MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,182
COMMITMENTS
1,012 4,246 7,547 26,463 18,977 35,022 30,770 4,160 8,412
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -6,383)
-187 -1,133 -1,985 -3,835 -2,275 -6,007 -5,393 -376 -991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 10.8 19.3 67.5 48.4 89.4 78.5 10.6 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
10 14 17 38 32 57 55
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,650
COMMITMENTS
73,792 13,528 59,745 92,723 138,517 226,260 211,790 27,391 41,860
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 6,691)
2,029 -2,340 3,619 32 -2,506 5,679 -1,227 1,011 7,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 5.3 23.6 36.6 54.6 89.2 83.5 10.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
131 45 102 52 63 224 178
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 459,254
COMMITMENTS
154,617 16,446 132,891 137,702 224,970 425,210 374,307 34,044 84,947
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 14,173)
6,035 6,376 2,134 2,767 2,829 10,935 11,338 3,238 2,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 3.6 28.9 30.0 49.0 92.6 81.5 7.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
174 62 124 96 186 329 327
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,894
COMMITMENTS
4,999 698 1,397 2,319 7,026 8,715 9,121 2,179 1,774
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -574)
-566 -119 -230 194 -89 -602 -439 28 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 6.4 12.8 21.3 64.5 80.0 83.7 20.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
33 8 12 22 25 61 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 48,768
COMMITMENTS
23,638 3,799 6,444 11,535 14,571 41,618 24,813 7,150 23,954
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -1,562)
-496 295 -932 -59 -854 -1,486 -1,491 -75 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 7.8 13.2 23.7 29.9 85.3 50.9 14.7 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
52 29 24 45 85 113 125
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 30,226
COMMITMENTS
8,393 205 236 15,596 29,465 24,225 29,906 6,001 320
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 1,175)
-40 0 0 1,050 996 1,010 996 165 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 0.7 0.8 51.6 97.5 80.1 98.9 19.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 2 2 11 14 20 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 153,718
COMMITMENTS
67,161 11,863 5,375 30,522 116,234 103,057 133,472 50,661 20,246
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -3,463)
-5,932 -242 684 2,243 -4,859 -3,006 -4,418 -458 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 7.7 3.5 19.9 75.6 67.0 86.8 33.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
39 11 14 27 25 69 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,704
COMMITMENTS
12,918 29,300 1,817 27,861 5,891 42,596 37,008 12,108 17,697
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 2,716)
-220 2,696 286 2,767 -1,920 2,833 1,063 -117 1,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 53.6 3.3 50.9 10.8 77.9 67.7 22.1 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 19 7 13 9 27 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 118,216
COMMITMENTS
91,669 8,626 128 19,957 107,529 111,754 116,283 6,462 1,933
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -9,710)
-15,887 -889 128 6,308 -8,435 -9,451 -9,196 -259 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.5 7.3 0.1 16.9 91.0 94.5 98.4 5.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
52 16 2 19 19 72 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 151,952
COMMITMENTS
13,152 78,650 12,119 106,681 25,089 131,952 115,859 19,999 36,093
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 14,669)
-55 10,597 2,398 12,689 -1,884 15,032 11,112 -363 3,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 51.8 8.0 70.2 16.5 86.8 76.2 13.2 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
19 46 25 24 26 58 82
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 166,851
COMMITMENTS
14,644 78,848 12,584 122,731 30,062 149,960 121,495 16,891 45,356
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 13,077)
-1,413 14,945 1,891 13,069 -5,719 13,546 11,117 -469 1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 47.3 7.5 73.6 18.0 89.9 72.8 10.1 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
20 57 31 26 25 68 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 359,421
COMMITMENTS
42,936 135,761 69,385 191,232 90,025 303,553 295,172 55,867 64,249
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 46,201)
5,648 14,978 11,345 24,875 15,432 41,867 41,754 4,334 4,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 37.8 19.3 53.2 25.0 84.5 82.1 15.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
61 91 69 42 47 138 172
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,312
COMMITMENTS
18,961 3,985 0 888 17,835 19,849 21,820 3,463 1,492
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 1,515)
1,407 -660 0 -230 2,016 1,177 1,356 338 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.3 17.1 0.0 3.8 76.5 85.1 93.6 14.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
18 8 0 4 12 22 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,608,142
COMMITMENTS
1342002 393,370 4700809 6682172 7411831 12724982 12506009 883,159 1102132
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 103,322)
-179,112 37,906 72,037 221,379 1,045 114,304 110,988 -10,983 -7,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 2.9 34.5 49.1 54.5 93.5 91.9 6.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
56 77 119 150 161 279 290
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 413,884
COMMITMENTS
19,089 43,514 30,751 276,965 277,294 326,805 351,559 87,079 62,324
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 8,878)
2,637 6,542 2,914 1,442 2,093 6,993 11,548 1,885 -2,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 10.5 7.4 66.9 67.0 79.0 84.9 21.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
27 32 42 80 70 130 121
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,789,458
COMMITMENTS
349,471 403,229 134,126 1972101 1971150 2455698 2508505 333,761 280,953
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 21,078)
12,455 14,191 19,166 -33,304 -41,139 -1,683 -7,782 22,761 28,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 14.5 4.8 70.7 70.7 88.0 89.9 12.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 505)
97 129 87 179 205 320 377
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 97,282
COMMITMENTS
12,164 8,664 650 75,938 84,168 88,752 93,482 8,530 3,799
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -5,976)
1,523 56 92 -3,886 -5,848 -2,271 -5,700 -3,704 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 8.9 0.7 78.1 86.5 91.2 96.1 8.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
12 2 1 49 39 61 42
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,087
COMMITMENTS
6,785 2,277 0 11,776 14,547 18,561 16,824 3,526 5,263
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 3,266)
1,028 -246 0 2,976 3,046 4,004 2,800 -737 466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 10.3 0.0 53.3 65.9 84.0 76.2 16.0 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 14 10 16 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 383,478
COMMITMENTS
121,443 106,999 5,894 209,762 253,276 337,099 366,169 46,379 17,309
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 2,013)
-9,475 -2,727 -3,520 8,282 8,665 -4,714 2,418 6,727 -404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 27.9 1.5 54.7 66.0 87.9 95.5 12.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
83 43 24 71 82 163 141
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,707
COMMITMENTS
68,342 11,095 2,592 37,516 109,589 108,451 123,277 34,256 19,430
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -2,449)
-7,412 2,025 517 6,528 -5,290 -366 -2,748 -2,083 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 7.8 1.8 26.3 76.8 76.0 86.4 24.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
36 15 12 15 18 57 39
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,422
COMMITMENTS
14,448 6,122 0 17,320 20,228 31,768 26,350 11,654 17,072
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -4,276)
-515 -5,229 0 -4,580 183 -5,095 -5,046 819 770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 14.1 0.0 39.9 46.6 73.2 60.7 26.8 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 14 0 15 18 31 32
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,166
COMMITMENTS
12,458 6,624 1,350 15,962 35,023 29,770 42,997 17,396 4,169
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 866)
-4,502 2,846 -168 1,374 5,753 -3,296 8,431 4,162 -7,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 14.0 2.9 33.8 74.3 63.1 91.2 36.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 12 2 17 23 36 36
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,136
COMMITMENTS
3,916 0 80 22,250 28,686 26,246 28,766 3,890 1,370
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 904)
136 0 0 189 1,122 325 1,122 579 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 0.3 73.8 95.2 87.1 95.5 12.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 0 1 21 19 28 20
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 22,103
COMMITMENTS
5,676 0 0 10,299 19,990 15,975 19,990 6,128 2,113
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: 559)
-238 0 0 -36 440 -274 440 833 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 0.0 0.0 46.6 90.4 72.3 90.4 27.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 0 0 12 11 22 11
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/04/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,599
COMMITMENTS
5,002 5,740 113 10,551 13,371 15,666 19,224 3,933 375
CHANGES FROM 04/27/10 (CHANGE IN OPEN INTEREST: -63)
99 -41 113 9 -96 221 -24 -284 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 29.3 0.6 53.8 68.2 79.9 98.1 20.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
13 6 2 7 2 21 9
Updated May 7, 2010