BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,160
COMMITMENTS
344 1,207 3 2,027 1,624 2,374 2,834 786 326
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 178)
-3 22 0 140 149 137 171 41 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 38.2 0.1 64.1 51.4 75.1 89.7 24.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 1 10 10 13 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,758
COMMITMENTS
4,269 4,026 627 22,745 23,113 27,641 27,766 5,117 4,992
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,471)
-27 -78 241 99 558 313 721 1,158 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 12.3 1.9 69.4 70.6 84.4 84.8 15.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 10 16 32 32 54 52
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 224,601
COMMITMENTS
52,360 44,816 40,813 107,799 106,021 200,972 191,650 23,629 32,951
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 5,479)
-2,040 4,837 4,687 2,764 -4,475 5,411 5,049 68 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 20.0 18.2 48.0 47.2 89.5 85.3 10.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
85 81 101 51 69 188 215
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 345,379
COMMITMENTS
115,013 62,726 46,546 158,048 168,436 319,607 277,708 25,772 67,671
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -6,278)
-790 4,210 -5,451 -246 -3,233 -6,487 -4,474 209 -1,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 18.2 13.5 45.8 48.8 92.5 80.4 7.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
102 92 106 74 158 231 313
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,966
COMMITMENTS
4,413 4,999 304 3,209 2,558 7,926 7,861 2,040 2,105
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 104)
24 632 17 -75 -483 -34 166 138 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 50.2 3.1 32.2 25.7 79.5 78.9 20.5 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
29 40 7 11 16 42 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,128
COMMITMENTS
17,002 4,965 3,706 11,551 9,030 32,259 17,701 5,869 20,427
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -805)
156 300 -250 -738 -632 -832 -582 27 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.6 13.0 9.7 30.3 23.7 84.6 46.4 15.4 53.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
43 28 40 36 60 97 116
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 99,819
COMMITMENTS
6,440 0 0 92,703 99,487 99,143 99,487 676 332
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 599)
-983 -355 0 1,488 879 505 524 94 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 0.0 0.0 92.9 99.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 0 0 16 14 21 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,386
COMMITMENTS
36,008 9,717 154 40,314 97,727 76,476 107,598 46,910 15,788
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,908)
-6,690 4,222 0 10,210 -1,800 3,520 2,422 -1,612 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 7.9 0.1 32.7 79.2 62.0 87.2 38.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
33 12 2 25 24 59 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 68,304
COMMITMENTS
24,409 8,748 0 15,232 49,224 39,641 57,972 28,663 10,332
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -4,008)
-3,496 -2,821 -280 -1,344 -625 -5,120 -3,726 1,112 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 12.8 0.0 22.3 72.1 58.0 84.9 42.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 8 0 10 11 25 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 147,582
COMMITMENTS
112,311 7,399 134 27,601 138,080 140,046 145,613 7,536 1,969
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -10,804)
-10,781 2,372 -112 970 -13,140 -9,923 -10,880 -881 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.1 5.0 0.1 18.7 93.6 94.9 98.7 5.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
71 15 1 20 21 91 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 103,753
COMMITMENTS
30,327 31,255 296 42,237 49,692 72,860 81,243 30,893 22,510
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -4,364)
-11,041 8,005 274 11,498 -16,231 731 -7,952 -5,095 3,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 30.1 0.3 40.7 47.9 70.2 78.3 29.8 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
25 26 3 29 26 57 52
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 103,453
COMMITMENTS
38,016 22,643 242 40,617 43,409 78,875 66,294 24,578 37,159
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,164)
1,916 -403 52 38 1,513 2,006 1,162 -842 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 21.9 0.2 39.3 42.0 76.2 64.1 23.8 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
22 32 8 20 26 47 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 250,533
COMMITMENTS
89,941 48,296 1,133 105,953 157,756 197,027 207,185 53,506 43,348
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 7,606)
-8,113 11,689 -81 22,658 -5,271 14,464 6,337 -6,858 1,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 19.3 0.5 42.3 63.0 78.6 82.7 21.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
50 51 20 44 50 104 111
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,636
COMMITMENTS
22,518 9,894 0 3,827 18,443 26,345 28,337 3,291 1,299
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -868)
-310 780 -5 1 -1,606 -314 -831 -554 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.0 33.4 0.0 12.9 62.2 88.9 95.6 11.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 11 0 4 15 20 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,031,981
COMMITMENTS
1389210 1025346 1033077 6635043 6928560 9057330 8986983 974,651 1044998
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 58,317)
107,644 32,037 79,637 -136,143 -35,220 51,138 76,454 7,179 -18,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 10.2 10.3 66.1 69.1 90.3 89.6 9.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
56 72 90 137 151 260 255
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 870,469
COMMITMENTS
80,938 85,862 24,067 595,871 635,850 700,875 745,779 169,593 124,690
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 7,293)
-1,228 -2,034 6,731 4,315 -885 9,817 3,811 -2,524 3,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 9.9 2.8 68.5 73.0 80.5 85.7 19.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
113 103 56 227 217 367 350
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 325,360
COMMITMENTS
15,952 27,485 2,327 186,249 252,995 204,528 282,807 120,832 42,553
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 3,726)
-243 3,407 665 842 -2,582 1,264 1,490 2,462 2,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 8.4 0.7 57.2 77.8 62.9 86.9 37.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
12 22 7 59 57 74 83
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,725,544
COMMITMENTS
394,409 361,364 39,219 2048109 1914276 2481737 2314859 243,807 410,685
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 17,837)
12,229 -10,051 13,172 17,366 8,484 42,767 11,605 -24,930 6,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 13.3 1.4 75.1 70.2 91.1 84.9 8.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 517)
112 95 41 198 198 328 316
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 114,146
COMMITMENTS
9,714 8,858 621 95,502 101,006 105,837 110,485 8,309 3,661
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -882)
-3,328 -55 614 2,853 -2,033 139 -1,474 -1,021 592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 7.8 0.5 83.7 88.5 92.7 96.8 7.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
12 7 2 51 39 64 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 93,078
COMMITMENTS
22,330 5,324 4,647 56,731 79,007 83,708 88,978 9,369 4,100
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -11,254)
-6,771 -1,228 -3,848 -221 -6,592 -10,839 -11,667 -415 413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 5.7 5.0 61.0 84.9 89.9 95.6 10.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
78 25 18 83 86 166 125
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,513
COMMITMENTS
3,567 978 0 12,996 18,570 16,563 19,548 3,950 965
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -3,942)
-4,484 -19 0 471 -3,945 -4,013 -3,964 71 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 4.8 0.0 63.4 90.5 80.7 95.3 19.3 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 2 0 14 12 19 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 362,823
COMMITMENTS
113,464 41,376 3,589 218,674 302,183 335,727 347,148 27,096 15,675
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -36,560)
-31,915 -26,526 1,244 -3,459 -13,233 -34,130 -38,515 -2,430 1,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 11.4 1.0 60.3 83.3 92.5 95.7 7.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
75 27 15 75 81 154 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 115,090
COMMITMENTS
61,179 10,260 134 20,488 88,124 81,801 98,518 33,289 16,572
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -13,224)
-11,692 -2,290 -222 -1,640 -8,742 -13,554 -11,254 330 -1,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.2 8.9 0.1 17.8 76.6 71.1 85.6 28.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
30 16 3 14 21 44 40
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,211
COMMITMENTS
15,500 7,598 3,634 21,658 19,052 40,792 30,284 7,419 17,927
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -1,481)
-2,092 1,593 12 -24 -4,356 -2,104 -2,751 623 1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 15.8 7.5 44.9 39.5 84.6 62.8 15.4 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 12 1 21 17 37 30
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,272
COMMITMENTS
11,024 10,033 3,951 35,630 36,642 50,605 50,626 6,667 6,646
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -3,065)
-823 -6,257 822 -114 917 -115 -4,518 -2,950 1,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 17.5 6.9 62.2 64.0 88.4 88.4 11.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 14 6 24 27 44 43
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,728
COMMITMENTS
3,716 946 300 23,029 27,537 27,045 28,783 3,683 1,945
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -690)
-694 -219 30 71 -118 -593 -307 -97 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 3.1 1.0 74.9 89.6 88.0 93.7 12.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 3 1 22 24 30 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 39,818
COMMITMENTS
11,082 2,124 17 21,279 34,863 32,378 37,004 7,440 2,814
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -416)
-793 0 0 440 -724 -353 -724 -63 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 5.3 0.0 53.4 87.6 81.3 92.9 18.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 6 1 21 18 38 25
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 10,597
COMMITMENTS
4,884 2,098 13 4,247 8,042 9,144 10,153 1,453 444
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -2,587)
-653 1,279 -870 -629 -2,677 -2,152 -2,268 -435 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.1 19.8 0.1 40.1 75.9 86.3 95.8 13.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 4 1 5 2 15 6
Updated May 20, 2011