BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 6,464
COMMITMENTS
323 126 134 5,366 5,406 5,824 5,667 640 796
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 52)
-26 14 3 59 -27 36 -10 16 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.0 2.1 83.0 83.6 90.1 87.7 9.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 14 12 18 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,100
COMMITMENTS
7,048 4,415 12,259 28,502 24,736 47,809 41,410 5,291 11,691
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 359)
225 420 94 47 215 366 729 -7 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 8.3 23.1 53.7 46.6 90.0 78.0 10.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 20 23 38 35 64 66
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,495
COMMITMENTS
63,256 65,871 108,223 129,929 114,949 301,409 289,044 32,086 44,451
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 4,479)
-2,405 4,111 4,503 2,286 -3,900 4,385 4,714 94 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 19.8 32.5 39.0 34.5 90.4 86.7 9.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
101 114 147 71 78 256 276
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 454,891
COMMITMENTS
120,437 66,589 128,123 171,483 198,390 420,044 393,102 34,847 61,788
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -8,219)
-1,905 -906 -4,978 60 786 -6,823 -5,099 -1,397 -3,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 14.6 28.2 37.7 43.6 92.3 86.4 7.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
135 116 152 112 161 310 378
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,158
COMMITMENTS
3,735 3,177 868 2,792 3,520 7,396 7,565 1,763 1,593
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -475)
-447 -692 -83 -45 228 -576 -547 101 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 34.7 9.5 30.5 38.4 80.8 82.6 19.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
31 20 14 18 22 58 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,281
COMMITMENTS
14,876 8,442 11,244 14,402 10,205 40,521 29,890 8,760 19,391
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,300)
134 1,350 -1,247 36 -179 -1,076 -75 -223 -1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 17.1 22.8 29.2 20.7 82.2 60.7 17.8 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
36 52 39 52 62 115 130
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,104
COMMITMENTS
417 5,249 156 9,604 3,797 10,177 9,203 928 1,901
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 493)
26 380 -22 396 77 400 435 93 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 47.3 1.4 86.5 34.2 91.6 82.9 8.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 11 7 16 13 24 25
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 127,909
COMMITMENTS
9,131 6,536 3,258 114,938 118,000 127,327 127,794 582 115
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 486)
46 123 0 519 364 565 487 -79 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 5.1 2.5 89.9 92.3 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 3 2 16 16 22 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,283
COMMITMENTS
83,703 13,946 4,022 32,991 134,897 120,717 152,866 51,566 19,417
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 28,896)
21,311 -4,402 297 -807 33,230 20,801 29,126 8,095 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 8.1 2.3 19.1 78.3 70.1 88.7 29.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
38 15 12 23 29 71 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 42,582
COMMITMENTS
5,692 20,003 123 22,847 7,786 28,662 27,912 13,920 14,670
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,513)
1,380 -950 3 -980 3,235 403 2,288 1,111 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 47.0 0.3 53.7 18.3 67.3 65.5 32.7 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 12 3 10 12 19 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 156,499
COMMITMENTS
57,907 15,862 570 92,134 137,335 150,611 153,767 5,888 2,732
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -5,906)
-637 -2,474 103 -6,073 -3,009 -6,607 -5,380 701 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 10.1 0.4 58.9 87.8 96.2 98.3 3.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
44 21 4 19 20 65 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 195,493
COMMITMENTS
52,512 36,912 2,341 98,109 135,376 152,962 174,630 42,531 20,864
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 16,282)
5,426 -3,212 639 4,861 20,077 10,925 17,504 5,358 -1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 18.9 1.2 50.2 69.2 78.2 89.3 21.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
38 23 9 25 33 70 58
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 154,940
COMMITMENTS
13,300 64,936 6,623 121,543 35,230 141,465 106,789 13,475 48,152
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 3,835)
900 -3,406 569 1,821 2,962 3,291 125 544 3,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 41.9 4.3 78.4 22.7 91.3 68.9 8.7 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
14 46 21 26 22 55 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 321,316
COMMITMENTS
33,938 138,622 30,664 222,762 78,772 287,363 248,058 33,953 73,258
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -9,805)
-1,292 -8,736 -918 -8,302 -1,246 -10,513 -10,900 708 1,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 43.1 9.5 69.3 24.5 89.4 77.2 10.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
29 81 48 57 56 121 150
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,898
COMMITMENTS
13,597 14,503 1,264 3,571 2,383 18,432 18,150 466 748
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -1,718)
-1,680 -14 8 -90 -1,625 -1,762 -1,631 44 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.9 76.7 6.7 18.9 12.6 97.5 96.0 2.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 3 2 6 3 16 8
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,815
COMMITMENTS
12,155 4,130 125 3,302 14,182 15,582 18,437 4,233 1,378
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 689)
-1,829 -368 24 1,998 1,152 193 808 496 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.3 20.8 0.6 16.7 71.6 78.6 93.0 21.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 12 1 8 8 26 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,821,372
COMMITMENTS
932,332 692,194 5031360 6949462 7085091 12913153 12808645 908,218 1012727
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 252,475)
100,439 47,555 114,185 49,094 96,629 263,718 258,369 -11,243 -5,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 5.0 36.4 50.3 51.3 93.4 92.7 6.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
57 60 99 144 146 265 249
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 946,557
COMMITMENTS
93,784 96,970 62,240 631,718 660,914 787,743 820,124 158,814 126,433
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 18,148)
10,402 -12,476 7,982 1,006 26,602 19,390 22,107 -1,242 -3,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 10.2 6.6 66.7 69.8 83.2 86.6 16.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 579)
127 112 104 242 238 421 403
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 314,345
COMMITMENTS
16,088 5,679 24,364 202,275 206,301 242,727 236,344 71,617 78,001
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 6,194)
4,342 -3,947 2,801 -973 10,061 6,170 8,915 23 -2,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.8 7.8 64.3 65.6 77.2 75.2 22.8 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
13 21 29 77 65 112 94
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,161,064
COMMITMENTS
424,717 492,691 153,146 2147216 2273065 2725079 2918901 435,985 242,162
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 59,772)
36,294 -36,649 19,908 9,896 82,701 66,099 65,960 -6,327 -6,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 15.6 4.8 67.9 71.9 86.2 92.3 13.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
121 106 92 213 217 378 371
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 98,838
COMMITMENTS
15,148 8,850 50 72,864 86,585 88,062 95,485 10,776 3,353
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -2,049)
2,894 -141 -3 -6,911 -1,315 -4,020 -1,459 1,971 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 9.0 0.1 73.7 87.6 89.1 96.6 10.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
13 8 2 56 32 70 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 100,249
COMMITMENTS
25,666 6,439 2,881 60,764 83,712 89,311 93,032 10,938 7,218
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 98)
-2,718 -126 653 2,588 -1,208 523 -681 -425 779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 6.4 2.9 60.6 83.5 89.1 92.8 10.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
81 33 18 82 83 173 124
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 16,490
COMMITMENTS
1,474 957 548 9,597 14,023 11,619 15,528 4,871 962
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 1,262)
657 468 74 1,062 830 1,793 1,372 -531 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 5.8 3.3 58.2 85.0 70.5 94.2 29.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 3 1 7 10 11 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 418,798
COMMITMENTS
127,746 34,194 4,880 255,835 348,444 388,462 387,518 30,337 31,281
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -5,819)
-14,187 -280 206 7,631 -10,190 -6,350 -10,263 531 4,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 8.2 1.2 61.1 83.2 92.8 92.5 7.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
80 31 16 79 79 168 117
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,802
COMMITMENTS
88,669 36,519 5,183 33,238 95,506 127,090 137,208 30,712 20,594
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 949)
8,214 1,884 415 -11,495 1,088 -2,866 3,386 3,815 -2,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 23.1 3.3 21.1 60.5 80.5 86.9 19.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 25 15 18 25 59 54
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,151
COMMITMENTS
9,415 14,182 0 25,741 4,895 35,156 19,077 6,995 23,074
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 337)
-485 92 0 200 20 -285 112 622 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 33.6 0.0 61.1 11.6 83.4 45.3 16.6 54.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 7 0 19 5 32 12
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,562
COMMITMENTS
16,948 3,626 7,686 29,609 15,537 54,243 26,849 12,319 39,713
CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 2,979)
679 -464 353 2,304 -2,443 3,336 -2,554 -357 5,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 5.4 11.5 44.5 23.3 81.5 40.3 18.5 59.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 7 4 21 18 38 27
Updated May 4, 2012