BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,811
COMMITMENTS
192 168 107 4,892 4,975 5,191 5,251 620 560
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -6)
2 16 -7 -12 24 -17 32 11 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.9 1.8 84.2 85.6 89.3 90.4 10.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 2 13 12 17 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,403
COMMITMENTS
6,818 3,700 11,019 24,568 22,419 42,405 37,137 4,998 10,266
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,246)
674 -163 271 244 1,028 1,189 1,136 57 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 7.8 23.2 51.8 47.3 89.5 78.3 10.5 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 12 22 39 33 65 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 335,328
COMMITMENTS
65,487 62,864 111,760 125,661 116,210 302,908 290,834 32,420 44,493
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 4,316)
1,719 -1,318 1,098 2,005 4,575 4,821 4,355 -505 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 18.7 33.3 37.5 34.7 90.3 86.7 9.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
85 116 134 80 84 242 271
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 446,622
COMMITMENTS
116,100 44,118 137,300 163,336 201,106 416,735 382,524 29,887 64,099
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -973)
-4,584 -5,650 1,728 1,440 4,014 -1,416 91 444 -1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 9.9 30.7 36.6 45.0 93.3 85.6 6.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
132 94 153 110 163 306 358
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,881
COMMITMENTS
4,010 3,222 1,511 2,597 3,864 8,118 8,596 1,763 1,285
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -31)
124 8 -17 -90 182 18 173 -49 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 32.6 15.3 26.3 39.1 82.2 87.0 17.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
37 17 16 18 24 66 50
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,384
COMMITMENTS
14,782 6,971 9,915 12,543 10,086 37,240 26,972 8,144 18,412
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -5,032)
-2,390 -1,221 -1,793 -366 -565 -4,549 -3,578 -483 -1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 15.4 21.8 27.6 22.2 82.1 59.4 17.9 40.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
66 38 40 50 68 135 130
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 11,249
COMMITMENTS
228 4,934 288 10,024 5,635 10,539 10,857 710 391
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 188)
-272 68 -7 461 189 181 250 7 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 43.9 2.6 89.1 50.1 93.7 96.5 6.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 11 10 19 16 29 30
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 109,024
COMMITMENTS
6,102 5,520 5,034 97,676 98,211 108,812 108,765 212 259
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -555)
-1,682 -110 1,681 -373 -2,117 -374 -546 -181 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.1 4.6 89.6 90.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 3 16 16 19 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,409
COMMITMENTS
48,866 13,132 7,248 51,381 94,884 107,495 115,265 35,914 28,145
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -2,390)
-9,036 -4,961 2,416 6,939 -1,137 319 -3,682 -2,709 1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 9.2 5.1 35.8 66.2 75.0 80.4 25.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
26 22 18 24 25 60 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 73,961
COMMITMENTS
6,794 37,410 729 58,530 5,230 66,053 43,369 7,908 30,593
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 758)
1,954 -2,342 454 86 1,463 2,494 -425 -1,736 1,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 50.6 1.0 79.1 7.1 89.3 58.6 10.7 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 20 4 13 12 23 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 187,458
COMMITMENTS
24,872 37,867 5,487 156,999 139,766 187,358 183,120 100 4,338
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,796)
2,457 -664 -1,191 -81 2,720 1,185 865 -2,981 -2,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 20.2 2.9 83.8 74.6 99.9 97.7 0.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
28 53 8 22 21 56 77
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 189,686
COMMITMENTS
36,167 33,340 4,185 122,449 128,185 162,801 165,709 26,886 23,977
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,241)
-4,885 3,793 1,416 4,198 -7,274 729 -2,066 -1,970 824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 17.6 2.2 64.6 67.6 85.8 87.4 14.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 24 11 27 31 61 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 153,657
COMMITMENTS
21,708 32,966 5,309 108,832 73,192 135,850 111,467 17,807 42,190
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,461)
1,317 -5,348 -395 -2,158 6,204 -1,236 461 -225 -1,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 21.5 3.5 70.8 47.6 88.4 72.5 11.6 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
17 39 14 23 25 50 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 484,430
COMMITMENTS
41,957 242,084 60,663 339,289 96,238 441,909 398,985 42,521 85,445
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 40,304)
6,904 12,718 14,621 15,033 10,060 36,558 37,399 3,746 2,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 50.0 12.5 70.0 19.9 91.2 82.4 8.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
36 95 55 54 58 131 167
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 21,041
COMMITMENTS
14,401 14,313 1,594 4,637 4,430 20,632 20,337 409 704
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 499)
-99 -834 434 369 1,187 704 787 -205 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.4 68.0 7.6 22.0 21.1 98.1 96.7 1.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 3 4 8 5 18 12
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,453
COMMITMENTS
5,798 11,006 158 13,817 7,012 19,773 18,176 1,680 3,277
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 14)
-2,620 1,079 158 2,419 -1,133 -43 104 57 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 51.3 0.7 64.4 32.7 92.2 84.7 7.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 20 2 10 4 19 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,700,836
COMMITMENTS
669,200 798,923 5195563 7029480 6649152 12894244 12643638 806,592 1057198
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,303)
14,933 375 -1,093 258 26,654 14,098 25,937 -15,401 -27,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.8 37.9 51.3 48.5 94.1 92.3 5.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
56 65 104 143 147 258 265
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,041,519
COMMITMENTS
71,658 109,532 70,749 718,800 704,730 861,207 885,012 180,312 156,508
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 4,709)
-2,742 4,892 -1,212 8,642 -1,679 4,688 2,002 21 2,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 10.5 6.8 69.0 67.7 82.7 85.0 17.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
100 130 99 248 253 406 425
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 359,761
COMMITMENTS
12,364 8,331 31,579 240,141 214,942 284,085 254,852 75,676 104,909
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -2,231)
-1,311 -2,920 564 1,063 -3,851 315 -6,207 -2,546 3,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.3 8.8 66.8 59.7 79.0 70.8 21.0 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
18 16 28 78 65 110 96
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,408,792
COMMITMENTS
325,003 534,540 167,317 2393293 2448941 2885613 3150798 523,179 257,995
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 34,698)
-21,646 24,567 5,615 37,894 10,863 21,863 41,045 12,835 -6,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 15.7 4.9 70.2 71.8 84.7 92.4 15.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536)
93 122 86 224 232 368 389
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 103,873
COMMITMENTS
8,227 7,142 646 86,236 91,485 95,109 99,273 8,764 4,600
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -1,643)
1,271 678 -1,911 -974 -373 -1,614 -1,606 -29 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 6.9 0.6 83.0 88.1 91.6 95.6 8.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
8 9 2 53 31 62 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 100,176
COMMITMENTS
15,061 9,485 4,583 72,127 80,683 91,771 94,752 8,405 5,424
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -2,768)
-2,642 444 -1,804 1,729 -1,347 -2,716 -2,707 -51 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 9.5 4.6 72.0 80.5 91.6 94.6 8.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
49 36 22 75 89 138 134
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,808
COMMITMENTS
1,163 1,856 666 17,747 19,445 19,576 21,967 3,232 841
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 352)
28 -245 10 1,005 614 1,043 379 -691 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 8.1 2.9 77.8 85.3 85.8 96.3 14.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 1 13 8 16 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 386,837
COMMITMENTS
82,155 50,812 6,919 271,899 306,192 360,973 363,923 25,863 22,914
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -15,600)
-14,210 2,582 -8,207 3,619 -9,804 -18,797 -15,429 3,198 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 13.1 1.8 70.3 79.2 93.3 94.1 6.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
49 36 21 68 85 131 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 162,028
COMMITMENTS
14,217 50,378 9,610 119,900 69,938 143,727 129,926 18,301 32,102
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 4,718)
-15,719 3,373 1,280 23,241 -2,200 8,803 2,454 -4,085 2,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 31.1 5.9 74.0 43.2 88.7 80.2 11.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
18 36 17 24 28 52 71
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 34,948
COMMITMENTS
3,954 6,882 67 23,238 5,368 27,259 12,317 7,689 22,631
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: -147)
23 -907 67 -87 68 3 -772 -150 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 19.7 0.2 66.5 15.4 78.0 35.2 22.0 64.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 7 1 18 7 27 15
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 71,235
COMMITMENTS
12,781 3,198 6,309 39,814 12,897 58,904 22,404 12,331 48,831
CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,615)
-328 -581 -490 2,972 -186 2,154 -1,257 461 3,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 4.5 8.9 55.9 18.1 82.7 31.5 17.3 68.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 6 2 23 17 37 24
Updated June 5, 2012