BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,625
COMMITMENTS
246 1,192 135 2,504 1,897 2,885 3,224 740 401
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -426)
-43 -45 -6 -356 -375 -405 -426 -21 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 32.9 3.7 69.1 52.3 79.6 88.9 20.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 5 2 13 9 16 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,287
COMMITMENTS
4,461 1,705 9,859 27,686 27,623 42,006 39,187 6,281 9,099
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -7,251)
-654 -47 -1,706 -4,362 -4,693 -6,721 -6,446 -530 -805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.5 20.4 57.3 57.2 87.0 81.2 13.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
21 8 19 39 37 66 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 256,599
COMMITMENTS
58,027 19,171 66,667 105,607 134,546 230,301 220,385 26,298 36,214
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -2,437)
-4,311 6,959 -3,127 5,777 -4,830 -1,661 -998 -776 -1,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 7.5 26.0 41.2 52.4 89.8 85.9 10.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
103 53 105 56 69 202 199
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 448,797
COMMITMENTS
114,634 24,029 136,559 172,612 209,737 423,804 370,324 24,992 78,472
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -6,150)
-5,988 1,714 2,879 -179 -8,142 -3,287 -3,549 -2,862 -2,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 5.4 30.4 38.5 46.7 94.4 82.5 5.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
122 91 137 83 181 281 345
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,221
COMMITMENTS
4,270 4,012 409 3,544 3,519 8,222 7,941 1,999 2,281
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 580)
242 410 -76 452 85 618 420 -38 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 39.3 4.0 34.7 34.4 80.4 77.7 19.6 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
27 43 11 16 19 50 66
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 46,940
COMMITMENTS
19,654 3,398 7,648 13,142 12,113 40,444 23,159 6,496 23,781
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 1,070)
-355 759 294 1,190 208 1,130 1,261 -60 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 7.2 16.3 28.0 25.8 86.2 49.3 13.8 50.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
48 32 41 51 75 120 131
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 102,733
COMMITMENTS
8,766 0 4 93,339 102,318 102,109 102,322 624 411
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 18,931)
66 0 -1 18,826 18,732 18,891 18,732 40 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 0.0 90.9 99.6 99.4 99.6 0.6 0.4
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 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 153,303
COMMITMENTS
59,239 5,628 5,420 36,504 123,213 101,163 134,262 52,140 19,041
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 4,298)
-1,317 3,028 1,692 6,969 -2,149 7,344 2,571 -3,046 1,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 3.7 3.5 23.8 80.4 66.0 87.6 34.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
48 12 17 25 26 80 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 77,277
COMMITMENTS
28,287 10,035 1,803 16,990 52,357 47,079 64,194 30,197 13,083
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 2,268)
880 625 512 260 329 1,652 1,466 616 802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 13.0 2.3 22.0 67.8 60.9 83.1 39.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
21 9 6 11 13 33 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 162,963
COMMITMENTS
127,995 3,735 0 26,259 157,279 154,254 161,014 8,709 1,949
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -8,014)
-10,521 -2,975 -138 2,667 -4,961 -7,992 -8,074 -22 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.5 2.3 0.0 16.1 96.5 94.7 98.8 5.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
80 9 0 17 24 97 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 135,010
COMMITMENTS
58,333 29,284 5,537 30,978 82,171 94,849 116,993 40,160 18,017
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 6,461)
2,377 5,509 638 3,078 -32 6,092 6,115 369 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 21.7 4.1 22.9 60.9 70.3 86.7 29.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
39 30 16 25 35 74 71
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 125,267
COMMITMENTS
20,274 40,231 8,913 68,331 32,997 97,518 82,141 27,749 43,127
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -9,476)
5,873 -12,711 -600 -17,349 5,144 -12,076 -8,167 2,600 -1,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 32.1 7.1 54.5 26.3 77.8 65.6 22.2 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
25 47 23 30 29 71 83
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 331,164
COMMITMENTS
125,957 29,738 43,821 85,618 201,450 255,397 275,010 75,767 56,154
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 27,778)
23,030 -5,558 6,473 -4,314 27,657 25,189 28,572 2,589 -794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 9.0 13.2 25.9 60.8 77.1 83.0 22.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
69 62 62 42 56 138 153
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,620
COMMITMENTS
22,522 9,722 240 4,593 20,380 27,355 30,342 4,265 1,278
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 4,400)
3,317 1,974 27 1,070 2,292 4,414 4,293 -14 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.2 30.7 0.8 14.5 64.5 86.5 96.0 13.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
20 10 2 6 16 27 27
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 15,887,245
COMMITMENTS
1214963 515,334 4778233 8813457 9388222 14806653 14681789 1080593 1205457
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 806,797)
58,959 69,878 299,191 364,395 381,617 722,545 750,686 84,252 56,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 3.2 30.1 55.5 59.1 93.2 92.4 6.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
65 65 110 155 163 287 280
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,031,989
COMMITMENTS
91,798 91,171 81,641 684,790 729,171 858,229 901,983 173,760 130,006
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 35,899)
9,807 -1,964 12,468 14,358 29,648 36,633 40,151 -734 -4,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 8.8 7.9 66.4 70.7 83.2 87.4 16.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592)
122 128 103 242 241 420 416
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 423,820
COMMITMENTS
22,732 22,473 38,413 237,772 312,887 298,917 373,773 124,904 50,048
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 14,314)
5,696 -2,911 3,527 4,670 13,824 13,893 14,440 421 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.3 9.1 56.1 73.8 70.5 88.2 29.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
19 25 34 71 64 111 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,040,844
COMMITMENTS
424,651 422,813 136,817 2235092 2081423 2796561 2641053 244,284 399,792
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 107,924)
45,714 29,893 19,544 48,440 79,117 113,698 128,554 -5,773 -20,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 13.9 4.5 73.5 68.4 92.0 86.9 8.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 544)
113 117 89 213 220 372 380
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 119,596
COMMITMENTS
12,490 8,885 51 97,985 107,405 110,526 116,341 9,071 3,256
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -5,212)
-4,284 -1,669 -54 -386 -3,914 -4,724 -5,637 -488 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 7.4 0.0 81.9 89.8 92.4 97.3 7.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
14 6 1 54 39 69 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 109,136
COMMITMENTS
32,075 7,609 9,394 57,985 88,033 99,454 105,036 9,682 4,100
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 16,012)
6,805 -2,170 4,284 4,485 14,422 15,574 16,536 438 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 7.0 8.6 53.1 80.7 91.1 96.2 8.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
86 31 22 88 91 184 135
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 24,479
COMMITMENTS
8,282 1,739 7 12,787 21,800 21,076 23,546 3,403 933
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 6,087)
4,179 360 7 2,383 5,693 6,569 6,060 -482 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 7.1 0.0 52.2 89.1 86.1 96.2 13.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 3 3 13 13 21 18
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 423,284
COMMITMENTS
161,283 71,670 4,618 225,988 331,163 391,889 407,450 31,395 15,834
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 49,627)
36,821 11,040 -2,304 10,511 43,645 45,027 52,381 4,599 -2,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 16.9 1.1 53.4 78.2 92.6 96.3 7.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
85 31 18 83 88 174 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 154,587
COMMITMENTS
87,464 13,888 4,606 24,016 113,994 116,086 132,487 38,501 22,100
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 308)
-1,316 6,298 606 1,415 -6,766 705 138 -396 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.6 9.0 3.0 15.5 73.7 75.1 85.7 24.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
41 17 12 18 22 63 47
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,193
COMMITMENTS
18,139 7,047 3,592 26,581 27,822 48,312 38,461 6,881 16,732
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -613)
-1,768 -1,217 2,352 -1,097 -1,383 -513 -248 -100 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 12.8 6.5 48.2 50.4 87.5 69.7 12.5 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 11 1 21 18 41 30
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,736
COMMITMENTS
11,637 17,614 2,310 42,241 39,972 56,188 59,896 8,548 4,840
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 506)
-86 90 1,208 -1,431 509 -309 1,807 815 -1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 27.2 3.6 65.3 61.7 86.8 92.5 13.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
18 16 6 25 26 47 44
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 32,888
COMMITMENTS
5,249 2,254 260 23,678 28,137 29,187 30,651 3,701 2,237
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,533)
794 -967 -20 -1,723 -175 -949 -1,162 -584 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 6.9 0.8 72.0 85.6 88.7 93.2 11.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 4 1 26 25 31 30
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 41,907
COMMITMENTS
13,228 2,588 17 20,817 36,403 34,062 39,008 7,845 2,899
CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 901)
-63 -284 0 235 1,534 172 1,250 729 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 6.2 0.0 49.7 86.9 81.3 93.1 18.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 8 1 25 19 42 28
Updated May 6, 2011