BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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: 3,818
COMMITMENTS
246 1,190 144 2,658 2,150 3,048 3,485 771 334
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 193)
0 -1 9 154 253 163 261 30 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 31.2 3.8 69.6 56.3 79.8 91.3 20.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 5 2 12 10 15 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 48,502
COMMITMENTS
4,608 1,433 9,930 27,629 28,007 42,167 39,370 6,335 9,131
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 215)
147 -271 71 -57 384 161 183 54 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 3.0 20.5 57.0 57.7 86.9 81.2 13.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 9 18 39 36 66 56
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 255,796
COMMITMENTS
54,891 27,720 63,961 111,318 127,373 230,170 219,054 25,626 36,742
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -803)
-3,136 8,548 -2,706 5,710 -7,174 -131 -1,331 -672 528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 10.8 25.0 43.5 49.8 90.0 85.6 10.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
99 63 105 58 73 201 211
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 456,000
COMMITMENTS
111,324 26,887 143,030 171,675 203,899 426,029 373,816 29,970 82,184
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 7,203)
-3,310 2,858 6,472 -937 -5,838 2,225 3,492 4,978 3,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 5.9 31.4 37.6 44.7 93.4 82.0 6.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
109 93 145 86 175 280 349
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 10,098
COMMITMENTS
4,394 4,292 438 3,293 3,105 8,125 7,835 1,974 2,264
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -123)
124 280 29 -250 -414 -97 -106 -26 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 42.5 4.3 32.6 30.7 80.5 77.6 19.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
32 38 10 12 17 46 63
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 44,283
COMMITMENTS
16,993 2,687 7,835 13,088 10,665 37,916 21,187 6,367 23,096
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,657)
-2,661 -711 187 -54 -1,447 -2,528 -1,971 -128 -685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 6.1 17.7 29.6 24.1 85.6 47.8 14.4 52.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
45 31 40 49 72 113 127
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED 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: 100,005
COMMITMENTS
7,415 355 8 92,000 99,385 99,423 99,748 582 257
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,728)
-1,350 355 4 -1,339 -2,933 -2,686 -2,574 -42 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.4 0.0 92.0 99.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 1 1 16 15 22 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 128,601
COMMITMENTS
42,424 5,149 2,524 32,922 102,151 77,870 109,825 50,732 18,777
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -24,702)
-16,815 -479 -2,896 -3,583 -21,062 -23,293 -24,437 -1,408 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 4.0 2.0 25.6 79.4 60.6 85.4 39.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
38 12 9 26 23 68 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 74,622
COMMITMENTS
27,850 11,400 1,115 17,316 50,461 46,281 62,977 28,341 11,646
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,655)
-437 1,365 -687 326 -1,895 -798 -1,217 -1,856 -1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 15.3 1.5 23.2 67.6 62.0 84.4 38.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
20 8 6 14 15 37 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 115,315
COMMITMENTS
41,304 23,110 3,102 33,464 68,831 77,870 95,042 37,445 20,273
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -19,695)
-17,029 -6,175 -2,436 2,486 -13,340 -16,979 -21,951 -2,715 2,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 20.0 2.7 29.0 59.7 67.5 82.4 32.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
29 25 8 28 33 63 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 115,716
COMMITMENTS
36,340 24,622 5,434 47,059 45,341 88,833 75,398 26,883 40,319
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -9,551)
16,065 -15,609 -3,479 -21,272 12,344 -8,685 -6,743 -866 -2,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 21.3 4.7 40.7 39.2 76.8 65.2 23.2 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
31 31 18 25 28 62 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 283,522
COMMITMENTS
95,793 32,526 28,752 93,377 172,862 217,921 234,139 65,601 49,383
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -47,642)
-30,164 2,787 -15,070 7,759 -28,588 -37,475 -40,870 -10,167 -6,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 11.5 10.1 32.9 61.0 76.9 82.6 23.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
52 60 49 42 53 123 133
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 16,013,826
COMMITMENTS
1224937 640,064 5012698 8731286 9184891 14968921 14837652 1044906 1176174
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 126,581)
9,974 124,730 234,465 -82,171 -203,331 162,268 155,864 -35,687 -29,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 4.0 31.3 54.5 57.4 93.5 92.7 6.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
59 76 112 158 162 291 282
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED 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: 1,008,433
COMMITMENTS
80,453 88,995 73,714 672,115 711,422 826,281 874,131 182,152 134,303
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -23,556)
-11,345 -2,177 -7,927 -12,675 -17,749 -31,948 -27,853 8,391 4,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 8.8 7.3 66.6 70.5 81.9 86.7 18.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
110 123 96 238 233 403 398
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 420,857
COMMITMENTS
17,966 24,687 37,924 239,976 310,022 295,867 372,633 124,990 48,224
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,963)
-4,766 2,213 -488 2,204 -2,865 -3,050 -1,140 87 -1,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.9 9.0 57.0 73.7 70.3 88.5 29.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
16 30 35 74 65 115 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 2,937,880
COMMITMENTS
368,316 377,424 123,063 2160695 2007001 2652073 2507488 285,807 430,392
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -102,964)
-56,335 -45,389 -13,754 -74,398 -74,422 -144,487 -133,565 41,523 30,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 12.8 4.2 73.5 68.3 90.3 85.4 9.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 516)
105 107 82 205 211 351 359
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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: 115,034
COMMITMENTS
13,042 8,913 7 92,653 103,041 105,702 111,961 9,332 3,073
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 TRADER
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 51 38 64 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED 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: 106,712
COMMITMENTS
29,111 6,556 9,092 58,464 87,129 96,667 102,777 10,045 3,935
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -2,424)
-2,964 -1,053 -302 479 -903 -2,787 -2,259 363 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 6.1 8.5 54.8 81.6 90.6 96.3 9.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
86 30 22 89 91 187 133
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 24,614
COMMITMENTS
8,051 1,018 0 12,525 22,644 20,576 23,662 4,038 952
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: 135)
-231 -720 -7 -262 844 -500 117 635 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 4.1 0.0 50.9 92.0 83.6 96.1 16.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 0 11 16 16 18
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 410,490
COMMITMENTS
146,024 68,411 4,736 229,694 322,427 380,454 395,574 30,036 14,915
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -12,794)
-15,259 -3,258 118 3,706 -8,736 -11,435 -11,876 -1,359 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 16.7 1.2 56.0 78.5 92.7 96.4 7.3 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
84 32 19 85 86 178 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 136,944
COMMITMENTS
73,436 12,592 3,735 25,091 99,721 102,261 116,047 34,683 20,897
CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST: -17,642)
-14,028 -1,296 -871 1,074 -14,273 -13,825 -16,440 -3,817 -1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 9.2 2.7 18.3 72.8 74.7 84.7 25.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
37 17 12 17 18 60 41
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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