BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,412
COMMITMENTS
349 112 131 5,307 5,433 5,788 5,677 624 735
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 139)
6 18 -9 126 322 124 331 15 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 1.8 2.0 82.8 84.7 90.3 88.5 9.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 14 13 18 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,741
COMMITMENTS
6,823 3,995 12,165 28,455 24,520 47,443 40,681 5,298 12,061
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 1,677)
431 509 405 692 665 1,528 1,579 149 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 7.6 23.1 54.0 46.5 90.0 77.1 10.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 13 21 37 33 62 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 329,016
COMMITMENTS
65,661 61,760 103,720 127,643 118,850 297,024 284,330 31,992 44,686
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 7,932)
-6,834 -4,599 8,385 4,572 2,122 6,122 5,907 1,810 2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 18.8 31.5 38.8 36.1 90.3 86.4 9.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
98 102 130 68 76 233 258
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 463,110
COMMITMENTS
122,342 67,496 133,102 171,423 197,603 426,866 398,201 36,243 64,909
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 14,756)
1,458 1,165 11,276 397 3,827 13,132 16,268 1,624 -1,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 14.6 28.7 37.0 42.7 92.2 86.0 7.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
123 127 154 110 157 306 376
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,633
COMMITMENTS
4,183 3,869 952 2,837 3,292 7,972 8,112 1,661 1,521
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -535)
-145 -394 -204 -249 284 -598 -314 64 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 40.2 9.9 29.5 34.2 82.8 84.2 17.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
26 25 14 17 21 53 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,581
COMMITMENTS
14,742 7,091 12,490 14,366 10,384 41,598 29,965 8,983 20,615
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 2,035)
-563 1,235 354 1,065 -464 856 1,125 1,179 910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 14.0 24.7 28.4 20.5 82.2 59.2 17.8 40.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
43 50 44 54 64 119 141
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,611
COMMITMENTS
390 4,869 178 9,208 3,721 9,776 8,768 835 1,843
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 785)
7 296 -3 750 309 753 601 32 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 45.9 1.7 86.8 35.1 92.1 82.6 7.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 10 6 15 13 22 24
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 127,422
COMMITMENTS
9,085 6,413 3,258 114,418 117,635 126,761 127,306 661 116
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 26)
-221 95 0 246 -101 25 -6 1 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 5.0 2.6 89.8 92.3 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 3 2 16 16 21 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,387
COMMITMENTS
62,392 18,348 3,725 33,798 101,667 99,916 123,740 43,471 19,647
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 6,617)
4,686 -1,485 563 -939 8,655 4,310 7,734 2,307 -1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 12.8 2.6 23.6 70.9 69.7 86.3 30.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
35 15 12 24 28 68 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 41,069
COMMITMENTS
4,312 20,953 120 23,828 4,551 28,260 25,624 12,809 15,445
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -1,157)
-1,728 1,151 22 -2,164 -400 -3,870 773 2,713 -1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 51.0 0.3 58.0 11.1 68.8 62.4 31.2 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 13 2 9 10 15 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 162,405
COMMITMENTS
58,544 18,336 467 98,207 140,344 157,218 159,147 5,187 3,258
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -5,213)
-5,304 589 -113 1,296 -6,727 -4,121 -6,251 -1,092 1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 11.3 0.3 60.5 86.4 96.8 98.0 3.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
37 24 3 20 16 59 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 179,211
COMMITMENTS
47,086 40,124 1,703 93,249 115,299 142,037 157,126 37,173 22,085
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 17,745)
14,088 -6,330 145 -7,200 23,957 7,033 17,771 10,712 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 22.4 1.0 52.0 64.3 79.3 87.7 20.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
38 24 10 25 30 68 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 151,106
COMMITMENTS
12,399 68,342 6,054 119,722 32,268 138,174 106,664 12,931 44,442
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -5,903)
-4,351 -6,392 350 -3,829 1,800 -7,829 -4,242 1,926 -1,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 45.2 4.0 79.2 21.4 91.4 70.6 8.6 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
15 47 22 27 23 56 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 331,121
COMMITMENTS
35,230 147,358 31,582 231,064 80,018 297,876 258,958 33,245 72,163
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -10,356)
-4,032 -8,966 -1,728 -6,813 -867 -12,573 -11,561 2,217 1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 44.5 9.5 69.8 24.2 90.0 78.2 10.0 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
30 87 47 55 54 123 150
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,616
COMMITMENTS
15,277 14,517 1,256 3,661 4,008 20,194 19,781 422 835
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 2,917)
-539 831 1,090 2,282 645 2,833 2,566 84 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.1 70.4 6.1 17.8 19.4 98.0 95.9 2.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 3 2 6 4 16 9
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,126
COMMITMENTS
13,984 4,498 101 1,304 13,030 15,389 17,629 3,737 1,497
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -4,826)
-3,015 -562 101 -1,847 -4,171 -4,761 -4,632 -65 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.1 23.5 0.5 6.8 68.1 80.5 92.2 19.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
21 14 1 5 8 26 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,568,896
COMMITMENTS
831,892 644,639 4917175 6900368 6988462 12649435 12550277 919,461 1018620
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 270,339)
57,228 35,120 87,852 95,201 114,649 240,281 237,621 30,057 32,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 4.8 36.2 50.9 51.5 93.2 92.5 6.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
58 58 99 143 145 258 253
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 928,410
COMMITMENTS
83,383 109,446 54,258 630,712 634,312 768,353 798,017 160,056 130,393
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -17,297)
-8,301 1,771 -8,750 -4,787 -16,283 -21,839 -23,263 4,542 5,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 11.8 5.8 67.9 68.3 82.8 86.0 17.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 560)
108 114 98 244 236 403 397
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 308,151
COMMITMENTS
11,746 9,626 21,563 203,248 196,239 236,557 227,428 71,594 80,723
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -4,448)
-2,819 2,987 -2,819 -663 -9,670 -6,302 -9,502 1,854 5,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.1 7.0 66.0 63.7 76.8 73.8 23.2 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
14 17 26 75 60 104 88
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,101,292
COMMITMENTS
388,423 529,340 133,238 2137320 2190364 2658981 2852941 442,311 248,351
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -64,244)
-28,150 -6,824 -28,916 -20,620 -33,065 -77,686 -68,805 13,441 4,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 17.1 4.3 68.9 70.6 85.7 92.0 14.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
103 108 89 213 217 362 368
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,887
COMMITMENTS
12,254 8,991 53 79,775 87,900 92,082 96,944 8,805 3,943
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 862)
-1,559 814 53 2,627 -272 1,121 595 -260 266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 8.9 0.1 79.1 87.1 91.3 96.1 8.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
9 8 2 59 33 69 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 100,151
COMMITMENTS
28,385 6,565 2,228 58,176 84,920 88,788 93,712 11,363 6,439
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -3,758)
-1,787 -2 178 -2,589 -3,113 -4,198 -2,937 441 -820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 6.6 2.2 58.1 84.8 88.7 93.6 11.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
73 33 16 78 83 161 123
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 15,228
COMMITMENTS
817 489 474 8,535 13,193 9,826 14,156 5,402 1,072
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 2,232)
145 3 474 1,546 1,519 2,165 1,996 67 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 3.2 3.1 56.0 86.6 64.5 93.0 35.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 7 10 10 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 424,617
COMMITMENTS
141,934 34,474 4,674 248,204 358,633 394,812 397,781 29,805 26,836
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -29,946)
-8,755 878 -2,386 -20,675 -23,158 -31,816 -24,666 1,871 -5,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 8.1 1.1 58.5 84.5 93.0 93.7 7.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
74 32 16 75 80 158 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 156,853
COMMITMENTS
80,454 34,636 4,768 44,734 94,418 129,956 133,822 26,897 23,031
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -806)
-3,300 -217 389 5,043 -2,839 2,132 -2,667 -2,938 1,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 22.1 3.0 28.5 60.2 82.9 85.3 17.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
30 23 14 21 27 60 55
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,814
COMMITMENTS
9,900 14,090 0 25,541 4,875 35,441 18,965 6,373 22,849
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -957)
136 -568 0 -570 35 -434 -533 -523 -424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 33.7 0.0 61.1 11.7 84.8 45.4 15.2 54.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 7 0 19 5 34 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 63,583
COMMITMENTS
16,269 4,090 7,333 27,305 17,980 50,907 29,403 12,676 34,180
CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 691)
455 667 -17 300 3,528 738 4,178 -47 -3,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 6.4 11.5 42.9 28.3 80.1 46.2 19.9 53.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 6 3 22 19 35 26
Updated April 27, 2012