BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,982
COMMITMENTS
246 1,223 137 2,780 2,281 3,163 3,642 819 340
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 164)
0 33 -7 122 131 116 157 48 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 30.7 3.5 69.8 57.3 79.4 91.5 20.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 2 13 10 16 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,009
COMMITMENTS
4,612 1,426 10,232 27,699 28,519 42,543 40,177 7,466 9,832
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,507)
5 -7 302 70 512 376 807 1,132 701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 2.9 20.5 55.4 57.0 85.1 80.3 14.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 8 21 39 37 68 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 262,467
COMMITMENTS
52,523 32,100 70,273 114,105 122,866 236,901 225,239 25,566 37,228
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 6,671)
-2,369 4,380 6,312 2,788 -4,507 6,731 6,185 -60 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 12.2 26.8 43.5 46.8 90.3 85.8 9.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
99 72 110 58 75 204 224
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 453,479
COMMITMENTS
109,194 30,089 141,787 171,920 201,216 422,900 373,092 30,579 80,387
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -2,521)
-2,130 3,202 -1,244 244 -2,683 -3,130 -724 609 -1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 6.6 31.3 37.9 44.4 93.3 82.3 6.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
115 89 130 98 175 272 345
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,208
COMMITMENTS
4,388 4,940 475 3,218 2,592 8,081 8,008 2,127 2,200
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 109)
-6 649 37 -76 -513 -44 173 154 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 48.4 4.7 31.5 25.4 79.2 78.4 20.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
29 40 9 12 16 44 62
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,696
COMMITMENTS
17,060 3,056 7,776 12,358 9,947 37,194 20,779 6,502 22,917
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -587)
67 369 -59 -730 -719 -722 -409 135 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 7.0 17.8 28.3 22.8 85.1 47.6 14.9 52.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
42 30 40 45 67 107 123
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 100,750
COMMITMENTS
6,428 0 12 93,634 100,405 100,074 100,418 676 332
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 745)
-988 -355 5 1,634 1,020 651 670 94 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 0.0 92.9 99.7 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 0 1 16 14 21 15
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 131,919
COMMITMENTS
35,560 9,335 2,958 43,400 101,591 81,918 113,884 50,002 18,035
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 3,318)
-6,864 4,186 433 10,479 -560 4,048 4,059 -730 -741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 7.1 2.2 32.9 77.0 62.1 86.3 37.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
32 15 9 25 25 62 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 70,929
COMMITMENTS
24,480 8,566 897 15,982 49,935 41,359 59,398 29,570 11,530
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -3,694)
-3,369 -2,833 -219 -1,334 -526 -4,922 -3,578 1,229 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 12.1 1.3 22.5 70.4 58.3 83.7 41.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 9 4 11 13 29 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 147,582
COMMITMENTS
112,311 7,399 134 27,601 138,080 140,046 145,613 7,536 1,969
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -10,804)
-10,781 2,372 -112 970 -13,140 -9,923 -10,880 -881 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.1 5.0 0.1 18.7 93.6 94.9 98.7 5.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
71 15 1 20 21 91 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 111,367
COMMITMENTS
30,682 31,379 3,157 44,962 52,956 78,802 87,492 32,566 23,875
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -3,948)
-10,622 8,269 56 11,498 -15,874 932 -7,550 -4,879 3,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 28.2 2.8 40.4 47.6 70.8 78.6 29.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
25 28 9 30 30 62 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 116,280
COMMITMENTS
38,263 24,164 5,378 46,362 46,677 90,003 76,218 26,277 40,062
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 564)
1,924 -459 -57 -697 1,335 1,170 820 -606 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 20.8 4.6 39.9 40.1 77.4 65.5 22.6 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
27 35 20 24 28 60 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 297,055
COMMITMENTS
88,271 43,949 33,195 117,006 170,014 238,472 247,158 58,584 49,898
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 13,533)
-7,522 11,423 4,444 23,629 -2,848 20,550 13,018 -7,017 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 14.8 11.2 39.4 57.2 80.3 83.2 19.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
50 67 58 48 54 134 143
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,636
COMMITMENTS
22,518 9,894 0 3,827 18,443 26,345 28,337 3,291 1,299
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -868)
-310 780 -5 1 -1,606 -314 -831 -554 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.0 33.4 0.0 12.9 62.2 88.9 95.6 11.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 11 0 4 15 20 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,229,431
COMMITMENTS
1349203 673,909 5200761 8630941 9203826 15180906 15078496 1048525 1150935
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 215,605)
124,266 33,845 188,063 -100,344 18,935 211,985 240,844 3,620 -25,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 4.2 32.0 53.2 56.7 93.5 92.9 6.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
65 77 114 157 165 295 287
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,011,444
COMMITMENTS
77,959 85,267 78,749 673,738 711,161 830,445 875,177 180,999 136,267
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 3,011)
-2,494 -3,728 5,035 1,623 -261 4,164 1,047 -1,152 1,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.4 7.8 66.6 70.3 82.1 86.5 17.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
129 114 110 245 230 427 402
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 419,894
COMMITMENTS
17,242 27,872 35,978 238,639 306,408 291,859 370,258 128,035 49,636
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -963)
-724 3,185 -1,946 -1,337 -3,614 -4,007 -2,375 3,044 1,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 6.6 8.6 56.8 73.0 69.5 88.2 30.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
18 29 35 77 67 118 108
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,957,753
COMMITMENTS
379,126 362,519 138,309 2175493 2023769 2692928 2524597 264,825 433,156
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 19,873)
10,810 -14,905 15,246 14,799 16,768 40,855 17,109 -20,982 2,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 12.3 4.7 73.6 68.4 91.0 85.4 9.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532)
122 100 94 213 209 376 362
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 114,154
COMMITMENTS
9,714 8,858 621 95,505 101,011 105,840 110,490 8,314 3,664
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -881)
-3,328 -55 614 2,852 -2,031 138 -1,472 -1,019 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 7.8 0.5 83.7 88.5 92.7 96.8 7.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
12 7 2 52 39 65 47
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 95,595
COMMITMENTS
22,502 5,551 5,166 58,043 80,574 85,711 91,291 9,884 4,304
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -11,117)
-6,609 -1,005 -3,926 -421 -6,555 -10,956 -11,486 -162 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 5.8 5.4 60.7 84.3 89.7 95.5 10.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
82 26 24 85 88 174 132
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,863
COMMITMENTS
3,567 1,027 0 12,996 18,860 16,563 19,887 4,300 975
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -3,751)
-4,484 9 0 471 -3,783 -4,013 -3,775 262 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 4.9 0.0 62.3 90.4 79.4 95.3 20.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 2 0 14 14 19 16
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 373,659
COMMITMENTS
114,848 42,791 5,658 225,234 308,569 345,741 357,018 27,919 16,641
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -36,830)
-31,176 -25,621 922 -4,460 -13,858 -34,713 -38,556 -2,117 1,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 11.5 1.5 60.3 82.6 92.5 95.5 7.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
78 29 21 80 84 165 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,555
COMMITMENTS
61,736 10,835 4,652 23,761 91,117 90,148 106,604 35,407 18,951
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -11,389)
-11,700 -1,757 917 -1,330 -8,603 -12,113 -9,443 724 -1,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 8.6 3.7 18.9 72.6 71.8 84.9 28.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
33 19 13 19 21 58 47
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,211
COMMITMENTS
15,500 7,598 3,634 21,658 19,052 40,792 30,284 7,419 17,927
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -1,481)
-2,092 1,593 12 -24 -4,356 -2,104 -2,751 623 1,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 15.8 7.5 44.9 39.5 84.6 62.8 15.4 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 12 1 21 17 37 30
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,272
COMMITMENTS
11,024 10,033 3,951 35,630 36,642 50,605 50,626 6,667 6,646
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -3,065)
-823 -6,257 822 -114 917 -115 -4,518 -2,950 1,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 17.5 6.9 62.2 64.0 88.4 88.4 11.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 14 6 24 27 44 43
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,728
COMMITMENTS
3,716 946 300 23,029 27,537 27,045 28,783 3,683 1,945
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -690)
-694 -219 30 71 -118 -593 -307 -97 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 3.1 1.0 74.9 89.6 88.0 93.7 12.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 3 1 22 24 30 28
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 39,818
COMMITMENTS
11,082 2,124 17 21,279 34,863 32,378 37,004 7,440 2,814
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -416)
-793 0 0 440 -724 -353 -724 -63 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 5.3 0.0 53.4 87.6 81.3 92.9 18.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 6 1 21 18 38 25
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 10,597
COMMITMENTS
4,884 2,098 13 4,247 8,042 9,144 10,153 1,453 444
CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -2,587)
-653 1,279 -870 -629 -2,677 -2,152 -2,268 -435 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 19.8 0.1 40.1 75.9 86.3 95.8 13.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 4 1 5 2 15 6
Updated May 20, 2011