BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,418
COMMITMENTS
308 993 2 2,353 2,141 2,663 3,136 755 282
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -74)
-54 -220 0 97 173 43 -47 -117 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 29.1 0.1 68.8 62.6 77.9 91.7 22.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 1 11 10 14 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,193
COMMITMENTS
5,574 4,768 1,050 21,248 23,053 27,872 28,871 5,321 4,322
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -3,415)
-430 252 -76 -2,801 -2,535 -3,307 -2,359 -108 -1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 14.4 3.2 64.0 69.5 84.0 87.0 16.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 10 15 34 32 61 51
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 224,702
COMMITMENTS
48,995 59,368 44,157 109,499 90,043 202,651 193,568 22,051 31,134
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 2,062)
160 735 2,458 -750 -2,054 1,868 1,139 194 923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 26.4 19.7 48.7 40.1 90.2 86.1 9.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
81 79 101 46 63 177 211
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 327,332
COMMITMENTS
96,621 61,970 41,519 162,248 160,202 300,388 263,691 26,944 63,641
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -9,448)
-10,540 -6,600 -793 578 -3,496 -10,755 -10,889 1,307 1,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 18.9 12.7 49.6 48.9 91.8 80.6 8.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
91 108 116 90 152 247 325
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,067
COMMITMENTS
4,203 4,872 1,071 3,468 2,869 8,742 8,812 2,325 2,255
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 244)
-237 26 168 171 10 102 204 142 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 44.0 9.7 31.3 25.9 79.0 79.6 21.0 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
35 34 15 20 25 62 73
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,302
COMMITMENTS
12,841 6,453 3,293 12,459 7,776 28,593 17,522 6,709 17,780
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,043)
-144 405 -47 816 171 625 529 418 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 18.3 9.3 35.3 22.0 81.0 49.6 19.0 50.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
29 40 30 37 51 86 106
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 109,160
COMMITMENTS
12,808 0 404 95,068 108,182 108,280 108,586 880 574
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 3,889)
3,929 0 0 196 4,131 4,125 4,131 -236 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 0.0 0.4 87.1 99.1 99.2 99.5 0.8 0.5
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 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,110
COMMITMENTS
32,631 19,109 1,579 51,857 88,565 86,067 109,253 43,043 19,857
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 3,456)
-3,026 9,854 1,425 10,214 -12,410 8,613 -1,131 -5,157 4,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 14.8 1.2 40.2 68.6 66.7 84.6 33.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
32 12 4 30 25 63 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 74,339
COMMITMENTS
26,290 9,425 796 21,129 50,875 48,215 61,096 26,124 13,243
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 6,626)
-1,556 2,698 793 6,627 3,252 5,864 6,743 762 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 12.7 1.1 28.4 68.4 64.9 82.2 35.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 7 3 17 18 38 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,067
COMMITMENTS
95,505 5,307 2,450 42,818 139,213 140,773 146,970 9,294 3,097
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 7,537)
-16,309 1,761 2,261 20,939 2,011 6,891 6,033 646 1,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.6 3.5 1.6 28.5 92.8 93.8 97.9 6.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
67 14 7 19 23 89 44
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 113,641
COMMITMENTS
33,554 35,304 706 51,512 58,683 85,772 94,693 27,869 18,948
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 5,556)
1,270 1,191 444 2,321 5,655 4,035 7,290 1,521 -1,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 31.1 0.6 45.3 51.6 75.5 83.3 24.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
27 23 6 29 30 61 55
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 106,199
COMMITMENTS
35,883 18,252 133 40,964 53,425 76,980 71,810 29,219 34,389
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 10,270)
11,697 -7,582 -84 -3,257 17,891 8,356 10,225 1,914 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 17.2 0.1 38.6 50.3 72.5 67.6 27.5 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
27 24 2 23 30 52 54
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 296,126
COMMITMENTS
96,555 44,719 1,155 133,843 193,019 231,553 238,893 64,573 57,233
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 26,025)
16,061 -13,805 -564 -2,254 28,633 13,243 14,264 12,782 11,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 15.1 0.4 45.2 65.2 78.2 80.7 21.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
46 49 21 47 56 102 118
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 37,227
COMMITMENTS
23,573 7,569 146 8,573 28,106 32,292 35,821 4,935 1,406
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 6,312)
-6 -286 130 5,484 6,420 5,608 6,264 704 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.3 20.3 0.4 23.0 75.5 86.7 96.2 13.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
20 13 2 8 18 29 33
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,507,948
COMMITMENTS
1512957 1079496 1252821 6762650 7155132 9528428 9487449 979,520 1020499
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 305,228)
102,679 -3,044 151,315 90,135 220,675 344,129 368,946 -38,901 -63,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 10.3 11.9 64.4 68.1 90.7 90.3 9.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
61 67 90 146 159 265 265
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 948,917
COMMITMENTS
85,698 108,808 47,932 624,780 646,436 758,411 803,176 190,506 145,741
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 43,377)
-1,114 1,909 24,493 8,263 8,650 31,641 35,052 11,735 8,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 11.5 5.1 65.8 68.1 79.9 84.6 20.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568)
106 118 62 239 226 377 374
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 347,103
COMMITMENTS
15,411 46,934 5,100 185,400 241,290 205,911 293,324 141,192 53,779
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 14,950)
123 19,535 864 3,424 -18,159 4,411 2,240 10,539 12,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 13.5 1.5 53.4 69.5 59.3 84.5 40.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
10 22 7 59 54 73 79
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,009,071
COMMITMENTS
523,960 481,892 41,637 2196902 2025732 2762499 2549261 246,572 459,810
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 142,133)
96,949 15,007 15,008 24,195 134,046 136,152 164,061 5,981 -21,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 16.0 1.4 73.0 67.3 91.8 84.7 8.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536)
107 107 50 211 204 339 340
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 111,680
COMMITMENTS
7,726 8,436 1,345 93,316 98,105 102,387 107,886 9,293 3,794
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -2,189)
-4,426 1,336 1,345 368 -4,782 -2,713 -2,101 524 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 7.6 1.2 83.6 87.8 91.7 96.6 8.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
9 8 2 54 38 65 46
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 85,862
COMMITMENTS
14,906 7,558 5,700 55,962 66,355 76,568 79,613 9,294 6,249
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -2,521)
-3,917 1,553 2,375 -288 -7,897 -1,830 -3,969 -691 1,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 8.8 6.6 65.2 77.3 89.2 92.7 10.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
61 33 16 81 85 149 128
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 17,715
COMMITMENTS
526 3,004 0 12,422 13,074 12,948 16,078 4,767 1,637
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -422)
-406 1,125 0 -90 -2,211 -496 -1,086 74 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 17.0 0.0 70.1 73.8 73.1 90.8 26.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 13 14 14 16
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 340,737
COMMITMENTS
87,266 38,134 13,136 217,698 266,405 318,100 317,675 22,637 23,062
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -10,495)
-12,563 7,133 6,883 -989 -28,429 -6,669 -14,413 -3,826 3,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 11.2 3.9 63.9 78.2 93.4 93.2 6.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
62 33 14 75 79 142 121
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 145,346
COMMITMENTS
78,547 13,342 147 32,724 112,579 111,418 126,068 33,928 19,278
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 27,844)
6,517 1,327 142 20,624 22,286 27,283 23,755 561 4,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 9.2 0.1 22.5 77.5 76.7 86.7 23.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
36 16 6 19 22 57 42
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 61,071
COMMITMENTS
17,443 7,236 12,200 22,238 23,042 51,881 42,478 9,190 18,593
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 14,298)
1,747 112 8,126 2,798 4,002 12,671 12,240 1,627 2,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 11.8 20.0 36.4 37.7 85.0 69.6 15.0 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
16 13 9 21 18 42 35
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 81,827
COMMITMENTS
12,054 10,516 11,210 35,882 35,568 59,146 57,294 22,681 24,533
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 21,891)
1,021 -133 8,021 3,033 -3,841 12,075 4,047 9,816 17,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 12.9 13.7 43.9 43.5 72.3 70.0 27.7 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 12 10 32 26 53 45
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,660
COMMITMENTS
2,540 967 332 23,442 27,742 26,314 29,041 4,346 1,619
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,093)
-139 328 32 1,351 843 1,244 1,203 -151 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 3.2 1.1 76.5 90.5 85.8 94.7 14.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 2 22 24 29 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
FUTURES ONLY POSITIONS AS OF 06/07/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 38,800
COMMITMENTS
9,874 2,458 189 20,884 33,804 30,947 36,451 7,853 2,349
CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -1,053)
-867 601 0 29 -1,349 -838 -748 -215 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 6.3 0.5 53.8 87.1 79.8 93.9 20.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 7 2 23 21 38 30
Updated June 10, 2011