BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,351
COMMITMENTS
353 1,214 2 2,171 1,780 2,526 2,996 825 355
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 191)
9 7 -1 144 156 152 162 39 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 36.2 0.1 64.8 53.1 75.4 89.4 24.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 1 11 10 14 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,184
COMMITMENTS
5,062 4,234 1,132 23,934 24,869 30,128 30,235 5,056 4,949
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,426)
793 208 505 1,189 1,756 2,487 2,469 -61 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 12.0 3.2 68.0 70.7 85.6 85.9 14.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 9 16 34 33 59 52
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,067
COMMITMENTS
48,866 50,432 40,145 109,563 98,041 198,574 188,618 21,493 31,449
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -4,534)
-3,494 5,616 -668 1,764 -7,980 -2,398 -3,032 -2,136 -1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 22.9 18.2 49.8 44.6 90.2 85.7 9.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
79 81 100 42 69 171 214
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 339,216
COMMITMENTS
110,005 64,977 44,344 159,710 166,930 314,059 276,251 25,157 62,965
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -6,163)
-5,008 2,251 -2,202 1,662 -1,506 -5,548 -1,457 -615 -4,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 19.2 13.1 47.1 49.2 92.6 81.4 7.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
87 100 116 90 156 249 318
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,302
COMMITMENTS
4,485 4,997 547 3,106 2,485 8,138 8,029 2,164 2,273
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 336)
72 -2 243 -103 -73 212 168 124 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 48.5 5.3 30.1 24.1 79.0 77.9 21.0 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 42 9 10 16 46 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,029
COMMITMENTS
14,759 5,400 4,091 10,914 8,171 29,764 17,662 6,265 18,367
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -2,099)
-2,243 435 385 -637 -859 -2,495 -39 396 -2,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 15.0 11.4 30.3 22.7 82.6 49.0 17.4 51.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
40 32 38 38 58 96 115
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,869
COMMITMENTS
8,224 0 0 93,277 102,438 101,501 102,438 1,368 431
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 3,050)
1,784 0 0 574 2,951 2,358 2,951 692 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 0.0 0.0 90.7 99.6 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 0 0 16 14 22 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 120,245
COMMITMENTS
31,219 9,942 168 41,488 94,763 72,875 104,873 47,370 15,372
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -3,141)
-4,789 225 14 1,174 -2,964 -3,601 -2,725 460 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 8.3 0.1 34.5 78.8 60.6 87.2 39.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
31 10 4 25 23 58 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 66,776
COMMITMENTS
23,088 8,363 2 18,312 46,575 41,402 54,940 25,374 11,836
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -1,528)
-1,321 -385 2 3,080 -2,649 1,761 -3,032 -3,289 1,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 12.5 0.0 27.4 69.7 62.0 82.3 38.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 9 1 12 10 28 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 147,410
COMMITMENTS
113,219 4,538 242 26,660 140,639 140,121 145,419 7,289 1,991
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -172)
908 -2,861 108 -941 2,559 75 -194 -247 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.8 3.1 0.2 18.1 95.4 95.1 98.6 4.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
72 12 3 20 22 94 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 110,336
COMMITMENTS
28,090 42,233 293 59,457 47,228 87,840 89,754 22,496 20,582
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 6,583)
-2,237 10,978 -3 17,220 -2,464 14,980 8,511 -8,397 -1,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 38.3 0.3 53.9 42.8 79.6 81.3 20.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 22 5 28 26 56 50
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 99,264
COMMITMENTS
32,188 24,182 121 41,588 41,871 73,897 66,174 25,367 33,090
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -4,189)
-5,828 1,539 -121 971 -1,538 -4,978 -120 789 -4,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 24.4 0.1 41.9 42.2 74.4 66.7 25.6 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
22 34 7 23 25 51 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 258,663
COMMITMENTS
75,182 56,053 896 134,068 156,886 210,146 213,835 48,517 44,828
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 8,130)
-14,759 7,757 -237 28,115 -870 13,119 6,650 -4,989 1,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 21.7 0.3 51.8 60.7 81.2 82.7 18.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
49 56 18 45 53 104 117
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,498
COMMITMENTS
28,797 26,201 66 2,439 6,102 31,302 32,369 1,196 129
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.6 80.6 0.2 7.5 18.8 96.3 99.6 3.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 2 1 4 7 14 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,930
COMMITMENTS
23,234 9,358 0 4,023 20,138 27,257 29,496 3,673 1,434
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,294)
716 -536 0 196 1,695 912 1,159 382 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.1 30.3 0.0 13.0 65.1 88.1 95.4 11.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 10 0 3 13 20 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,168,262
COMMITMENTS
1374677 1125287 1059661 6748662 6933480 9183000 9118428 985,262 1049834
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 136,281)
-14,533 99,941 26,584 113,619 4,920 125,670 131,445 10,611 4,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 11.1 10.4 66.4 68.2 90.3 89.7 9.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
52 73 85 141 158 255 261
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 896,257
COMMITMENTS
83,607 99,834 25,022 609,141 632,271 717,771 757,127 178,486 139,129
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 25,788)
2,670 13,973 955 13,270 -3,579 16,895 11,349 8,892 14,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 11.1 2.8 68.0 70.5 80.1 84.5 19.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550)
103 104 49 227 220 360 344
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 335,533
COMMITMENTS
14,766 28,927 4,165 188,417 257,091 207,348 290,183 128,185 45,350
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 10,173)
-1,186 1,442 1,838 2,168 4,096 2,820 7,376 7,353 2,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 8.6 1.2 56.2 76.6 61.8 86.5 38.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
10 18 7 58 56 72 77
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,803,618
COMMITMENTS
414,291 424,621 34,202 2103621 1875899 2552114 2334722 251,504 468,896
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 78,074)
19,882 63,257 -5,017 55,512 -38,377 70,377 19,863 7,697 58,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 15.1 1.2 75.0 66.9 91.0 83.3 9.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 515)
103 97 38 198 202 322 316
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,011
COMMITMENTS
9,872 7,418 0 91,442 98,725 101,314 106,143 8,697 3,868
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -4,135)
158 -1,440 -621 -4,060 -2,281 -4,523 -4,342 388 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 6.7 0.0 83.1 89.7 92.1 96.5 7.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
12 6 0 49 37 61 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 87,582
COMMITMENTS
18,991 6,423 3,302 55,325 73,284 77,618 83,008 9,964 4,574
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -5,496)
-3,340 1,099 -1,346 -1,405 -5,723 -6,091 -5,969 595 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 7.3 3.8 63.2 83.7 88.6 94.8 11.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
64 32 18 79 91 149 137
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,634
COMMITMENTS
1,567 1,875 0 12,247 15,663 13,814 17,538 4,820 1,096
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -1,879)
-2,000 897 0 -749 -2,907 -2,749 -2,010 870 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 10.1 0.0 65.7 84.1 74.1 94.1 25.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 13 12 16 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 344,740
COMMITMENTS
100,939 36,561 2,687 215,392 288,104 319,018 327,352 25,722 17,388
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -18,083)
-12,525 -4,815 -902 -3,282 -14,079 -16,709 -19,796 -1,374 1,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 10.6 0.8 62.5 83.6 92.5 95.0 7.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
65 33 14 72 85 139 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,968
COMMITMENTS
63,002 9,959 7 16,551 84,371 79,560 94,337 31,408 16,631
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -4,122)
1,823 -301 -127 -3,937 -3,753 -2,241 -4,181 -1,881 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.8 9.0 0.0 14.9 76.0 71.7 85.0 28.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
25 14 2 14 21 39 37
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,675
COMMITMENTS
15,743 7,063 3,696 20,197 19,548 39,636 30,307 7,039 16,368
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -1,536)
243 -535 62 -1,461 496 -1,156 23 -380 -1,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 15.1 7.9 43.3 41.9 84.9 64.9 15.1 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 11 3 18 17 35 31
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,377
COMMITMENTS
11,204 11,380 2,867 33,895 36,801 47,966 51,048 7,411 4,329
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -1,895)
180 1,347 -1,084 -1,735 159 -2,639 422 744 -2,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 20.6 5.2 61.2 66.5 86.6 92.2 13.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
16 13 4 24 27 42 42
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,909
COMMITMENTS
3,052 1,098 300 23,249 27,604 26,601 29,002 4,308 1,907
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 181)
-664 152 0 220 67 -444 219 625 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 3.6 1.0 75.2 89.3 86.1 93.8 13.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 3 1 22 23 28 27
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 39,065
COMMITMENTS
11,173 1,857 17 20,009 34,252 31,199 36,126 7,866 2,939
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -753)
91 -267 0 -1,270 -611 -1,179 -878 426 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 4.8 0.0 51.2 87.7 79.9 92.5 20.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 5 1 21 19 39 25
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 10,671
COMMITMENTS
4,979 2,160 77 4,239 8,071 9,295 10,308 1,376 363
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 74)
95 62 64 -8 29 151 155 -77 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 20.2 0.7 39.7 75.6 87.1 96.6 12.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 4 1 5 2 16 6
Updated May 27, 2011