BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,052
COMMITMENTS
289 1,237 141 2,860 2,272 3,290 3,650 761 402
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 65)
0 21 2 15 52 18 75 47 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 30.5 3.5 70.6 56.1 81.2 90.1 18.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 5 3 13 12 17 17
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,538
COMMITMENTS
5,114 1,752 11,565 32,048 32,317 48,727 45,633 6,811 9,904
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 391)
341 -168 -65 146 355 423 122 -31 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.2 20.8 57.7 58.2 87.7 82.2 12.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 10 23 42 42 75 66
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 259,036
COMMITMENTS
62,338 12,213 69,794 99,830 139,376 231,963 221,383 27,073 37,653
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -4,492)
-2,438 1,484 -4,206 3,663 -2,566 -2,981 -5,288 -1,510 797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 4.7 26.9 38.5 53.8 89.5 85.5 10.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
114 38 106 56 72 213 192
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 454,946
COMMITMENTS
120,621 22,315 133,679 172,791 217,879 427,091 373,874 27,855 81,073
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -13,440)
-5,816 2,590 -3,279 -1,164 -9,205 -10,258 -9,893 -3,182 -3,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 4.9 29.4 38.0 47.9 93.9 82.2 6.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
145 76 135 101 191 312 347
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,641
COMMITMENTS
4,028 3,602 485 3,092 3,434 7,605 7,521 2,037 2,120
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -497)
187 287 -281 -262 -291 -356 -285 -141 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 37.4 5.0 32.1 35.6 78.9 78.0 21.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
32 33 12 15 18 49 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,870
COMMITMENTS
20,008 2,639 7,354 11,952 11,905 39,314 21,898 6,555 23,972
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -1,648)
-101 339 -1,166 157 -975 -1,111 -1,802 -537 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 5.8 16.0 26.1 26.0 85.7 47.7 14.3 52.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
47 28 36 50 73 113 125
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 83,803
COMMITMENTS
8,700 0 5 74,514 83,586 83,219 83,591 584 212
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -2,945)
-6,486 0 -2 3,821 -3,035 -2,667 -3,037 -279 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 0.0 0.0 88.9 99.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 0 1 15 15 23 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 149,005
COMMITMENTS
60,556 2,601 3,728 29,536 125,362 93,820 131,690 55,186 17,315
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -1,570)
-6,212 263 257 2,275 -202 -3,679 319 2,109 -1,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 1.7 2.5 19.8 84.1 63.0 88.4 37.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
44 9 11 21 27 70 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 75,008
COMMITMENTS
27,407 9,410 1,290 16,730 52,028 45,427 62,728 29,581 12,281
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 3,346)
382 -203 224 3,541 2,066 4,147 2,087 -802 1,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 12.5 1.7 22.3 69.4 60.6 83.6 39.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 12 5 10 13 31 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 170,977
COMMITMENTS
138,516 6,710 138 23,592 162,240 162,246 169,088 8,731 1,889
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -3,322)
-4,296 -1,973 1 972 -794 -3,323 -2,766 1 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.0 3.9 0.1 13.8 94.9 94.9 98.9 5.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
77 17 1 15 24 93 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 128,548
COMMITMENTS
55,956 23,776 4,900 27,901 82,202 88,757 110,878 39,792 17,670
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 11,687)
5,840 3,261 821 647 9,567 7,308 13,650 4,379 -1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 18.5 3.8 21.7 63.9 69.0 86.3 31.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
37 29 15 25 35 72 69
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 134,744
COMMITMENTS
14,402 52,942 9,513 85,679 27,853 109,594 90,307 25,150 44,436
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -12,449)
1,146 -14,710 64 -18,169 1,472 -16,958 -13,173 4,510 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 39.3 7.1 63.6 20.7 81.3 67.0 18.7 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
19 48 23 30 24 64 80
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 303,386
COMMITMENTS
102,927 35,296 37,348 89,932 173,793 230,207 246,438 73,179 56,948
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 18,402)
1,982 -569 7,480 4,574 7,221 14,036 14,132 4,366 4,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 11.6 12.3 29.6 57.3 75.9 81.2 24.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
53 67 59 41 52 131 141
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,220
COMMITMENTS
19,205 7,748 213 3,523 18,088 22,941 26,049 4,279 1,171
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,431)
1,483 -635 0 -143 2,102 1,340 1,467 91 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.6 28.5 0.8 12.9 66.5 84.3 95.7 15.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 8 1 3 19 21 28
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 15,080,448
COMMITMENTS
1156004 445,456 4479042 8449061 9006605 14084108 13931103 996,340 1149345
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 356,272)
147,510 -40,929 156,830 26,445 222,556 330,785 338,457 25,487 17,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 3.0 29.7 56.0 59.7 93.4 92.4 6.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
73 56 108 158 163 290 276
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 996,090
COMMITMENTS
81,991 93,136 69,173 670,432 699,524 821,596 861,832 174,494 134,258
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 30,943)
10,299 -10,300 5,029 15,799 40,202 31,126 34,931 -184 -3,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 9.4 6.9 67.3 70.2 82.5 86.5 17.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566)
111 120 93 238 236 401 398
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 409,506
COMMITMENTS
17,037 25,384 34,885 233,102 299,063 285,024 359,332 124,483 50,174
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 18,407)
2,815 -9,488 6,221 10,147 23,717 19,183 20,450 -776 -2,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 6.2 8.5 56.9 73.0 69.6 87.7 30.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
17 31 36 70 62 112 104
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,932,920
COMMITMENTS
378,937 392,920 117,273 2186652 2002306 2682863 2512499 250,057 420,421
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 62,681)
8,481 -33,000 22,980 28,257 82,426 59,719 72,406 2,962 -9,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 13.4 4.0 74.6 68.3 91.5 85.7 8.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518)
105 106 77 209 218 353 362
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 124,808
COMMITMENTS
16,774 10,554 105 98,371 111,319 115,250 121,978 9,559 2,831
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 8,039)
6,542 3,012 -601 2,446 5,638 8,387 8,049 -348 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 8.5 0.1 78.8 89.2 92.3 97.7 7.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
17 6 1 54 41 71 48
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 93,124
COMMITMENTS
25,270 9,779 5,110 53,499 73,611 83,879 88,500 9,244 4,624
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 14,366)
7,869 646 2,964 3,342 10,872 14,175 14,482 190 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 10.5 5.5 57.4 79.0 90.1 95.0 9.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
79 38 18 81 89 169 137
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,392
COMMITMENTS
4,103 1,379 0 10,404 16,107 14,507 17,486 3,885 906
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 4,008)
2,371 3 0 1,670 4,154 4,041 4,157 -33 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 7.5 0.0 56.6 87.6 78.9 95.1 21.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 0 12 13 16 15
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 373,657
COMMITMENTS
124,463 60,630 6,922 215,477 287,518 346,862 355,070 26,795 18,588
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 51,786)
40,243 15,970 2,067 8,362 33,590 50,672 51,626 1,115 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 16.2 1.9 57.7 76.9 92.8 95.0 7.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
78 38 16 76 86 160 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 154,278
COMMITMENTS
88,780 7,590 3,999 22,602 120,759 115,381 132,349 38,897 21,930
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 2,393)
-2,890 1,352 865 2,245 -1,413 220 805 2,173 1,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.5 4.9 2.6 14.6 78.3 74.8 85.8 25.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
40 13 10 18 20 61 40
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,806
COMMITMENTS
19,907 8,264 1,240 27,678 29,205 48,825 38,709 6,981 17,097
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -9)
-1,975 -202 1,240 472 -699 -263 339 254 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 14.8 2.2 49.6 52.3 87.5 69.4 12.5 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
21 13 2 22 17 44 31
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,230
COMMITMENTS
11,723 17,524 1,102 43,672 39,463 56,497 58,089 7,733 6,141
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 3,159)
26 -621 499 2,129 2,723 2,654 2,601 505 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 27.3 1.7 68.0 61.4 88.0 90.4 12.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
18 14 4 25 24 46 39
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 34,421
COMMITMENTS
4,455 3,221 280 25,401 28,312 30,136 31,813 4,285 2,608
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,613)
737 1,598 -25 984 -685 1,696 888 -83 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 9.4 0.8 73.8 82.3 87.6 92.4 12.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 4 1 23 24 28 29
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 41,006
COMMITMENTS
13,291 2,872 17 20,582 34,869 33,890 37,758 7,116 3,248
CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -810)
-143 -812 -17 -1,923 -261 -2,083 -1,090 1,273 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 7.0 0.0 50.2 85.0 82.6 92.1 17.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
19 8 1 25 19 44 28
Updated April 29, 2011