MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,803
COMMITMENTS
1,030 5,148 7,757 27,607 19,264 36,395 32,170 4,408 8,633
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 1,621)
19 902 210 1,144 287 1,373 1,400 248 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 12.6 19.0 67.7 47.2 89.2 78.8 10.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
7 20 18 39 32 58 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 252,553
COMMITMENTS
70,499 15,748 58,185 95,479 135,843 224,163 209,775 28,390 42,778
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -1,097)
-3,293 2,220 -1,559 2,756 -2,675 -2,097 -2,015 1,000 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 6.2 23.0 37.8 53.8 88.8 83.1 11.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
117 57 116 53 60 231 187
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 471,918
COMMITMENTS
158,580 17,310 137,172 140,390 228,106 436,141 382,588 35,776 89,330
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 12,664)
3,962 864 4,281 2,688 3,136 10,931 8,281 1,733 4,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 3.7 29.1 29.7 48.3 92.4 81.1 7.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437)
174 60 120 90 184 315 318
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,505
COMMITMENTS
3,604 372 929 2,170 5,621 6,703 6,923 1,803 1,583
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -2,389)
-1,395 -325 -468 -148 -1,404 -2,012 -2,198 -377 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 4.4 10.9 25.5 66.1 78.8 81.4 21.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
24 6 10 16 19 44 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,442
COMMITMENTS
21,458 3,274 6,547 11,744 13,204 39,750 23,025 6,693 23,417
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -2,325)
-2,180 -524 103 208 -1,367 -1,868 -1,788 -457 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 7.1 14.1 25.3 28.4 85.6 49.6 14.4 50.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
51 26 25 44 80 111 120
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 29,276
COMMITMENTS
5,070 205 236 18,301 28,569 23,607 29,010 5,669 266
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -950)
-3,323 0 0 2,705 -896 -618 -896 -332 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 0.7 0.8 62.5 97.6 80.6 99.1 19.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 2 2 12 13 20 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,021
COMMITMENTS
58,654 7,190 4,632 31,038 104,032 94,323 115,854 40,698 19,167
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -18,697)
-8,506 -4,674 -743 516 -12,201 -8,734 -17,618 -9,963 -1,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 5.3 3.4 23.0 77.0 69.9 85.8 30.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
27 11 13 25 22 58 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,593
COMMITMENTS
10,038 27,553 1,479 31,505 4,426 43,022 33,458 10,572 20,136
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -1,111)
-2,880 -1,748 -338 3,644 -1,464 426 -3,550 -1,537 2,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 51.4 2.8 58.8 8.3 80.3 62.4 19.7 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 20 7 14 9 26 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 95,941
COMMITMENTS
47,507 5,549 0 43,754 88,600 91,261 94,149 4,680 1,792
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -22,275)
-44,162 -3,077 -128 23,797 -18,929 -20,493 -22,134 -1,782 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 5.8 0.0 45.6 92.3 95.1 98.1 4.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
34 13 0 20 18 54 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 161,768
COMMITMENTS
9,360 81,420 13,755 119,316 28,670 142,431 123,845 19,337 37,923
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 9,816)
-3,792 2,770 1,635 12,635 3,581 10,479 7,986 -663 1,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 50.3 8.5 73.8 17.7 88.0 76.6 12.0 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
14 45 20 23 26 49 79
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 160,775
COMMITMENTS
23,439 57,304 9,432 109,473 63,235 142,344 129,971 18,431 30,805
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -6,075)
8,795 -21,544 -3,152 -13,258 33,172 -7,615 8,476 1,540 -14,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 35.6 5.9 68.1 39.3 88.5 80.8 11.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
27 42 18 24 27 60 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 380,305
COMMITMENTS
43,769 148,914 67,099 212,591 97,441 323,459 313,454 56,846 66,850
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 20,884)
833 13,153 -2,286 21,359 7,416 19,906 18,283 978 2,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 39.2 17.6 55.9 25.6 85.1 82.4 14.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
45 86 55 42 52 126 154
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,215
COMMITMENTS
20,428 3,536 0 902 19,501 21,330 23,037 2,885 1,178
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 903)
1,467 -449 0 14 1,666 1,481 1,217 -578 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.4 14.6 0.0 3.7 80.5 88.1 95.1 11.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 7 0 4 14 18 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,569,671
COMMITMENTS
1257271 390,870 4784220 6642818 7292539 12684308 12467629 885,363 1102041
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -38,471)
-84,731 -2,500 83,411 -39,354 -119,291 -40,674 -38,380 2,203 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 2.9 35.3 49.0 53.7 93.5 91.9 6.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
53 76 113 151 163 279 285
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 422,615
COMMITMENTS
19,829 35,789 38,451 279,277 274,050 337,557 348,290 85,058 74,325
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 8,732)
740 -7,725 7,700 2,312 -3,244 10,752 -3,269 -2,020 12,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 8.5 9.1 66.1 64.8 79.9 82.4 20.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
20 37 42 81 66 131 115
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,936,996
COMMITMENTS
352,053 352,751 142,323 2030168 2144448 2524544 2639523 412,452 297,474
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 147,538)
2,582 -50,478 8,197 58,067 173,298 68,846 131,017 78,692 16,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 12.0 4.8 69.1 73.0 86.0 89.9 14.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 503)
101 118 84 184 203 330 362
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 97,718
COMMITMENTS
12,519 8,617 0 76,337 84,785 88,856 93,402 8,863 4,317
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 437)
355 -47 -650 399 616 104 -81 333 517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 8.8 0.0 78.1 86.8 90.9 95.6 9.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
12 2 0 47 38 59 40
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 23,541
COMMITMENTS
6,293 1,714 0 13,684 9,586 19,977 11,300 3,564 12,241
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 1,454)
-492 -563 0 1,908 -4,961 1,416 -5,524 38 6,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 7.3 0.0 58.1 40.7 84.9 48.0 15.1 52.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 14 11 16 13
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 360,744
COMMITMENTS
101,431 87,168 7,936 168,882 248,437 278,250 343,541 82,494 17,203
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -22,734)
-20,011 -19,831 2,042 -40,880 -4,839 -58,849 -22,628 36,116 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 24.2 2.2 46.8 68.9 77.1 95.2 22.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
64 39 23 72 76 150 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,128
COMMITMENTS
56,260 7,141 2,188 37,171 93,955 95,619 103,284 25,509 17,844
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -21,579)
-12,082 -3,954 -404 -345 -15,634 -12,832 -19,993 -8,747 -1,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 5.9 1.8 30.7 77.6 78.9 85.3 21.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
31 10 8 16 20 48 37
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,953
COMMITMENTS
15,098 7,604 0 18,653 22,440 33,751 30,044 21,202 24,909
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 11,531)
650 1,482 0 1,333 2,212 1,983 3,694 9,548 7,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 13.8 0.0 33.9 40.8 61.4 54.7 38.6 45.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 13 0 14 20 30 33
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,398
COMMITMENTS
8,760 12,714 1,051 17,290 34,316 27,101 48,081 31,297 10,317
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 11,232)
-3,698 6,090 -299 1,328 -707 -2,669 5,084 13,901 6,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 21.8 1.8 29.6 58.8 46.4 82.3 53.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 15 3 20 23 37 38
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 28,530
COMMITMENTS
4,666 0 80 20,380 26,372 25,126 26,452 3,404 2,078
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -1,606)
750 0 0 -1,870 -2,314 -1,120 -2,314 -486 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 0.0 0.3 71.4 92.4 88.1 92.7 11.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 0 1 22 19 31 20
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 21,985
COMMITMENTS
5,518 0 0 9,847 19,679 15,365 19,679 6,620 2,306
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: -118)
-158 0 0 -452 -311 -610 -311 492 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 0.0 0.0 44.8 89.5 69.9 89.5 30.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 0 0 9 9 19 9
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/11/10 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,177
COMMITMENTS
5,380 5,996 318 11,287 13,544 16,985 19,858 5,192 2,319
CHANGES FROM 05/04/10 (CHANGE IN OPEN INTEREST: 2,578)
378 256 205 736 173 1,319 634 1,259 1,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 27.0 1.4 50.9 61.1 76.6 89.5 23.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 7 4 7 2 19 11
Updated May 14, 2010