BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,112
COMMITMENTS
147 157 50 4,359 4,370 4,556 4,577 556 535
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -4)
-2 7 4 -1 23 1 34 -5 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 3.1 1.0 85.3 85.5 89.1 89.5 10.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 2 11 11 15 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,605
COMMITMENTS
5,968 7,404 1,043 16,892 14,653 23,903 23,100 3,702 4,505
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 856)
477 -133 95 184 754 756 716 100 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 26.8 3.8 61.2 53.1 86.6 83.7 13.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 16 15 29 22 49 44
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,961
COMMITMENTS
67,163 79,445 57,650 117,218 95,929 242,031 233,024 28,930 37,937
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 5,802)
1,733 -641 1,362 2,852 5,184 5,947 5,905 -145 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 29.3 21.3 43.3 35.4 89.3 86.0 10.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
79 109 114 63 78 207 256
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 329,817
COMMITMENTS
115,038 73,370 45,372 143,906 157,507 304,316 276,249 25,501 53,568
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,932)
-2,580 -3,624 143 -31 2,559 -2,468 -922 536 -1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 22.2 13.8 43.6 47.8 92.3 83.8 7.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
114 92 118 78 150 246 321
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,600
COMMITMENTS
3,960 3,348 1,309 2,578 3,706 7,847 8,363 1,753 1,237
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -33)
125 34 -29 -89 164 7 169 -40 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 34.9 13.6 26.9 38.6 81.7 87.1 18.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
34 19 12 18 24 62 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,874
COMMITMENTS
14,658 9,057 5,083 11,962 9,042 31,703 23,182 7,171 15,692
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -2,709)
-2,181 -1,691 315 -464 -339 -2,330 -1,715 -379 -994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 23.3 13.1 30.8 23.3 81.6 59.6 18.4 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
61 38 31 33 54 108 112
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,574
COMMITMENTS
147 5,041 67 9,805 5,217 10,019 10,325 555 249
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 180)
-276 104 -28 487 150 183 226 -3 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 47.7 0.6 92.7 49.3 94.8 97.6 5.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 13 6 18 12 24 26
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 107,777
COMMITMENTS
6,102 5,520 5,034 96,429 96,964 107,565 107,518 212 259
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -779)
-1,682 -110 1,681 -597 -2,341 -598 -770 -181 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 5.1 4.7 89.5 90.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 3 16 16 19 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 126,626
COMMITMENTS
48,793 14,708 1,013 45,130 84,629 94,936 100,350 31,690 26,276
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -4,366)
-8,784 -4,314 869 6,349 -2,344 -1,566 -5,789 -2,800 1,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 11.6 0.8 35.6 66.8 75.0 79.2 25.0 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 24 10 22 23 52 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 71,895
COMMITMENTS
6,882 37,478 225 57,697 4,355 64,804 42,058 7,091 29,837
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 63)
1,981 -2,274 40 -478 1,002 1,543 -1,232 -1,480 1,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 52.1 0.3 80.3 6.1 90.1 58.5 9.9 41.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 20 3 12 9 21 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 187,458
COMMITMENTS
24,872 37,867 5,487 156,999 139,766 187,358 183,120 100 4,338
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,796)
2,457 -664 -1,191 -81 2,720 1,185 865 -2,981 -2,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 20.2 2.9 83.8 74.6 99.9 97.7 0.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
28 53 8 22 21 56 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 181,435
COMMITMENTS
36,052 34,577 854 120,129 123,473 157,035 158,904 24,400 22,531
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -3,062)
-4,790 5,075 -74 3,953 -8,882 -911 -3,881 -2,151 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 19.1 0.5 66.2 68.1 86.6 87.6 13.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
25 26 7 23 29 54 56
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 140,684
COMMITMENTS
21,620 32,950 196 103,632 69,457 125,448 102,603 15,236 38,081
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,484)
1,137 -5,548 -32 -2,511 6,420 -1,406 840 -78 -2,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 23.4 0.1 73.7 49.4 89.2 72.9 10.8 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 31 2 17 20 35 52
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 394,160
COMMITMENTS
40,287 243,702 2,798 318,223 71,325 361,308 317,825 32,852 76,335
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 17,452)
5,573 13,627 200 9,912 1,711 15,685 15,538 1,767 1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 61.8 0.7 80.7 18.1 91.7 80.6 8.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
34 84 19 47 50 95 139
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 21,041
COMMITMENTS
14,401 14,313 1,594 4,637 4,430 20,632 20,337 409 704
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 499)
-99 -834 434 369 1,187 704 787 -205 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.4 68.0 7.6 22.0 21.1 98.1 96.7 1.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 3 4 8 5 18 12
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,453
COMMITMENTS
5,798 11,006 158 13,817 7,012 19,773 18,176 1,680 3,277
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 14)
-2,620 1,079 158 2,419 -1,133 -43 104 57 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 51.3 0.7 64.4 32.7 92.2 84.7 7.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 20 2 10 4 19 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,570,861
COMMITMENTS
732,774 1089405 1652997 5428825 4848359 7814596 7590761 756,265 980,100
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -20,274)
29,144 24,103 -36,904 4,136 23,295 -3,624 10,494 -16,650 -30,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 12.7 19.3 63.3 56.6 91.2 88.6 8.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
53 50 82 131 137 225 237
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 881,189
COMMITMENTS
71,857 113,173 22,380 618,591 602,236 712,828 737,788 168,361 143,401
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 7,701)
-2,172 4,679 -1,740 10,212 1,296 6,300 4,235 1,401 3,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 12.8 2.5 70.2 68.3 80.9 83.7 19.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
86 116 55 236 239 357 376
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 273,113
COMMITMENTS
11,805 9,253 7,091 186,795 159,773 205,691 176,117 67,422 96,996
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -245)
-1,334 -3,368 92 2,813 -1,594 1,571 -4,870 -1,816 4,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 3.4 2.6 68.4 58.5 75.3 64.5 24.7 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
13 11 8 61 53 78 69
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,040,378
COMMITMENTS
324,205 543,544 52,498 2158981 2212313 2535684 2808355 504,694 232,023
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 39,728)
-19,969 24,453 6,620 36,993 14,452 23,644 45,525 16,084 -5,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 17.9 1.7 71.0 72.8 83.4 92.4 16.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 515)
85 111 47 212 218 324 349
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 103,853
COMMITMENTS
8,227 7,142 646 86,236 91,485 95,109 99,273 8,744 4,580
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,647)
1,271 678 -1,911 -963 -368 -1,603 -1,601 -44 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 6.9 0.6 83.0 88.1 91.6 95.6 8.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
8 9 2 53 31 62 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 98,712
COMMITMENTS
14,998 9,638 4,092 71,377 79,721 90,467 93,450 8,245 5,262
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -2,761)
-2,612 495 -1,801 1,676 -1,396 -2,737 -2,702 -24 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 9.8 4.1 72.3 80.8 91.6 94.7 8.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
47 36 17 72 88 130 131
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,798
COMMITMENTS
1,163 1,856 666 17,747 19,445 19,576 21,967 3,222 831
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 349)
28 -245 10 1,005 614 1,043 379 -694 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 8.1 2.9 77.8 85.3 85.9 96.4 14.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 1 13 8 16 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 379,569
COMMITMENTS
81,840 51,573 4,465 268,151 301,378 354,456 357,416 25,113 22,153
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -15,548)
-14,062 2,837 -8,193 3,355 -10,048 -18,900 -15,404 3,352 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 13.6 1.2 70.6 79.4 93.4 94.2 6.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
47 36 15 64 83 121 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,616
COMMITMENTS
14,788 50,315 493 112,809 62,740 128,090 113,548 14,526 29,068
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,653)
-15,211 3,418 360 21,971 -2,927 7,120 851 -4,467 1,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 35.3 0.3 79.1 44.0 89.8 79.6 10.2 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 33 6 22 22 40 57
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,948
COMMITMENTS
3,954 6,882 67 23,238 5,368 27,259 12,317 7,689 22,631
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -147)
23 -907 67 -87 68 3 -772 -150 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 19.7 0.2 66.5 15.4 78.0 35.2 22.0 64.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 7 1 18 7 27 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 71,235
COMMITMENTS
12,781 3,198 6,309 39,814 12,897 58,904 22,404 12,331 48,831
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,615)
-328 -581 -490 2,972 -186 2,154 -1,257 461 3,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 4.5 8.9 55.9 18.1 82.7 31.5 17.3 68.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 6 2 23 17 37 24
Updated June 5, 2012