BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,982
COMMITMENTS
347 1,185 3 1,887 1,475 2,237 2,663 745 319
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 206)
3 4 2 172 263 177 269 29 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 39.7 0.1 63.3 49.5 75.0 89.3 25.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 4 1 9 10 12 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,287
COMMITMENTS
4,296 4,104 386 22,646 22,555 27,328 27,045 3,959 4,242
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 212)
154 -268 -20 -13 485 121 197 91 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 13.1 1.2 72.4 72.1 87.3 86.4 12.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
14 11 13 30 30 50 48
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,122
COMMITMENTS
54,400 39,979 36,126 105,035 110,496 195,561 186,601 23,561 32,521
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,449)
-2,505 9,486 -5,082 5,720 -7,529 -1,867 -3,125 -582 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 18.2 16.5 47.9 50.4 89.2 85.2 10.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
85 74 101 51 69 189 206
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 351,657
COMMITMENTS
115,803 58,516 51,997 158,294 171,669 326,094 282,182 25,563 69,475
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -3,148)
-4,686 1,583 -1,731 -1,749 -6,603 -8,166 -6,751 5,018 3,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 16.6 14.8 45.0 48.8 92.7 80.2 7.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
96 95 124 64 158 242 318
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,862
COMMITMENTS
4,389 4,367 287 3,284 3,041 7,960 7,695 1,902 2,167
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -138)
127 266 23 -257 -416 -107 -127 -31 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 44.3 2.9 33.3 30.8 80.7 78.0 19.3 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
31 39 7 11 17 44 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,933
COMMITMENTS
16,846 4,665 3,956 12,289 9,662 33,091 18,283 5,842 20,650
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,920)
-2,779 -1,184 265 -209 -1,286 -2,723 -2,205 -197 -715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.3 12.0 10.2 31.6 24.8 85.0 47.0 15.0 53.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
40 34 36 39 66 99 119
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 99,220
COMMITMENTS
7,423 355 0 91,215 98,608 98,638 98,963 582 257
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -3,048)
-1,347 355 0 -1,659 -3,249 -3,006 -2,894 -42 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 0.4 0.0 91.9 99.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 1 0 16 15 22 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,478
COMMITMENTS
42,698 5,495 154 30,104 99,527 72,956 105,176 48,522 16,302
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -18,441)
-17,165 -327 -46 -636 -18,811 -17,847 -19,184 -594 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 4.5 0.1 24.8 81.9 60.1 86.6 39.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
38 10 2 26 23 65 34
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 72,312
COMMITMENTS
27,905 11,569 280 16,576 49,849 44,761 61,698 27,551 10,614
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -466)
-646 1,399 277 1,485 -1,528 1,116 148 -1,582 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 16.0 0.4 22.9 68.9 61.9 85.3 38.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 7 3 14 11 35 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 158,386
COMMITMENTS
123,092 5,027 246 26,631 151,220 149,969 156,493 8,417 1,893
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -4,577)
-4,903 1,292 246 372 -6,059 -4,285 -4,521 -292 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.7 3.2 0.2 16.8 95.5 94.7 98.8 5.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
81 13 3 20 22 102 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 108,117
COMMITMENTS
41,368 23,250 22 30,739 65,923 72,129 89,195 35,988 18,922
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -15,886)
-18,367 -5,678 -152 5,405 -12,871 -13,114 -18,701 -2,772 2,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 21.5 0.0 28.4 61.0 66.7 82.5 33.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
29 23 2 27 30 58 53
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 102,289
COMMITMENTS
36,100 23,046 190 40,579 41,896 76,869 65,132 25,420 37,157
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,301)
16,321 -15,552 74 -18,380 14,377 -1,985 -1,101 -316 -1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 22.5 0.2 39.7 41.0 75.1 63.7 24.9 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
23 32 7 21 26 49 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 242,927
COMMITMENTS
98,054 36,607 1,214 83,295 163,027 182,563 200,848 60,364 42,079
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -21,410)
-30,406 7,663 -1,653 21,220 -23,903 -10,839 -17,893 -10,571 -3,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 15.1 0.5 34.3 67.1 75.2 82.7 24.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
51 47 18 38 49 98 105
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,504
COMMITMENTS
22,828 9,114 5 3,826 20,049 26,659 29,168 3,845 1,336
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,116)
306 -608 -235 -767 -331 -696 -1,174 -420 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.8 29.9 0.0 12.5 65.7 87.4 95.6 12.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
17 10 1 5 16 23 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,973,664
COMMITMENTS
1281566 993,309 953,440 6771186 6963780 9006192 8910529 967,472 1063135
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -145,637)
37,587 197,524 -23,367 -124,932 -284,109 -110,712 -109,952 -34,925 -35,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 10.0 9.6 67.9 69.8 90.3 89.3 9.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
51 67 89 137 147 253 249
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 863,175
COMMITMENTS
82,166 87,896 17,336 591,556 636,735 691,058 741,968 172,117 121,208
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -21,903)
-11,316 -3,839 -6,804 -13,726 -16,038 -31,846 -26,681 9,944 4,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 10.2 2.0 68.5 73.8 80.1 86.0 19.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539)
105 98 49 219 217 348 342
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 321,634
COMMITMENTS
16,195 24,078 1,662 185,407 255,577 203,264 281,317 118,370 40,317
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -68)
-4,626 1,492 610 2,509 -1,074 -1,507 1,028 1,439 -1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 7.5 0.5 57.6 79.5 63.2 87.5 36.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
12 21 7 56 56 71 81
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,707,707
COMMITMENTS
382,180 371,415 26,047 2030743 1905792 2438970 2303254 268,737 404,453
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -109,174)
-56,503 -49,706 -14,018 -81,176 -74,820 -151,697 -138,544 42,523 29,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 13.7 1.0 75.0 70.4 90.1 85.1 9.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 498)
102 92 34 187 197 306 307
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 115,028
COMMITMENTS
13,042 8,913 7 92,649 103,039 105,698 111,959 9,330 3,069
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -4,562)
552 28 -44 -5,332 -4,363 -4,824 -4,379 262 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 7.7 0.0 80.5 89.6 91.9 97.3 8.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
13 7 1 50 38 63 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 104,332
COMMITMENTS
29,101 6,552 8,495 56,952 85,598 94,547 100,645 9,784 3,687
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,304)
-3,279 -1,156 294 412 -1,246 -2,572 -2,108 269 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 6.3 8.1 54.6 82.0 90.6 96.5 9.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
85 26 13 85 89 175 125
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,455
COMMITMENTS
8,051 997 0 12,525 22,515 20,576 23,512 3,879 943
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 335)
75 -393 0 -262 715 -187 322 522 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 4.1 0.0 51.2 92.1 84.1 96.1 15.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 0 11 14 16 16
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 399,383
COMMITMENTS
145,379 67,902 2,345 222,133 315,416 369,857 385,663 29,526 13,720
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -13,193)
-15,218 -2,266 -80 3,372 -9,804 -11,926 -12,150 -1,267 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 17.0 0.6 55.6 79.0 92.6 96.6 7.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
83 28 10 79 84 164 120
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,314
COMMITMENTS
72,871 12,550 356 22,128 96,866 95,355 109,772 32,959 18,542
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -14,014)
-14,455 -1,355 89 3,200 -12,911 -11,166 -14,177 -2,848 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.8 9.8 0.3 17.2 75.5 74.3 85.5 25.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
34 14 4 12 18 48 34
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 49,692
COMMITMENTS
17,592 6,005 3,622 21,682 23,408 42,896 33,035 6,796 16,657
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -5,501)
-547 -1,042 30 -4,899 -4,414 -5,416 -5,426 -85 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 12.1 7.3 43.6 47.1 86.3 66.5 13.7 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
19 12 3 21 18 41 32
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,337
COMMITMENTS
11,847 16,290 3,129 35,744 35,725 50,720 55,144 9,617 5,193
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -4,399)
210 -1,324 819 -6,497 -4,247 -5,468 -4,752 1,069 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 27.0 5.2 59.2 59.2 84.1 91.4 15.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 16 5 25 26 46 43
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 31,418
COMMITMENTS
4,410 1,165 270 22,958 27,655 27,638 29,090 3,780 2,328
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,470)
-839 -1,089 10 -720 -482 -1,549 -1,561 79 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 3.7 0.9 73.1 88.0 88.0 92.6 12.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 2 1 25 25 31 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 40,234
COMMITMENTS
11,875 2,124 17 20,839 35,587 32,731 37,728 7,503 2,506
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -1,673)
-1,353 -464 0 22 -816 -1,331 -1,280 -342 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 5.3 0.0 51.8 88.5 81.4 93.8 18.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 6 1 23 17 41 24
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 05/10/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,184
COMMITMENTS
5,537 819 883 4,876 10,719 11,296 12,421 1,888 763
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 6.2 6.7 37.0 81.3 85.7 94.2 14.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 4 4 9 4 21 10
Updated May 13, 2010