BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,264
COMMITMENTS
214 993 148 3,090 2,817 3,452 3,959 812 305
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -276)
-32 -243 -26 -100 28 -159 -241 -117 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 23.3 3.5 72.5 66.1 81.0 92.8 19.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 2 13 10 16 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,811
COMMITMENTS
6,476 1,234 12,347 26,905 29,664 45,728 43,245 7,084 9,567
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -5,280)
-481 -324 -632 -3,248 -2,859 -4,361 -3,814 -919 -1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 2.3 23.4 50.9 56.2 86.6 81.9 13.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
25 6 21 42 40 74 61
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,828
COMMITMENTS
49,034 47,275 77,656 117,455 108,381 244,146 233,312 24,682 35,516
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 4,783)
122 233 4,634 -216 -1,027 4,539 3,840 244 943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 17.6 28.9 43.7 40.3 90.8 86.8 9.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
88 80 114 56 66 200 218
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 406,977
COMMITMENTS
97,099 44,721 102,330 177,700 187,703 377,129 334,754 29,849 72,223
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -49,858)
-629 5,647 -46,154 -1,341 -6,470 -48,124 -46,978 -1,734 -2,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 11.0 25.1 43.7 46.1 92.7 82.3 7.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
108 100 135 113 163 284 347
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,310
COMMITMENTS
4,162 4,856 1,235 3,485 2,924 8,881 9,015 2,429 2,296
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 296)
-266 12 213 174 36 122 261 174 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 42.9 10.9 30.8 25.9 78.5 79.7 21.5 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
36 34 19 21 25 64 76
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,910
COMMITMENTS
12,879 4,557 7,279 13,183 8,975 33,340 20,810 7,569 20,099
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,519)
-172 155 384 853 481 1,065 1,020 454 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 11.1 17.8 32.2 21.9 81.5 50.9 18.5 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
35 36 33 48 59 102 114
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 109,993
COMMITMENTS
12,801 0 412 95,901 109,008 109,113 109,419 880 574
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 3,763)
3,931 0 -2 70 4,006 3,999 4,005 -236 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 0.0 0.4 87.2 99.1 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 0 2 17 15 24 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,859
COMMITMENTS
32,282 19,175 3,169 53,906 92,006 89,357 114,349 46,502 21,509
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 535)
-2,446 10,058 -315 8,602 -13,356 5,841 -3,613 -5,306 4,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 14.1 2.3 39.7 67.7 65.8 84.2 34.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
31 14 7 30 27 65 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 76,101
COMMITMENTS
26,288 9,639 952 21,805 51,112 49,045 61,703 27,056 14,398
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 4,817)
-1,517 3,189 -123 5,877 2,509 4,238 5,576 580 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 12.7 1.3 28.7 67.2 64.4 81.1 35.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 7 4 17 18 38 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,067
COMMITMENTS
95,505 5,307 2,450 42,818 139,213 140,773 146,970 9,294 3,097
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 7,537)
-16,309 1,761 2,261 20,939 2,011 6,891 6,033 646 1,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.6 3.5 1.6 28.5 92.8 93.8 97.9 6.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
67 14 7 19 23 89 44
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 118,988
COMMITMENTS
33,366 35,550 2,851 53,716 60,541 89,933 98,941 29,055 20,046
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 2,122)
1,408 970 -848 464 4,581 1,024 4,703 1,098 -2,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 29.9 2.4 45.1 50.9 75.6 83.2 24.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
27 24 10 30 32 65 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 113,688
COMMITMENTS
36,039 19,591 2,127 44,387 54,948 82,552 76,666 31,136 37,022
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 4,816)
11,726 -6,524 -3,636 -5,312 15,455 2,778 5,296 2,038 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 17.2 1.9 39.0 48.3 72.6 67.4 27.4 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
31 27 10 24 32 59 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 326,041
COMMITMENTS
95,725 43,103 19,758 142,494 200,228 257,977 263,089 68,064 62,952
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 6,082)
17,853 -12,315 -16,432 -7,448 24,225 -6,027 -4,522 12,109 10,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 13.2 6.1 43.7 61.4 79.1 80.7 20.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
50 57 51 48 59 125 140
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,227
COMMITMENTS
23,573 7,569 146 8,573 28,106 32,292 35,821 4,935 1,406
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 6,312)
-6 -286 130 5,484 6,420 5,608 6,264 704 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.3 20.3 0.4 23.0 75.5 86.7 96.2 13.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
20 13 2 8 18 29 33
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,433,600
COMMITMENTS
1455669 582,739 5974125 8951334 9751910 16381128 16308774 1052472 1124826
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 644,649)
90,998 -62,231 438,325 155,875 333,340 685,197 709,434 -40,549 -64,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.3 34.3 51.3 55.9 94.0 93.5 6.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
73 73 120 166 172 308 301
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,103,967
COMMITMENTS
85,123 108,884 107,156 706,844 728,481 899,122 944,521 204,845 159,446
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 89,205)
1,519 1,697 43,554 28,146 32,900 73,219 78,150 15,986 11,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 9.9 9.7 64.0 66.0 81.4 85.6 18.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599)
125 126 114 251 246 429 433
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 446,469
COMMITMENTS
19,233 49,236 38,723 237,794 295,757 295,750 383,715 150,719 62,754
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 44,539)
3,311 22,496 11,215 17,148 -2,906 31,674 30,806 12,865 13,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 11.0 8.7 53.3 66.2 66.2 85.9 33.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
21 22 32 73 65 109 104
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,287,490
COMMITMENTS
507,953 476,748 163,658 2345251 2163623 3016862 2804030 270,629 483,461
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 223,330)
96,848 1,808 55,891 54,988 179,025 207,726 236,724 15,604 -13,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 14.5 5.0 71.3 65.8 91.8 85.3 8.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
117 114 99 223 225 384 394
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 111,689
COMMITMENTS
7,726 8,436 1,345 93,318 98,112 102,389 107,893 9,301 3,796
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -2,182)
-4,426 1,336 1,345 370 -4,777 -2,711 -2,096 530 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 7.6 1.2 83.6 87.8 91.7 96.6 8.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
9 8 2 55 38 66 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 87,851
COMMITMENTS
15,106 7,531 6,197 57,020 67,713 78,323 81,440 9,528 6,410
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -2,086)
-3,813 1,724 2,440 -127 -7,693 -1,500 -3,529 -585 1,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 8.6 7.1 64.9 77.1 89.2 92.7 10.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
63 33 19 82 87 154 131
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,726
COMMITMENTS
526 3,004 0 12,422 13,074 12,948 16,078 4,778 1,648
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -420)
-406 1,125 0 -90 -2,211 -496 -1,086 76 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 16.9 0.0 70.1 73.8 73.0 90.7 27.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 13 14 14 16
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 350,623
COMMITMENTS
88,394 38,129 15,489 222,991 273,193 326,875 326,811 23,749 23,812
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -8,330)
-12,887 7,142 8,050 -185 -27,408 -5,022 -12,217 -3,308 3,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 10.9 4.4 63.6 77.9 93.2 93.2 6.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
64 33 17 79 82 150 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 150,041
COMMITMENTS
79,131 13,946 1,760 34,245 113,837 115,136 129,542 34,904 20,499
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 23,057)
6,356 2,266 -2,124 19,289 20,324 23,522 20,466 -465 2,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.7 9.3 1.2 22.8 75.9 76.7 86.3 23.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
38 18 14 22 23 65 50
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 61,071
COMMITMENTS
17,443 7,236 12,200 22,238 23,042 51,881 42,478 9,190 18,593
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 14,298)
1,747 112 8,126 2,798 4,002 12,671 12,240 1,627 2,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 11.8 20.0 36.4 37.7 85.0 69.6 15.0 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
16 13 9 21 18 42 35
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 81,827
COMMITMENTS
12,054 10,516 11,210 35,882 35,568 59,146 57,294 22,681 24,533
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 21,891)
1,021 -133 8,021 3,033 -3,841 12,075 4,047 9,816 17,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 12.9 13.7 43.9 43.5 72.3 70.0 27.7 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 12 10 32 26 53 45
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,660
COMMITMENTS
2,540 967 332 23,442 27,742 26,314 29,041 4,346 1,619
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,093)
-139 328 32 1,351 843 1,244 1,203 -151 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 3.2 1.1 76.5 90.5 85.8 94.7 14.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 2 22 24 29 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 38,800
COMMITMENTS
9,874 2,458 189 20,884 33,804 30,947 36,451 7,853 2,349
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,053)
-867 601 0 29 -1,349 -838 -748 -215 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 6.3 0.5 53.8 87.1 79.8 93.9 20.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 7 2 23 21 38 30
Updated June 10, 2011