BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,384
COMMITMENTS
246 1,247 165 3,091 2,595 3,503 4,008 881 376
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 402)
0 24 28 311 314 339 366 63 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 28.5 3.8 70.5 59.2 79.9 91.4 20.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 5 2 14 10 17 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,652
COMMITMENTS
5,917 1,435 11,770 29,618 31,140 47,304 44,344 7,348 10,308
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 4,643)
1,305 9 1,538 1,919 2,621 4,762 4,167 -118 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 2.6 21.5 54.2 57.0 86.6 81.1 13.4 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
24 6 23 41 39 72 62
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,950
COMMITMENTS
49,655 40,745 70,071 117,972 115,225 237,697 226,041 24,253 35,909
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -516)
-2,868 8,645 -202 3,866 -7,641 797 802 -1,313 -1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 15.6 26.7 45.0 44.0 90.7 86.3 9.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
95 71 110 55 73 194 223
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 460,444
COMMITMENTS
98,090 32,155 153,021 177,448 198,906 428,560 384,082 31,885 76,363
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 6,965)
-11,103 2,066 11,234 5,529 -2,311 5,660 10,989 1,305 -4,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 7.0 33.2 38.5 43.2 93.1 83.4 6.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
110 92 141 113 174 290 353
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,523
COMMITMENTS
4,464 4,961 701 3,115 2,519 8,279 8,181 2,243 2,342
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 315)
76 21 226 -103 -73 199 173 116 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 47.1 6.7 29.6 23.9 78.7 77.7 21.3 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
28 42 11 11 16 48 62
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,709
COMMITMENTS
14,696 3,905 8,697 12,063 8,928 35,456 21,529 7,253 21,181
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -987)
-2,363 849 920 -295 -1,019 -1,738 750 751 -1,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 9.1 20.4 28.2 20.9 83.0 50.4 17.0 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
44 30 39 48 67 109 124
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 103,845
COMMITMENTS
8,211 0 13 94,253 103,402 102,477 103,414 1,368 431
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 3,096)
1,784 0 0 620 2,996 2,404 2,997 692 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 0.0 90.8 99.6 98.7 99.6 1.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 0 1 16 15 22 16
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 129,337
COMMITMENTS
30,698 9,604 3,096 44,526 99,181 78,321 111,882 51,016 17,455
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -2,583)
-4,861 269 139 1,126 -2,410 -3,597 -2,002 1,014 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 7.4 2.4 34.4 76.7 60.6 86.5 39.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
30 13 11 25 26 61 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,223
COMMITMENTS
23,127 8,139 831 18,991 47,314 42,950 56,284 26,273 12,939
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -1,706)
-1,353 -427 -66 3,009 -2,622 1,591 -3,114 -3,296 1,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 11.8 1.2 27.4 68.3 62.0 81.3 38.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 9 5 13 13 32 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 147,410
COMMITMENTS
113,219 4,538 242 26,660 140,639 140,121 145,419 7,289 1,991
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -172)
908 -2,861 108 -941 2,559 75 -194 -247 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.8 3.1 0.2 18.1 95.4 95.1 98.6 4.9 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
72 12 3 20 22 94 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 118,492
COMMITMENTS
27,893 42,359 3,588 62,721 50,481 94,201 96,428 24,291 22,064
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 7,125)
-2,790 10,980 431 17,759 -2,475 15,400 8,936 -8,275 -1,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 35.7 3.0 52.9 42.6 79.5 81.4 20.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
24 25 12 29 30 62 58
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 112,501
COMMITMENTS
32,607 25,400 5,465 47,080 45,462 85,152 76,327 27,349 36,174
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -3,779)
-5,657 1,237 87 718 -1,215 -4,851 109 1,072 -3,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 22.6 4.9 41.8 40.4 75.7 67.8 24.3 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
29 38 20 26 27 66 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 309,166
COMMITMENTS
74,201 51,892 35,214 145,532 170,650 254,947 257,756 54,219 51,410
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 12,111)
-14,069 7,943 2,019 28,526 636 16,475 10,598 -4,365 1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 16.8 11.4 47.1 55.2 82.5 83.4 17.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
56 66 61 48 56 135 152
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 32,498
COMMITMENTS
28,797 26,201 66 2,439 6,102 31,302 32,369 1,196 129
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.6 80.6 0.2 7.5 18.8 96.3 99.6 3.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 2 1 4 7 14 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,930
COMMITMENTS
23,234 9,358 0 4,023 20,138 27,257 29,496 3,673 1,434
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,294)
716 -536 0 196 1,695 912 1,159 382 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.1 30.3 0.0 13.0 65.1 88.1 95.4 11.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 10 0 3 13 20 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,539,588
COMMITMENTS
1316603 730,847 5316464 8848407 9338953 15481473 15386264 1058115 1153324
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 310,157)
-32,601 56,938 115,703 217,466 135,127 300,568 307,767 9,590 2,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 4.4 32.1 53.5 56.5 93.6 93.0 6.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
57 83 113 163 173 299 295
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,012,001
COMMITMENTS
81,936 98,319 68,983 669,945 692,937 820,864 860,239 191,137 151,762
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 557)
3,977 13,052 -9,765 -3,793 -18,224 -9,581 -14,938 10,137 15,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 9.7 6.8 66.2 68.5 81.1 85.0 18.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
120 114 92 242 233 411 391
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 411,576
COMMITMENTS
16,714 28,659 29,544 228,361 299,190 274,620 357,394 136,956 54,183
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -8,317)
-528 787 -6,434 -10,277 -7,218 -17,239 -12,864 8,921 4,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 7.0 7.2 55.5 72.7 66.7 86.8 33.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
18 23 29 73 65 107 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,002,123
COMMITMENTS
403,062 425,253 120,241 2207916 1968736 2731218 2514230 270,905 487,894
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 44,370)
23,936 62,734 -18,068 32,423 -55,033 38,290 -10,367 6,080 54,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 14.2 4.0 73.5 65.6 91.0 83.7 9.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 530)
115 100 79 212 214 365 355
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,015
COMMITMENTS
9,872 7,418 0 91,443 98,728 101,315 106,146 8,700 3,869
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -4,139)
158 -1,440 -621 -4,062 -2,283 -4,525 -4,344 386 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.7 0.0 83.1 89.7 92.1 96.5 7.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
12 6 0 50 37 62 43
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 88,960
COMMITMENTS
19,143 6,315 3,736 55,924 74,184 78,802 84,236 10,158 4,725
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -6,634)
-3,360 764 -1,430 -2,119 -6,390 -6,909 -7,055 275 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 7.1 4.2 62.9 83.4 88.6 94.7 11.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
66 32 21 80 93 153 141
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,650
COMMITMENTS
1,567 1,875 0 12,253 15,663 13,820 17,538 4,830 1,112
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -2,213)
-2,000 848 0 -743 -3,197 -2,743 -2,349 530 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 10.1 0.0 65.7 84.0 74.1 94.0 25.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 14 12 17 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 351,551
COMMITMENTS
102,215 36,538 4,343 218,352 292,606 324,910 333,488 26,640 18,063
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -22,109)
-12,634 -6,252 -1,315 -6,882 -15,963 -20,830 -23,531 -1,278 1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 10.4 1.2 62.1 83.2 92.4 94.9 7.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
67 33 17 76 88 146 135
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,505
COMMITMENTS
63,588 10,437 4,277 19,865 87,428 87,731 102,142 33,774 19,363
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -4,051)
1,853 -398 -375 -3,895 -3,690 -2,417 -4,463 -1,633 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 8.6 3.5 16.3 72.0 72.2 84.1 27.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 19 11 18 21 51 45
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,675
COMMITMENTS
15,743 7,063 3,696 20,197 19,548 39,636 30,307 7,039 16,368
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -1,536)
243 -535 62 -1,461 496 -1,156 23 -380 -1,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 15.1 7.9 43.3 41.9 84.9 64.9 15.1 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 11 3 18 17 35 31
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,377
COMMITMENTS
11,204 11,380 2,867 33,895 36,801 47,966 51,048 7,411 4,329
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -1,895)
180 1,347 -1,084 -1,735 159 -2,639 422 744 -2,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 20.6 5.2 61.2 66.5 86.6 92.2 13.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
16 13 4 24 27 42 42
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 30,909
COMMITMENTS
3,052 1,098 300 23,249 27,604 26,601 29,002 4,308 1,907
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 181)
-664 152 0 220 67 -444 219 625 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 3.6 1.0 75.2 89.3 86.1 93.8 13.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 3 1 22 23 28 27
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 39,065
COMMITMENTS
11,173 1,857 17 20,009 34,252 31,199 36,126 7,866 2,939
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: -753)
91 -267 0 -1,270 -611 -1,179 -878 426 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 4.8 0.0 51.2 87.7 79.9 92.5 20.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 5 1 21 19 39 25
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 10,671
COMMITMENTS
4,979 2,160 77 4,239 8,071 9,295 10,308 1,376 363
CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 74)
95 62 64 -8 29 151 155 -77 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 20.2 0.7 39.7 75.6 87.1 96.6 12.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 4 1 5 2 16 6
Updated May 27, 2011