BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,498
COMMITMENTS
51 126 31 3,936 3,965 4,018 4,122 480 376
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -614)
-96 -31 -19 -423 -405 -538 -455 -76 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 2.8 0.7 87.5 88.2 89.3 91.6 10.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 2 12 12 15 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 23,603
COMMITMENTS
4,952 5,962 731 14,114 12,795 19,797 19,488 3,806 4,115
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -4,002)
-1,016 -1,442 -312 -2,778 -1,858 -4,106 -3,612 104 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 25.3 3.1 59.8 54.2 83.9 82.6 16.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 13 14 25 22 44 44
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 269,249
COMMITMENTS
62,260 64,176 65,223 113,991 100,364 241,474 229,763 27,775 39,486
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,712)
-4,903 -15,269 7,573 -3,227 4,435 -557 -3,261 -1,155 1,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 23.8 24.2 42.3 37.3 89.7 85.3 10.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
87 88 111 64 84 216 239
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 326,300
COMMITMENTS
107,260 67,804 45,594 145,134 158,840 297,988 272,238 28,312 54,062
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -3,517)
-7,778 -5,566 222 1,228 1,333 -6,328 -4,011 2,811 494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 20.8 14.0 44.5 48.7 91.3 83.4 8.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
103 97 124 80 144 249 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,589
COMMITMENTS
3,444 2,731 973 2,280 3,533 6,697 7,237 1,892 1,352
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,011)
-516 -617 -336 -298 -173 -1,150 -1,126 139 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 31.8 11.3 26.5 41.1 78.0 84.3 22.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
30 14 13 21 26 59 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,923
COMMITMENTS
14,153 8,520 5,569 11,980 9,105 31,702 23,194 7,221 15,729
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 49)
-505 -537 486 18 63 -1 12 50 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 21.9 14.3 30.8 23.4 81.4 59.6 18.6 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
57 40 32 35 60 110 118
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,130
COMMITMENTS
112 4,131 51 8,244 4,792 8,407 8,974 723 156
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,444)
-35 -910 -16 -1,561 -425 -1,612 -1,351 168 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 45.2 0.6 90.3 52.5 92.1 98.3 7.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 11 8 15 12 23 25
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 108,216
COMMITMENTS
6,081 5,578 5,051 96,855 97,097 107,987 107,726 229 490
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 439)
-21 58 17 426 133 422 208 17 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 5.2 4.7 89.5 89.7 99.8 99.5 0.2 0.5
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 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 137,391
COMMITMENTS
39,559 24,653 1,222 63,694 81,024 104,475 106,899 32,916 30,492
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 10,765)
-9,234 9,945 209 18,564 -3,605 9,539 6,549 1,226 4,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 17.9 0.9 46.4 59.0 76.0 77.8 24.0 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 32 11 24 25 51 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 71,967
COMMITMENTS
5,747 39,395 388 58,443 4,008 64,578 43,791 7,389 28,176
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 72)
-1,135 1,917 163 746 -347 -226 1,733 298 -1,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 54.7 0.5 81.2 5.6 89.7 60.8 10.3 39.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 22 4 12 9 21 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 192,370
COMMITMENTS
10,998 41,394 11,191 167,225 131,874 189,414 184,459 2,956 7,911
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 4,912)
-13,874 3,527 5,704 10,226 -7,892 2,056 1,339 2,856 3,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 21.5 5.8 86.9 68.6 98.5 95.9 1.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
22 57 8 25 20 52 83
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 184,583
COMMITMENTS
39,042 41,909 2,648 126,489 107,399 168,179 151,956 16,404 32,627
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 3,148)
2,990 7,332 1,794 6,360 -16,074 11,144 -6,948 -7,996 10,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 22.7 1.4 68.5 58.2 91.1 82.3 8.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
19 35 11 26 30 55 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 169,663
COMMITMENTS
37,376 25,303 3,350 104,807 105,560 145,533 134,213 24,130 35,450
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 28,979)
15,756 -7,647 3,154 1,175 36,103 20,085 31,610 8,894 -2,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 14.9 2.0 61.8 62.2 85.8 79.1 14.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
23 25 7 19 25 46 53
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 401,812
COMMITMENTS
36,651 251,069 5,152 328,987 69,903 370,790 326,124 31,022 75,688
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 7,652)
-3,636 7,367 2,354 10,764 -1,422 9,482 8,299 -1,830 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 62.5 1.3 81.9 17.4 92.3 81.2 7.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
33 84 21 50 48 94 142
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,747
COMMITMENTS
14,382 14,948 118 4,892 3,794 19,392 18,860 355 887
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,294)
-19 635 -1,476 255 -636 -1,240 -1,477 -54 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.8 75.7 0.6 24.8 19.2 98.2 95.5 1.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 6 2 7 3 14 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,530
COMMITMENTS
6,575 12,105 152 13,207 6,024 19,934 18,281 1,596 3,249
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 77)
777 1,099 -6 -610 -988 161 105 -84 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 56.2 0.7 61.3 28.0 92.6 84.9 7.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 21 1 10 4 21 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,593,930
COMMITMENTS
733,866 1103779 1541648 5533575 4975431 7809089 7620858 784,841 973,072
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 23,069)
1,092 14,374 -111,349 104,750 127,072 -5,507 30,097 28,576 -7,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 12.8 17.9 64.4 57.9 90.9 88.7 9.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
47 56 82 128 138 221 238
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 933,308
COMMITMENTS
67,549 104,261 34,691 651,526 640,740 753,766 779,693 179,542 153,615
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 52,119)
-4,308 -8,912 12,312 32,934 38,505 40,938 41,905 11,181 10,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 11.2 3.7 69.8 68.7 80.8 83.5 19.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
92 115 63 234 241 369 380
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 300,032
COMMITMENTS
14,171 11,604 11,568 205,937 171,439 231,676 194,611 68,356 105,421
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 26,919)
2,366 2,351 4,477 19,142 11,666 25,985 18,494 934 8,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 3.9 3.9 68.6 57.1 77.2 64.9 22.8 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
13 12 10 63 53 83 71
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,166,379
COMMITMENTS
318,787 515,182 63,719 2227943 2346507 2610449 2925408 555,930 240,971
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 126,001)
-5,418 -28,362 11,221 68,962 134,194 74,765 117,053 51,236 8,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 16.3 2.0 70.4 74.1 82.4 92.4 17.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529)
90 112 54 215 223 340 356
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,175
COMMITMENTS
6,261 5,684 1,702 91,219 96,077 99,182 103,463 7,993 3,712
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 3,322)
-1,966 -1,458 1,056 4,983 4,592 4,073 4,190 -751 -868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 5.3 1.6 85.1 89.6 92.5 96.5 7.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
5 6 2 59 37 65 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 99,322
COMMITMENTS
15,452 11,714 3,660 72,674 78,905 91,786 94,279 7,536 5,043
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 611)
454 2,077 -432 1,296 -816 1,319 829 -708 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 11.8 3.7 73.2 79.4 92.4 94.9 7.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
45 35 12 70 94 122 136
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,740
COMMITMENTS
846 1,856 745 17,989 19,072 19,580 21,673 3,160 1,067
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -58)
-317 0 79 242 -373 4 -294 -62 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 8.2 3.3 79.1 83.9 86.1 95.3 13.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 13 7 15 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 382,912
COMMITMENTS
84,112 60,371 3,495 273,423 299,164 361,030 363,030 21,882 19,882
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 3,343)
2,272 8,798 -970 5,272 -2,214 6,574 5,614 -3,231 -2,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 15.8 0.9 71.4 78.1 94.3 94.8 5.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
45 34 11 62 90 114 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 158,833
COMMITMENTS
12,579 63,751 724 132,503 66,629 145,806 131,104 13,027 27,729
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 16,217)
-2,209 13,436 231 19,694 3,889 17,716 17,556 -1,499 -1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 40.1 0.5 83.4 41.9 91.8 82.5 8.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
17 38 9 24 23 45 66
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,501
COMMITMENTS
4,483 6,828 4,371 24,372 6,916 33,226 18,115 8,275 23,386
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 6,553)
529 -54 4,304 1,134 1,548 5,967 5,798 586 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 16.5 10.5 58.7 16.7 80.1 43.6 19.9 56.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 9 3 21 9 33 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,827
COMMITMENTS
10,776 4,333 8,204 42,152 19,402 61,132 31,939 7,695 36,888
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -2,408)
-2,005 1,135 1,895 2,338 6,505 2,228 9,535 -4,636 -11,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 6.3 11.9 61.2 28.2 88.8 46.4 11.2 53.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
14 9 5 27 20 43 32
Updated June 8, 2012