BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,492
COMMITMENTS
362 1,213 2 2,256 1,968 2,620 3,183 872 309
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 141)
9 -1 0 85 188 94 187 47 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 34.7 0.1 64.6 56.4 75.0 91.2 25.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 4 1 11 10 14 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,608
COMMITMENTS
6,004 4,516 1,126 24,049 25,588 31,179 31,230 5,429 5,378
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,424)
942 282 -6 115 719 1,051 995 373 429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 12.3 3.1 65.7 69.9 85.2 85.3 14.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 10 16 32 30 60 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 222,640
COMMITMENTS
48,835 58,633 41,699 110,249 92,097 200,783 192,429 21,857 30,211
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 2,573)
-31 8,201 1,554 686 -5,944 2,209 3,811 364 -1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 26.3 18.7 49.5 41.4 90.2 86.4 9.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
77 87 100 48 67 181 216
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 336,780
COMMITMENTS
107,161 68,570 42,312 161,670 163,698 311,143 274,580 25,637 62,200
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -2,436)
-2,844 3,593 -2,032 1,960 -3,232 -2,916 -1,671 480 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 20.4 12.6 48.0 48.6 92.4 81.5 7.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
85 109 119 89 152 246 326
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,823
COMMITMENTS
4,440 4,846 903 3,297 2,859 8,640 8,608 2,183 2,215
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 521)
-45 -151 356 191 374 502 579 19 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 44.8 8.3 30.5 26.4 79.8 79.5 20.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
35 41 13 15 20 57 69
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,259
COMMITMENTS
12,985 6,048 3,340 11,643 7,605 27,968 16,993 6,291 17,266
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -1,770)
-1,774 648 -751 729 -566 -1,796 -669 26 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 17.7 9.7 34.0 22.2 81.6 49.6 18.4 50.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
32 36 30 39 55 88 107
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 105,271
COMMITMENTS
8,879 0 404 94,872 104,051 104,155 104,455 1,116 816
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 2,402)
655 0 404 1,595 1,613 2,654 2,017 -252 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.0 0.4 90.1 98.8 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 0 1 17 14 24 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 125,654
COMMITMENTS
35,657 9,255 154 41,643 100,975 77,454 110,384 48,200 15,270
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 5,409)
4,438 -687 -14 155 6,212 4,579 5,511 830 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 7.4 0.1 33.1 80.4 61.6 87.8 38.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
33 10 2 26 27 60 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,713
COMMITMENTS
27,846 6,727 3 14,502 47,623 42,351 54,353 25,362 13,360
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 937)
4,758 -1,636 1 -3,810 1,048 949 -587 -12 1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 9.9 0.0 21.4 70.3 62.5 80.3 37.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 7 1 13 14 33 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,530
COMMITMENTS
111,814 3,546 189 21,879 137,202 133,882 140,937 8,648 1,593
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -4,880)
-1,405 -992 -53 -4,781 -3,437 -6,239 -4,482 1,359 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.4 2.5 0.1 15.4 96.3 93.9 98.9 6.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
77 9 3 17 22 95 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 108,085
COMMITMENTS
32,284 34,113 262 49,191 53,028 81,737 87,403 26,348 20,682
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -2,251)
4,194 -8,120 -31 -10,266 5,800 -6,103 -2,351 3,852 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 31.6 0.2 45.5 49.1 75.6 80.9 24.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 24 6 26 28 55 55
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 95,929
COMMITMENTS
24,186 25,834 217 44,221 35,534 68,624 61,585 27,305 34,344
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -3,335)
-8,002 1,652 96 2,633 -6,337 -5,273 -4,589 1,938 1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 26.9 0.2 46.1 37.0 71.5 64.2 28.5 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
25 32 8 23 24 52 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 270,101
COMMITMENTS
80,494 58,524 1,719 136,097 164,386 218,310 224,629 51,791 45,472
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 11,438)
5,312 2,471 823 2,029 7,500 8,164 10,794 3,274 644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 21.7 0.6 50.4 60.9 80.8 83.2 19.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
48 51 17 44 54 99 115
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 41,221
COMMITMENTS
29,743 27,129 4,980 4,763 8,778 39,486 40,887 1,735 334
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 8,723)
946 928 4,914 2,324 2,676 8,184 8,518 539 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.2 65.8 12.1 11.6 21.3 95.8 99.2 4.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 2 3 7 6 19 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,915
COMMITMENTS
23,579 7,855 16 3,089 21,686 26,684 29,557 4,231 1,358
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -15)
345 -1,503 16 -934 1,548 -573 61 558 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.3 25.4 0.1 10.0 70.1 86.3 95.6 13.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 10 1 4 15 26 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,202,720
COMMITMENTS
1410278 1082540 1101506 6672515 6934457 9184299 9118503 1018421 1084217
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 34,458)
35,601 -42,747 41,845 -76,147 977 1,299 75 33,159 34,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 10.6 10.8 65.4 68.0 90.0 89.4 10.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
51 74 81 143 155 254 256
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 905,541
COMMITMENTS
86,812 106,898 23,440 616,517 637,786 726,769 768,124 178,771 137,417
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 9,284)
3,205 7,064 -1,583 7,376 5,515 8,999 10,997 285 -1,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 11.8 2.6 68.1 70.4 80.3 84.8 19.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566)
103 117 58 234 222 373 362
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 332,153
COMMITMENTS
15,288 27,399 4,236 181,976 259,449 201,500 291,084 130,653 41,069
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -3,380)
522 -1,528 71 -6,441 2,358 -5,848 901 2,468 -4,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 8.2 1.3 54.8 78.1 60.7 87.6 39.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
9 19 7 61 56 74 78
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,866,938
COMMITMENTS
427,011 466,885 26,629 2172707 1891686 2626347 2385200 240,591 481,738
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 63,320)
12,720 42,264 -7,573 69,086 15,787 74,233 50,478 -10,913 12,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 16.3 0.9 75.8 66.0 91.6 83.2 8.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532)
103 109 46 205 201 335 330
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 113,869
COMMITMENTS
12,152 7,100 0 92,948 102,887 105,100 109,987 8,769 3,882
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 3,858)
2,280 -318 0 1,506 4,162 3,786 3,844 72 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 6.2 0.0 81.6 90.4 92.3 96.6 7.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
14 7 0 52 38 66 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 88,383
COMMITMENTS
18,823 6,005 3,325 56,249 74,252 78,398 83,582 9,986 4,802
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 801)
-167 -418 24 924 968 780 573 21 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 6.8 3.8 63.6 84.0 88.7 94.6 11.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
61 33 15 79 88 145 132
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,137
COMMITMENTS
932 1,879 0 12,512 15,285 13,444 17,164 4,693 973
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -497)
-635 4 0 265 -378 -370 -374 -127 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 10.4 0.0 69.0 84.3 74.1 94.6 25.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 14 12 16 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 351,232
COMMITMENTS
99,829 31,001 6,253 218,687 294,834 324,769 332,088 26,463 19,144
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 6,492)
-1,110 -5,560 3,566 3,295 6,730 5,751 4,736 741 1,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 8.8 1.8 62.3 83.9 92.5 94.5 7.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
62 33 13 72 82 136 126
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,502
COMMITMENTS
72,030 12,015 5 12,100 90,293 84,135 102,313 33,367 15,189
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 6,534)
9,028 2,056 -2 -4,451 5,922 4,575 7,976 1,959 -1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.3 10.2 0.0 10.3 76.8 71.6 87.1 28.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
31 13 1 13 21 44 35
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,773
COMMITMENTS
15,696 7,124 4,074 19,440 19,040 39,210 30,238 7,563 16,535
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 98)
-47 61 378 -757 -508 -426 -69 524 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 15.2 8.7 41.6 40.7 83.8 64.6 16.2 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 11 3 18 16 35 30
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,936
COMMITMENTS
11,033 10,649 3,189 32,849 39,409 47,071 53,247 12,865 6,689
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 4,559)
-171 -731 322 -1,046 2,608 -895 2,199 5,454 2,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 17.8 5.3 54.8 65.8 78.5 88.8 21.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 12 4 26 31 42 45
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 29,567
COMMITMENTS
2,679 639 300 22,091 26,899 25,070 27,838 4,497 1,729
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -1,342)
-373 -459 0 -1,158 -705 -1,531 -1,164 189 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 2.2 1.0 74.7 91.0 84.8 94.2 15.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 2 1 22 23 28 26
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 39,853
COMMITMENTS
10,741 1,857 189 20,855 35,153 31,785 37,199 8,068 2,654
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 788)
-432 0 172 846 901 586 1,073 202 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 4.7 0.5 52.3 88.2 79.8 93.3 20.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 5 2 21 19 38 26
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 10,685
COMMITMENTS
5,044 2,165 11 4,237 8,106 9,292 10,282 1,393 403
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 14)
65 5 -66 -2 35 -3 -26 17 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.2 20.3 0.1 39.7 75.9 87.0 96.2 13.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 4 1 5 2 17 6
Updated June 3, 2011