 51 65 105 107
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 28,760
COMMITMENTS
3,151 785 717 19,365 26,730 23,233 28,232 5,527 528
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 797)
-413 580 481 796 -529 864 532 -67 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.7 2.5 67.3 92.9 80.8 98.2 19.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 4 3 13 12 21 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 144,682
COMMITMENTS
40,762 13,025 10,410 49,434 102,169 100,607 125,604 44,075 19,078
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 3,721)
-13,475 5,872 4,760 10,660 -7,944 1,945 2,687 1,776 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 9.0 7.2 34.2 70.6 69.5 86.8 30.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 17 17 26 21 58 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,735
COMMITMENTS
11,125 24,075 4,243 28,439 6,605 43,807 34,923 9,928 18,811
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 897)
660 -1,074 977 -669 1,141 969 1,045 -72 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 44.8 7.9 52.9 12.3 81.5 65.0 18.5 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 18 9 12 10 27 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 85,238
COMMITMENTS
34,203 5,346 141 46,173 77,086 80,517 82,573 4,721 2,665
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -540)
-7,834 -989 121 7,235 -798 -478 -1,666 -62 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 6.3 0.2 54.2 90.4 94.5 96.9 5.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
24 15 1 20 18 45 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 182,707
COMMITMENTS
11,035 84,434 21,999 133,274 38,540 166,307 144,973 16,400 37,734
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 874)
327 -1,783 1,694 2,191 460 4,212 370 -3,338 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 46.2 12.0 72.9 21.1 91.0 79.3 9.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
17 49 25 22 27 55 85
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 161,889
COMMITMENTS
32,069 40,449 13,534 93,502 72,873 139,105 126,856 22,785 35,034
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 3,940)
10,571 -14,596 3,659 -16,040 14,681 -1,811 3,744 5,752 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 25.0 8.4 57.8 45.0 85.9 78.4 14.1 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
25 42 20 27 28 64 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 409,675
COMMITMENTS
47,525 139,608 92,824 212,710 109,528 353,059 341,959 56,616 67,716
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -21,586)
-14,069 -12,670 894 -4,034 -5,069 -17,210 -16,845 -4,376 -4,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 34.1 22.7 51.9 26.7 86.2 83.5 13.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
46 76 58 46 48 128 147
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,760
COMMITMENTS
11,342 3,680 0 5,345 12,089 16,687 15,769 1,073 1,991
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -3,597)
-5,398 -507 0 3,174 -3,192 -2,224 -3,699 -1,373 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.9 20.7 0.0 30.1 68.1 94.0 88.8 6.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 9 0 8 10 17 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,756,176
COMMITMENTS
823,658 381,861 4860749 7210080 7463494 12894486 12706103 861,689 1050072
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 196,544)
-334,933 -15,355 107,505 458,375 135,781 230,948 227,932 -34,403 -31,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 2.8 35.3 52.4 54.3 93.7 92.4 6.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
61 70 119 148 157 279 284
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 443,541
COMMITMENTS
24,316 39,401 36,962 292,160 285,693 353,438 362,057 90,103 81,484
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -4,679)
-675 188 -8,595 4,556 -3,066 -4,714 -11,473 35 6,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.9 8.3 65.9 64.4 79.7 81.6 20.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
21 27 31 82 67 121 107
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,002,242
COMMITMENTS
348,369 337,913 140,103 2154678 2288877 2643150 2766893 359,092 235,349
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 43,799)
29,219 20,001 -14,546 64,001 62,636 78,674 68,091 -34,875 -24,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 11.3 4.7 71.8 76.2 88.0 92.2 12.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 500)
103 107 86 196 196 340 349
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 96,469
COMMITMENTS
14,589 8,098 78 73,930 84,852 88,597 93,028 7,872 3,440
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -4,681)
491 -605 -1,189 -2,262 -790 -2,960 -2,584 -1,721 -2,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 8.4 0.1 76.6 88.0 91.8 96.4 8.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
12 2 1 48 38 60 41
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 21,674
COMMITMENTS
4,219 1,292 0 13,989 8,483 18,208 9,775 3,466 11,899
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -2,484)
-1,582 -422 0 -762 -1,948 -2,344 -2,370 -141 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 6.0 0.0 64.5 39.1 84.0 45.1 16.0 54.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 13 12 16 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 359,523
COMMITMENTS
79,043 80,500 8,194 199,732 257,027 286,969 345,721 72,553 13,802
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 2,221)
-7,263 -7,873 1,384 15,787 12,457 9,907 5,968 -7,686 -3,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 22.4 2.3 55.6 71.5 79.8 96.2 20.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
59 40 19 73 77 140 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,027
COMMITMENTS
40,110 20,107 7,918 48,597 73,722 96,625 101,747 24,403 19,280
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -1,364)
-10,511 7,197 3,743 9,563 -12,384 2,795 -1,444 -4,158 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 16.6 6.5 40.2 60.9 79.8 84.1 20.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
19 16 12 20 19 46 40
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,474
COMMITMENTS
14,199 8,406 0 20,884 20,930 35,083 29,336 11,391 17,138
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 3,154)
-2,106 707 0 2,534 -547 428 160 2,726 2,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 18.1 0.0 44.9 45.0 75.5 63.1 24.5 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 13 0 14 20 28 33
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 56,812
COMMITMENTS
15,546 11,428 818 21,734 38,898 38,098 51,144 18,714 5,668
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -1,442)
1,760 -1,220 -30 4,022 2,262 5,752 1,012 -7,194 -2,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 20.1 1.4 38.3 68.5 67.1 90.0 32.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
15 15 3 21 27 37 44
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 32,328
COMMITMENTS
4,285 0 80 23,892 30,427 28,257 30,507 4,071 1,821
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 1,207)
-657 0 0 1,296 891 639 891 568 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 0.0 0.2 73.9 94.1 87.4 94.4 12.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 0 1 23 22 29 23
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 22,830
COMMITMENTS
6,152 235 0 11,256 20,335 17,408 20,570 5,422 2,260
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 996)
601 33 0 933 836 1,534 869 -538 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 1.0 0.0 49.3 89.1 76.3 90.1 23.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 1 0 13 11 24 12
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,109
COMMITMENTS
3,643 7,205 135 10,037 8,767 13,815 16,107 3,294 1,002
CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -528)
56 58 -394 4 -395 -334 -731 -194 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 42.1 0.8 58.7 51.2 80.7 94.1 19.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 7 2 5 1 16 9
Updated May 28, 2010