BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,817
COMMITMENTS
190 153 115 4,904 4,951 5,208 5,219 609 598
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 87)
-1 33 3 29 80 30 116 57 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.6 2.0 84.3 85.1 89.5 89.7 10.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 2 14 12 18 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,158
COMMITMENTS
6,144 3,862 10,748 24,324 21,391 41,216 36,001 4,941 10,156
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -1,449)
-279 64 -457 -711 -362 -1,447 -756 -2 -694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 8.4 23.3 52.7 46.3 89.3 78.0 10.7 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
16 14 20 38 33 62 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,011
COMMITMENTS
63,768 64,182 110,663 123,656 111,635 298,086 286,480 32,925 44,531
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -1,851)
1,532 -8,887 3,439 -5,526 3,655 -554 -1,792 -1,296 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 19.4 33.4 37.4 33.7 90.1 86.5 9.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
92 105 126 80 86 238 268
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 447,595
COMMITMENTS
120,684 49,769 135,572 161,896 197,092 418,152 382,432 29,443 65,163
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -1,082)
2,212 -10,162 9,128 -7,544 -271 3,796 -1,305 -4,877 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 11.1 30.3 36.2 44.0 93.4 85.4 6.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
121 110 152 110 163 305 362
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,912
COMMITMENTS
3,885 3,214 1,528 2,687 3,681 8,100 8,423 1,812 1,489
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 438)
274 248 -2 -64 147 208 393 230 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 32.4 15.4 27.1 37.1 81.7 85.0 18.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
37 18 15 19 22 66 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,416
COMMITMENTS
17,172 8,192 11,708 12,910 10,651 41,789 30,551 8,627 19,866
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,416)
884 -119 1,085 -269 414 1,701 1,380 -284 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 16.2 23.2 25.6 21.1 82.9 60.6 17.1 39.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
67 40 41 54 72 139 137
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,060
COMMITMENTS
500 4,866 295 9,563 5,447 10,358 10,608 702 452
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 94)
1 -57 102 104 174 207 218 -113 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 44.0 2.7 86.5 49.2 93.6 95.9 6.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 9 10 18 16 29 29
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 109,579
COMMITMENTS
7,784 5,630 3,353 98,049 100,328 109,186 109,311 393 268
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -22,225)
-957 -774 65 -21,132 -20,275 -22,024 -20,984 -201 -1,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 5.1 3.1 89.5 91.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 2 16 16 19 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 145,799
COMMITMENTS
57,902 18,093 4,832 44,442 96,021 107,176 118,947 38,623 26,852
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -5,774)
-7,917 3,035 715 2,500 -13,873 -4,702 -10,123 -1,072 4,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 12.4 3.3 30.5 65.9 73.5 81.6 26.5 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
26 19 11 25 25 55 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 73,203
COMMITMENTS
4,841 39,752 275 58,444 3,766 63,560 43,793 9,643 29,410
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 8,513)
-1,286 6,931 181 10,927 -204 9,821 6,908 -1,309 1,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 54.3 0.4 79.8 5.1 86.8 59.8 13.2 40.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 20 2 12 9 17 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 189,254
COMMITMENTS
22,415 38,531 6,678 157,080 137,046 186,173 182,255 3,081 6,999
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 14,868)
-13,442 17,119 1,627 27,944 -5,440 16,129 13,306 -1,261 1,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 20.4 3.5 83.0 72.4 98.4 96.3 1.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
31 46 10 24 22 63 72
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 190,928
COMMITMENTS
41,052 29,547 2,769 118,250 135,459 162,072 167,775 28,856 23,153
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -13,780)
-16,388 -3,067 1,173 13,661 -15,800 -1,554 -17,694 -12,226 3,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 15.5 1.5 61.9 70.9 84.9 87.9 15.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
27 20 10 26 32 57 58
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 155,118
COMMITMENTS
20,392 38,314 5,704 110,990 66,988 137,086 111,006 18,032 44,112
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 4,775)
2,833 -13,508 1,407 -1,743 18,945 2,497 6,843 2,279 -2,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 24.7 3.7 71.6 43.2 88.4 71.6 11.6 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
15 39 15 23 24 50 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 444,126
COMMITMENTS
35,053 229,365 46,043 324,255 86,178 405,351 361,586 38,775 82,540
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 23,602)
-5,186 16,520 4,512 22,347 3,911 21,673 24,942 1,930 -1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 51.6 10.4 73.0 19.4 91.3 81.4 8.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
32 91 49 55 57 120 164
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,542
COMMITMENTS
14,500 15,147 1,160 4,268 3,243 19,928 19,550 614 992
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 283)
130 1 -11 467 268 586 258 -303 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.6 73.7 5.6 20.8 15.8 97.0 95.2 3.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 4 3 7 5 17 12
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,439
COMMITMENTS
8,418 9,927 0 11,398 8,145 19,816 18,072 1,623 3,367
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 4,176)
-706 3,400 -162 5,936 -578 5,068 2,660 -892 1,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 46.3 0.0 53.2 38.0 92.4 84.3 7.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 23 0 12 5 22 28
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,702,139
COMMITMENTS
654,267 798,547 5196656 7029223 6622498 12880146 12617701 821,993 1084438
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -256,125)
-138,092 -53,566 -34,385 -80,910 -187,014 -253,388 -274,965 -2,738 18,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.8 37.9 51.3 48.3 94.0 92.1 6.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
58 62 103 140 142 254 259
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,036,810
COMMITMENTS
74,400 104,640 71,961 710,158 706,409 856,519 883,010 180,291 153,800
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,727)
-12,475 7,388 -11,388 19,613 -6,059 -4,250 -10,058 5,977 11,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 10.1 6.9 68.5 68.1 82.6 85.2 17.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566)
102 119 97 245 249 403 410
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 361,992
COMMITMENTS
13,675 11,251 31,016 239,079 218,793 283,769 261,060 78,222 100,932
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 6,773)
-1,654 -2,481 -3,872 9,489 1,913 3,963 -4,440 2,811 11,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.1 8.6 66.0 60.4 78.4 72.1 21.6 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
17 16 24 78 64 108 92
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,374,094
COMMITMENTS
346,649 509,972 161,702 2355399 2438078 2863750 3109753 510,344 264,342
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -25,230)
-63,848 39,602 -27,836 50,623 -39,859 -41,061 -28,094 15,831 2,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 15.1 4.8 69.8 72.3 84.9 92.2 15.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 528)
97 110 87 220 230 365 379
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,516
COMMITMENTS
6,956 6,464 2,557 87,210 91,858 96,723 100,879 8,793 4,637
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 3,460)
-4,519 -242 2,540 5,212 1,689 3,233 3,987 226 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 6.1 2.4 82.7 87.1 91.7 95.6 8.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
8 7 2 54 33 63 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 102,944
COMMITMENTS
17,703 9,042 6,386 70,398 82,030 94,487 97,458 8,456 5,485
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -1,958)
-4,803 891 1,427 1,825 -4,758 -1,552 -2,441 -406 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 8.8 6.2 68.4 79.7 91.8 94.7 8.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
51 40 20 79 92 143 139
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,456
COMMITMENTS
1,135 2,101 656 16,742 18,831 18,533 21,588 3,923 868
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,188)
-576 740 27 1,247 370 698 1,137 490 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 9.4 2.9 74.6 83.9 82.5 96.1 17.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 1 13 8 16 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 402,436
COMMITMENTS
96,365 48,230 15,125 268,280 315,996 379,771 379,352 22,666 23,085
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -15,728)
-19,821 2,068 5,683 2,888 -25,639 -11,250 -17,888 -4,478 2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 12.0 3.8 66.7 78.5 94.4 94.3 5.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
53 37 18 72 88 136 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,310
COMMITMENTS
29,936 47,005 8,329 96,659 72,138 134,925 127,472 22,386 29,838
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -872)
-21,363 70 2,187 18,113 -5,295 -1,063 -3,037 192 2,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 29.9 5.3 61.4 45.9 85.8 81.0 14.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
14 40 17 22 27 50 70
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,095
COMMITMENTS
3,931 7,789 0 23,325 5,300 27,256 13,089 7,839 22,006
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: -424)
-85 610 0 -383 -81 -468 529 44 -953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 22.2 0.0 66.5 15.1 77.7 37.3 22.3 62.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 7 0 19 6 29 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,620
COMMITMENTS
13,109 3,779 6,799 36,842 13,083 56,750 23,661 11,870 44,959
CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,999)
-26 149 186 6,478 -3,351 6,638 -3,016 -4,639 5,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 5.5 9.9 53.7 19.1 82.7 34.5 17.3 65.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
13 7 2 24 17 38 25
Updated May 25, 2012